Volume 36.
(as bibtex)
33 references.
Articles

111. Worstcase scenario investment for insurers
Korn, Ralf

103116. Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary
Haberman, Steven,
Sung, JooHo

119135. Hierarchical Bayesian collective risk model: An application to health insurance
Migon, Helio S.,
Moura, Fernando A. S.

1324. On the deficit distribution when ruin occurs—discrete time model
Gajek, Leslaw,
Gajek, Lesław

137152. Multivariate risk model of phase type
Cai, Jun,
Li, Haijun

153163. On modeling claim frequency data in general insurance with extra zeros
Yip, Karen C. H.,
Yau, Kelvin K. W.

165177. Bounds for the probability and severity of ruin in the Sparre Andersen model
Politis, Konstadinos

179193. On the expected discounted penalty functions for two classes of risk processes
Li, Shuanming,
Lu, Yi

237250. Approximations for stoploss reinsurance premiums
Reijnen, Rajko,
Albers, Willem,
Kallenberg, Wilbert C. M.

2535. On optimal investment and subexponential claims
Schmidli, Hanspeter

251259. A large deviation result for aggregate claims with dependent claim occurrences
Kaas, Rob,
Tang, Qihe

260284. Bayesian Poisson logbilinear mortality projections
Czado, Claudia,
Delwarde, Antoine,
Denuit, Michel

285302. Extremes of asymptotically spherical and elliptical random vectors
Hashorva, Enkelejd

303316. Ruin probability in the continuoustime compound binomial model
Liu, Guoxin,
Wang, Ying,
Zhang, Bei

317328. Axiom of solvency and portfolio immunization under random interest rates
Gajek, Leslaw,
Gajek, Lesław

329346. Pricing equitylinked pure endowments with risky assets that follow Lévy processes
Jaimungal, Sebastian,
Young, Virginia R.

347364. Unifying framework for optimal insurance
Promislow, S. David,
Young, Virginia R.

365374. On a joint distribution for the risk process with constant interest force
Wu, Rong,
Wang, Guojing,
Zhang, Chunsheng

3755. Pricing optional group term insurance: A new approach using reservation prices
Ramsay, Colin M.

375398. Optimal reinsurance under convex principles of premium calculation
Kaluszka, Marek

399420. A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
Paulsen, Jostein,
Kasozi, Juma,
Steigen, Andreas

421432. Weak convergence approach to compound Poisson risk processes perturbed by diffusion
Sarkar, Joykrishna,
Sen, Arusharka

433440. Controlled risk processes in discrete time: Lower and upper approximations to the optimal probability of ruin
Groniowska, Agnieszka,
Niemiro, Wojciech

441455. The pricing of liabilities in an incomplete market using dynamic mean–variance hedging
Thomson, Robert J.

456468. On a correlated aggregate claims model with thinningdependence structure
Wang, Guojing,
Yuen, Kam C.

469484. Cyclical risk exposure of pension funds: A theoretical framework
Menoncin, Francesco

485498. Second order behaviour of ruin probabilities in the case of large claims
Baltrūnas, Aleksandras

485498. Second order behaviour of ruin probabilities in the case of large claims
Baltrunas, Aleksandras,
Baltrūnas, Aleksandras

499516. Market value of life insurance contracts under stochastic interest rates and default risk
QuittardPinon, Francois,
Bernard, Carole,
Le Courtois, Olivier,
QuittardPinon, François

517518. Note on option pricing by actuarial considerations
Schmitz, Norbert

5777. The compound Poisson random variable’s approximation to the individual risk model
Yang, Jingping,
Zhou, Shulin,
Zhang, Zhenyong

7992. The valuation of unitlinked policies with or without surrender options
Shen, Weixi,
Xu, Huiping

93101. Degree of downside risk aversion and selfprotection
Chiu, W. Henry