Porteous, Bruce T.; Tapadar, Pradip The impact of capital structure on economic capital and risk adjusted performance. (English) Zbl 1169.91392 Astin Bull. 38, No. 1, 341-380 (2008). MSC: 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Yow, Shuan; Sherris, Michael Enterprise risk management, insurer value maximisation, and market frictions. (English) Zbl 1169.91393 Astin Bull. 38, No. 1, 293-339 (2008). MSC: 91B30 91B74 × Cite Format Result Cite Review PDF Full Text: DOI
Boratyńska, Agata Posterior regret \(\Gamma\)-minimax estimation of insurance premium in collective risk model. (English) Zbl 1169.91383 Astin Bull. 38, No. 1, 277-291 (2008). MSC: 91B30 93E10 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Dickson, David C. M. Some explicit solutions for the joint density of the time of ruin and the deficit at ruin. (English) Zbl 1169.91386 Astin Bull. 38, No. 1, 259-276 (2008). MSC: 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Kraft, Holger; Steffensen, Mogens Optimal consumption and insurance: a continuous-time Markov chain approach. (English) Zbl 1169.91329 Astin Bull. 38, No. 1, 231-257 (2008). MSC: 91B06 93E20 91B28 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E. Robust Bayesian analysis of loss reserves data using the generalized-\(t\) distribution. (English) Zbl 1169.91384 Astin Bull. 38, No. 1, 207-230 (2008). MSC: 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Frostig, Esther On risk model with dividends payments perturbed by a Brownian motion – an algorithmic approach. (English) Zbl 1169.91389 Astin Bull. 38, No. 1, 183-206 (2008). MSC: 91B30 60J65 × Cite Format Result Cite Review PDF Full Text: DOI
Pelsser, Antoon On the applicability of the Wang transform for pricing financial risks. (English) Zbl 1169.91343 Astin Bull. 38, No. 1, 171-181 (2008). MSC: 91B24 91G80 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Falin, Gennady I. On the optimal pricing of a heterogeneous portfolio. (English) Zbl 1169.91388 Astin Bull. 38, No. 1, 161-170 (2008). MSC: 91B30 91B28 91B70 49N90 × Cite Format Result Cite Review PDF Full Text: DOI
Asimit, Alexandru V.; Jones, Bruce L. Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. (English) Zbl 1169.91361 Astin Bull. 38, No. 1, 147-159 (2008). MSC: 91B28 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch Multivariate latent risk: a credibility approach. (English) Zbl 1169.91387 Astin Bull. 38, No. 1, 137-146 (2008). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Barrieu, Pauline; Scandolo, Giacomo General Pareto optimal allocations and applications to multi-period risks. (English) Zbl 1169.91382 Astin Bull. 38, No. 1, 105-136 (2008). MSC: 91B30 90C46 × Cite Format Result Cite Review PDF Full Text: DOI
Mack, Thomas The prediction error of Bornhuetter/Ferguson. (English) Zbl 1169.91426 Astin Bull. 38, No. 1, 87-103 (2008); corrigendum ibid. 38, No. 2, 669 (2008). MSC: 91B82 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Couret, Jose; Venter, Gary Using multi-dimensional credibility to estimate class frequency vectors in workers compensation. (English) Zbl 1169.91385 Astin Bull. 38, No. 1, 73-85 (2008). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Shuanming; Lu, Yi The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. (English) Zbl 1169.91390 Astin Bull. 38, No. 1, 53-71 (2008). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Milidonis, Andreas; Grace, Martin F. Tax-deductible pre-event catastrophe loss reserves: the case of Florida. (English) Zbl 1169.91391 Astin Bull. 38, No. 1, 13-51 (2008). MSC: 91B30 91B74 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yingjie Allocation of capital between assets and liabilities. (English) Zbl 1169.91394 Astin Bull. 38, No. 1, 1-11 (2008). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI