Lefèvre, Claude; Loisel, Stéphane Finite-time ruin probabilities for discrete, possibly dependent, claim severities. (English) Zbl 1170.91414 Methodol. Comput. Appl. Probab. 11, No. 3, 425-441 (2009). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Haberman, S.; Renshaw, A. E. Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality. (English) Zbl 1168.62384 Methodol. Comput. Appl. Probab. 11, No. 3, 443-461 (2009). MSC: 62N02 65C60 62G09 62P10 91D20 × Cite Format Result Cite Review PDF Full Text: DOI
Balbás, Alejandro; Garrido, José; Mayoral, Silvia Properties of distortion risk measures. (English) Zbl 1170.91368 Methodol. Comput. Appl. Probab. 11, No. 3, 385-399 (2009). MSC: 91G70 × Cite Format Result Cite Review PDF Full Text: DOI Link
Denuit, Michel Life anuities with stochastic survival probabilities: A review. (English) Zbl 1170.91409 Methodol. Comput. Appl. Probab. 11, No. 3, 463-489 (2009). MSC: 91B30 62P05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Kortschak, Dominik; Albrecher, Hansjörg Asymptotic results for the sum of dependent non-identically distributed random variables. (English) Zbl 1171.60348 Methodol. Comput. Appl. Probab. 11, No. 3, 279-306 (2009). MSC: 60G70 60E05 91B30 × Cite Format Result Cite Review PDF Full Text: DOI Link
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1170.91407 Methodol. Comput. Appl. Probab. 11, No. 3, 401-423 (2009). MSC: 91B30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Dufresne, Daniel; Garrido, Jose; Morales, Manuel Fourier inversion formulas in option pricing and insurance. (English) Zbl 1170.91410 Methodol. Comput. Appl. Probab. 11, No. 3, 359-383 (2009). MSC: 91B30 42A61 × Cite Format Result Cite Review PDF Full Text: DOI Link
Courtois, Cindy; Denuit, Michel Moment bounds on discrete expected stop-loss transforms, with applications. (English) Zbl 1171.60318 Methodol. Comput. Appl. Probab. 11, No. 3, 307-338 (2009). MSC: 60E10 60E15 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Klebaner, Fima C.; Landsman, Zinoviy Option pricing for log-symmetric distributions of returns. (English) Zbl 1170.91385 Methodol. Comput. Appl. Probab. 11, No. 3, 339-357 (2009). MSC: 91G20 60G35 60G42 × Cite Format Result Cite Review PDF Full Text: DOI