Boonen, Tim J.; Han, Xia Optimal insurance with mean-deviation measures. (English) Zbl 07915295 Insur. Math. Econ. 118, 1-24 (2024). Reviewer: Andrius Grigutis (Vilnius) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bücher, Axel; Rosenstock, Alexander Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance. (English) Zbl 1542.91336 Eur. Actuar. J. 14, No. 2, 623-655 (2024). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Righi, Marcelo Brutti Star-shaped acceptability indexes. (English) Zbl 07882281 Insur. Math. Econ. 117, 170-181 (2024). MSC: 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Zhengxiao; Wang, Fei; Zhao, Zhengtang A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data. (English) Zbl 07882274 Insur. Math. Econ. 117, 45-66 (2024). MSC: 91G05 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Danping; Chen, Lv; Qian, Linyi; Wang, Wei Equilibrium reinsurance strategy and mean residual life function. (English) Zbl 07874585 Acta Math. Appl. Sin., Engl. Ser. 40, No. 3, 758-777 (2024). MSC: 91G05 60H30 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Conditional tail moment and reinsurance premium estimation under random right censoring. (English) Zbl 1541.62119 Test 33, No. 1, 230-250 (2024). MSC: 62G32 62E20 62G30 62N01 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Avanzi, Benjamin; Lavender, Mark; Taylor, Greg; Wong, Bernard On the impact of outliers in loss reserving. (English) Zbl 1539.91111 Eur. Actuar. J. 14, No. 1, 257-296 (2024). MSC: 91G05 35Q91 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Liu, Jiajun; Shushi, Tomer Asymptotics of the loss-based tail risk measures in the presence of extreme risks. (English) Zbl 1537.91262 Eur. Actuar. J. 14, No. 1, 205-224 (2024). MSC: 91G05 91G70 60G70 41A60 × Cite Format Result Cite Review PDF Full Text: DOI
Yuan, Yu; Wang, Kexin; Zhang, Caibin Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle. (English) Zbl 1537.91274 Ann. Oper. Res. 335, No. 1, 441-467 (2024). MSC: 91G05 91A15 91A80 49L20 × Cite Format Result Cite Review PDF Full Text: DOI
Chatterjee, Indradeb; Hao, MingJie; Tapadar, Pradip; Thomas, R. Guy Can price collars increase insurance loss coverage? (English) Zbl 1537.91241 Insur. Math. Econ. 116, 74-94 (2024). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Seog, S. Hun; Hong, Jimin Moral hazard in loss reduction and state-dependent utility. (English) Zbl 1536.91288 Insur. Math. Econ. 115, 151-168 (2024). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Steinmetz, Julia; Jentsch, Carsten Bootstrap consistency for the Mack bootstrap. (English) Zbl 1533.91425 Insur. Math. Econ. 115, 83-121 (2024). MSC: 91G05 62P05 62F40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Chi, Yichun; Huang, Yuxia; Tan, Ken Seng An insurer’s optimal strategy towards a new independent business. (English) Zbl 1534.91112 Scand. Actuar. J. 2024, No. 1, 89-107 (2024). MSC: 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yang; Bian, Tongxin; Chen, Shaoying Tail behavior of discounted portfolio loss under upper tail comonotonicity. (English) Zbl 07799967 J. Ind. Manag. Optim. 20, No. 3, 1296-1317 (2024). MSC: 91G10 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Denuit, Michel; Trufin, Julien Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. (English) Zbl 1534.91115 Eur. Actuar. J. 13, No. 2, 871-878 (2023). MSC: 91G05 68T05 × Cite Format Result Cite Review PDF Full Text: DOI
Funke, Benedikt; Roering, Harmen A resimulation framework for event loss tables based on clustering. (English) Zbl 1534.91119 Eur. Actuar. J. 13, No. 2, 755-774 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Su, Yiming; Liu, Haiyan; Chen, Mi Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion. (English) Zbl 1532.91103 Electron. Res. Arch. 31, No. 10, 6384-6411 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi Diagnostic tests before modeling longitudinal actuarial data. (English) Zbl 1532.91098 Insur. Math. Econ. 113, 310-325 (2023). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Damiaan H. J.; Beetsma, Roel M. W. J.; van Wijnbergen, Sweder J. G. Intergenerational sharing of unhedgeable inflation risk. (English) Zbl 1532.91086 Insur. Math. Econ. 113, 140-160 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Grün, Bettina; Miljkovic, Tatjana The automated bias-corrected and accelerated bootstrap confidence intervals for risk measures. (English) Zbl 1534.91121 N. Am. Actuar. J. 27, No. 4, 731-750 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Torrente, Maria-Laura Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business. (English) Zbl 1530.91517 Decis. Econ. Finance 46, No. 2, 611-633 (2023). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 93E20 49L25 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Neuhaus, Walther Consistent development patterns. (English) Zbl 1524.91089 Scand. Actuar. J. 2023, No. 10, 933-945 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Metiri, Farouk; Zeghdoudi, Halim; Saadoun, Ahmed Some results on quadratic credibility premium using the balanced loss function. (English) Zbl 1538.91062 Arab J. Math. Sci. 29, No. 2, 191-203 (2023). MSC: 91G05 62F15 62G05 × Cite Format Result Cite Review PDF Full Text: DOI
Godin, Frédéric; Hamel, Emmanuel; Gaillardetz, Patrice; Hon-Man Ng, Edwin Risk allocation through Shapley decompositions, with applications to variable annuities. (English) Zbl 1520.91327 ASTIN Bull. 53, No. 2, 311-331 (2023). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Riegel, Ulrich An incremental loss ratio method using prior information on calendar year effects. (English) Zbl 1521.91319 Eur. Actuar. J. 13, No. 1, 91-123 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Bücher, Axel; Rosenstock, Alexander Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks. (English) Zbl 1521.91310 Eur. Actuar. J. 13, No. 1, 55-90 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Yu, Han; Zhang, Yu; Wang, Xikui Minimization of ruin probability with joint strategies of investment and reinsurance. (English) Zbl 1532.91109 Commun. Stat., Theory Methods 52, No. 15, 5451-5469 (2023). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Ng, Tak Wa; Nguyen, Thai Portfolio performance under benchmarking relative loss and portfolio insurance: from omega ratio to loss aversion. (English) Zbl 1519.91218 ASTIN Bull. 53, No. 1, 149-183 (2023). MSC: 91G05 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Xie, Xinqiao; Liu, Haiyan; Mao, Tiantian; Zhu, Xiao Bai Distributionally robust reinsurance with expectile. (English) Zbl 1519.91225 ASTIN Bull. 53, No. 1, 129-148 (2023). MSC: 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wang, Chuchu; Wang, Wei; Zhang, Yiying; Zhao, Peng Optimal allocation of policy limits in layer reinsurance treaties. (English) Zbl 1518.91227 Probab. Eng. Inf. Sci. 37, No. 2, 546-566 (2023). MSC: 91G05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Jang, Jiwook; Qu, Yan; Zhao, Hongbiao; Dassios, Angelos A Cox model for gradually disappearing events. (English) Zbl 1518.91042 Probab. Eng. Inf. Sci. 37, No. 1, 214-231 (2023). MSC: 91B05 60G55 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Zhou, Xia; Chen, Peimin; Zhang, Jiawei; Tu, Jingwen; He, Yong The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment. (English) Zbl 1524.91097 J. Ind. Manag. Optim. 19, No. 6, 4551-4590 (2023). MSC: 91G05 91B16 49L12 × Cite Format Result Cite Review PDF Full Text: DOI
Tse, Yiu-Kuen Nonlife actuarial models. Theory, methods and evaluation. 2nd expanded edition. (English) Zbl 1522.91006 International Series on Actuarial Science. Cambridge: Cambridge University Press (ISBN 978-1-00-931507-4/hbk; 978-1-00-931506-7/ebook). xiv, 536 p. (2023). MSC: 91-02 62-02 91G05 62P05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Fissler, Tobias; Merz, Michael; Wüthrich, Mario V. Deep quantile and deep composite triplet regression. (English) Zbl 1508.91470 Insur. Math. Econ. 109, 94-112 (2023). MSC: 91G05 62P05 62G08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Chen, Zheng; Li, Zhongfei; Zeng, Yan Portfolio choice with illiquid asset for a loss-averse pension fund investor. (English) Zbl 1507.91170 Insur. Math. Econ. 108, 60-83 (2023). MSC: 91G05 91G10 60G46 × Cite Format Result Cite Review PDF Full Text: DOI
Chiaradonna, Stefano; Lanchier, Nicolas Exact insurance premiums for cyber risk of small and medium-sized enterprises. (English) Zbl 1511.60143 Math. Model. Nat. Phenom. 17, Paper No. 40, 23 p. (2022). MSC: 60K35 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Wang, Zhigao; Wu, Xianyi; Qiu, Chunjuan Stochastic loss reserving using individual information model with over-dispersed Poisson. (English) Zbl 1539.62312 Stat. Theory Relat. Fields 6, No. 2, 114-128 (2022). MSC: 62P05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Zhang, Yan; Zhao, Peibiao; Ma, Rufei Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk. (English) Zbl 1508.91491 Methodol. Comput. Appl. Probab. 24, No. 4, 2743-2777 (2022). MSC: 91G05 49L12 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Haiyan; Mao, Tiantian Distributionally robust reinsurance with value-at-risk and conditional value-at-risk. (English) Zbl 1507.91187 Insur. Math. Econ. 107, 393-417 (2022). MSC: 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Goegebeur, Yuri; Guillou, Armelle; Pedersen, Tine; Qin, Jing Extreme-value based estimation of the conditional tail moment with application to reinsurance rating. (English) Zbl 1510.91145 Insur. Math. Econ. 107, 102-122 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Xu, Shuzhe; Zhang, Chuanlong; Hong, Don BERT-based NLP techniques for classification and severity modeling in basic warranty data study. (English) Zbl 1507.91194 Insur. Math. Econ. 107, 57-67 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Hanbali, Hamza; Dhaene, Jan; Linders, Daniël Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. (English) Zbl 1508.91473 Insur. Math. Econ. 107, 22-37 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Manski, Scott; Yang, Kaixu; Lee, Gee Y.; Maiti, Tapabrata Loss amount prediction from textual data using a double GLM with shrinkage and selection. (English) Zbl 1505.91335 Eur. Actuar. J. 12, No. 2, 503-528 (2022). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Bae, Taehan Robust minium bias iteration algorithms for classification ratemaking and loss reserving. (English) Zbl 1505.91320 Lobachevskii J. Math. 43, No. 9, 2387-2396 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Jetses, Julian; Christiansen, Marcus C. A general surplus decomposition principle in life insurance. (English) Zbl 1510.91149 Scand. Actuar. J. 2022, No. 10, 901-925 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Zhigao; Liu, Wenchen Stochastic reserving using policyholder information via EM algorithm. (English) Zbl 1505.62513 Appl. Math. Modelling 112, 199-214 (2022). MSC: 62P20 65C99 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Yang; Liu, Shuang; Yuen, Kam Chuen Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model. (English) Zbl 07621022 J. Theor. Probab. 35, No. 4, 2600-2621 (2022). MSC: 62P05 62E10 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Usman, Farha; Chan, Jennifer S. K. New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles. (English) Zbl 1506.91154 ASTIN Bull. 52, No. 3, 877-920 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Duni; Wang, Hailong Robust reinsurance contract with learning and ambiguity aversion. (English) Zbl 1501.91154 Scand. Actuar. J. 2022, No. 9, 794-815 (2022). MSC: 91G05 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Xia; Liang, Zhibin; Yuan, Yu; Zhang, Caibin Optimal per-loss reinsurance and investment to minimize the probability of drawdown. (English) Zbl 1513.91060 J. Ind. Manag. Optim. 18, No. 6, 4011-4041 (2022). MSC: 91G05 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tsai, Cary Chi-Liang; Kim, Seyeon Model mortality rates using property and casualty insurance reserving methods. (English) Zbl 1498.91370 Insur. Math. Econ. 106, 326-340 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Changyue; Quan, Zhiyu; Chong, Wing Fung Imbalanced learning for insurance using modified loss functions in tree-based models. (English) Zbl 1498.91360 Insur. Math. Econ. 106, 13-32 (2022). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Fackler, Michael Premium rating without losses. (English) Zbl 1492.91288 Eur. Actuar. J. 12, No. 1, 275-316 (2022). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Zanotto, Alberto; Clemente, Gian Paolo An optimal reinsurance simulation model for non-life insurance in the Solvency II framework. (English) Zbl 1492.91319 Eur. Actuar. J. 12, No. 1, 89-123 (2022). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Al-Mudafer, Muhammed Taher; Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Stochastic loss reserving with mixture density neural networks. (English) Zbl 1492.91270 Insur. Math. Econ. 105, 144-174 (2022). MSC: 91G05 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ang, Zi Qing; Lee, See Keong Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels. (English) Zbl 1493.62577 Insur. Math. Econ. 105, 54-63 (2022). MSC: 62P05 62M30 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Hou, Yanxi; Kang, Seul Ki; Lo, Chia Chun; Peng, Liang Three-step risk inference in insurance ratemaking. (English) Zbl 1493.62584 Insur. Math. Econ. 105, 1-13 (2022). MSC: 62P05 62G08 62J12 62G09 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
MacKay, Anne; Ocejo, Adriana Portfolio optimization with a guaranteed minimum maturity benefit and risk-adjusted fees. (English) Zbl 1489.91225 Methodol. Comput. Appl. Probab. 24, No. 2, 1021-1049 (2022). MSC: 91G05 91G10 93E20 49J55 × Cite Format Result Cite Review PDF Full Text: DOI
Yuan, Yu; Liang, Zhibin; Han, Xia Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game. (English) Zbl 1494.91128 Scand. Actuar. J. 2022, No. 4, 328-355 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91A23 91A65 91A80 × Cite Format Result Cite Review PDF Full Text: DOI
Mert, Özenç Murat; Selcuk-Kestel, A. Sevtap Optimal premium allocation under stop-loss insurance using exposure curves. (English) Zbl 1513.91063 Hacet. J. Math. Stat. 51, No. 1, 288-307 (2022). MSC: 91G05 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Okine, A. Nii-Armah; Frees, Edward W.; Shi, Peng Joint model prediction and application to individual-level loss reserving. (English) Zbl 1484.91401 ASTIN Bull. 52, No. 1, 91-116 (2022). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele An analytical study of participating policies with minimum rate guarantee and surrender option. (English) Zbl 1484.91379 Finance Stoch. 26, No. 2, 173-216 (2022). MSC: 91G05 62P05 60G40 35R35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Gong, Yishan; Yang, Yang Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model. (English) Zbl 1499.62376 J. Ind. Manag. Optim. 18, No. 2, 1321-1337 (2022). MSC: 62P05 62E20 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Amiri, Mehdi; Balakrishnan, Narayanaswamy Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications. (English) Zbl 1475.60041 J. Comput. Appl. Math. 402, Article ID 113801, 25 p. (2022). MSC: 60E15 62P05 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi Expected utility theory on general affine GARCH models. (English) Zbl 1500.91122 Appl. Math. Finance 28, No. 6, 477-507 (2021). MSC: 91G10 62P05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Hassan, Anwar; Shah, Ishfaq; Peer, Bilal Negative binomial-reciprocal inverse Gaussian distribution: statistical properties with applications in count data. (English) Zbl 1486.62029 Thail. Stat. 19, No. 3, 437-449 (2021). MSC: 62E10 60E05 62P05 × Cite Format Result Cite Review PDF Full Text: Link
Mwende, Cynthia; Ottieno, Joseph; Weke, Patrick Aggregate loss distribution for modeling reserves in insurance and banking sectors in Kenya. (English) Zbl 1499.62390 Far East J. Theor. Stat. 62, No. 1, 17-34 (2021). MSC: 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Karling, M. J.; Lopes, S. R. C.; de Souza, R. M. A Bayesian approach for estimating the parameters of an \(\alpha\)-stable distribution. (English) Zbl 07493365 J. Stat. Comput. Simulation 91, No. 9, 1713-1748 (2021). MSC: 62C10 60G52 62P05 62P10 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Jung, Kwangmin Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk. (English) Zbl 1484.91389 N. Am. Actuar. J. 25, No. 4, 580-603 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Hong; Xu, Maochao; Zhao, Peng Modeling malicious hacking data breach risks. (English) Zbl 1491.91111 N. Am. Actuar. J. 25, No. 4, 484-502 (2021). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G05 62P05 60G55 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Araiza Iturria, Carlos Andrés; Godin, Frédéric; Mailhot, Mélina Tweedie double GLM loss triangles with dependence within and across business lines. (English) Zbl 1480.91180 Eur. Actuar. J. 11, No. 2, 619-653 (2021). MSC: 91G05 91B70 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Li-Chieh; Su, Jianxi; Xia, Michelle Two-part models for assessing misrepresentation on risk status. (English) Zbl 1482.91179 Eur. Actuar. J. 11, No. 2, 503-539 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Shuqi; Zhao, Yongxia Optimal investment and reinsurance strategies with state-dependent risk aversion. (Chinese. English summary) Zbl 1488.91093 J. Qufu Norm. Univ., Nat. Sci. 47, No. 3, 25-32 (2021). MSC: 91G05 91G10 × Cite Format Result Cite Review PDF
Shigemoto, Hideto; Morimoto, Takayuki An integrated framework for visualizing and forecasting realized covariance matrices. (English) Zbl 1477.62303 Jpn. J. Stat. Data Sci. 4, No. 1, 577-599 (2021). MSC: 62P05 62M10 62J07 62H12 91G10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Shiu, Elias S. W.; Xiong, Xiaoyi An elementary derivation of Hattendorff’s theorem. (English) Zbl 1476.91130 Eur. Actuar. J. 11, No. 1, 319-323 (2021). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wang, Wenyuan; Wu, Xueyuan; Chi, Cheng Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes. (English) Zbl 1479.91343 Eur. Actuar. J. 11, No. 1, 285-317 (2021). MSC: 91G05 91B64 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. A non-convex regularization approach for stable estimation of loss development factors. (English) Zbl 1479.91329 Scand. Actuar. J. 2021, No. 9, 779-803 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Mengxi; Hao, Xianfeng; Zhang, Yaojie; Meng, Fanyi Forecasting stock return volatility using a robust regression model. (English) Zbl 1479.62084 J. Forecast. 40, No. 8, 1463-1478 (2021). MSC: 62P05 62M10 62M20 62G08 62G35 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Taylor, Greg A special Tweedie sub-family with application to loss reserving prediction error. (English) Zbl 1475.91318 Insur. Math. Econ. 101, 262-288 (2021). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Ruß, Jochen; Schelling, Stefan Return smoothing in life insurance from a client perspective. (English) Zbl 1475.91314 Insur. Math. Econ. 101, 91-106 (2021). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Laeven, Roger J. A. (ed.); Milevsky, Moshe A. (ed.); Scherer, Matthias (ed.); Zagst, Rudi (ed.); Zhou, Xun Yu (ed.) Editorial to the special issue on behavioral insurance: mathematics and economics. (English) Zbl 1474.00025 Insur. Math. Econ. 101, 1-5 (2021). MSC: 00B15 91-06 91G05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Li, Bohan; Guo, Junyi Optimal investment and reinsurance under the gamma process. (English) Zbl 1480.91220 Methodol. Comput. Appl. Probab. 23, No. 3, 893-923 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 91G80 49L20 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Xia; Liang, Zhibin; Yuen, Kam C. Minimizing the probability of absolute ruin under the mean-variance premium principle. (English) Zbl 1471.91460 Optim. Control Appl. Methods 42, No. 3, 786-806 (2021). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Zhigao; Wu, Xianyi; Qiu, Chunjuan The impacts of individual information on loss reserving. (English) Zbl 1471.91487 ASTIN Bull. 51, No. 1, 303-347 (2021). MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard SynthETIC: an individual insurance claim simulator with feature control. (English) Zbl 1471.91445 Insur. Math. Econ. 100, 296-308 (2021). MSC: 91G05 91-10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Jinrui; Zou, Minxue; Li, Zhiming; Wu, Lijun Reliability estimation of B-F reserve under quadratic loss function. (Chinese. English summary) Zbl 1488.62190 J. Xinjiang Univ., Nat. Sci. 38, No. 2, 153-158 (2021). MSC: 62P05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Poudyal, Chudamani Robust estimation of loss models for lognormal insurance payment severity data. (English) Zbl 1479.91339 ASTIN Bull. 51, No. 2, 475-507 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ki Kang, Seul; Peng, Liang; Golub, Andrew Two-step risk analysis in insurance ratemaking. (English) Zbl 1471.91464 Scand. Actuar. J. 2021, No. 6, 532-542 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. (English) Zbl 1472.91038 Scand. Actuar. J. 2021, No. 5, 380-407 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60K15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lin, Xiang; Qian, Yiping; Ren, Yuhao The excess-of-loss reinsurance strategy selection game between an insurer and a reinsurer. (Chinese. English summary) Zbl 1474.91154 Math. Appl. 34, No. 2, 463-476 (2021). MSC: 91G05 91A80 × Cite Format Result Cite Review PDF
Zaynur, Mutallip; Wu, Lijun Regression credibility estimation of net premium under balanced loss function. (Chinese. English summary) Zbl 1474.62377 J. Xinjiang Univ., Nat. Sci. 38, No. 1, 25-28 (2021). MSC: 62P05 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Yanez, Juan Sebastian; Pigeon, Mathieu Micro-level parametric duration-frequency-severity modeling for outstanding claim payments. (English) Zbl 1470.91234 Insur. Math. Econ. 98, 106-119 (2021). Reviewer: Alexandra Rodkina (College Station) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhang, Nan; Qian, Linyi; Jin, Zhuo; Wang, Wei Optimal stop-loss reinsurance with joint utility constraints. (English) Zbl 1474.91166 J. Ind. Manag. Optim. 17, No. 2, 841-868 (2021). MSC: 91G05 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Mi; Yuen, Kam Chuen; Wang, Wenyuan Optimal reinsurance and dividends with transaction costs and taxes under thinning structure. (English) Zbl 1468.91122 Scand. Actuar. J. 2021, No. 3, 198-217 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bakar, S. A. Abu; Nadarajah, S. Composite models with underlying folded distributions. (English) Zbl 1457.91325 J. Comput. Appl. Math. 390, Article ID 113351, 8 p. (2021). MSC: 91G05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Mert, Ozenc Murat; Selcuk-Kestel, A. Sevtap Time dependent stop-loss reinsurance and exposure curves. (English) Zbl 1460.62167 J. Comput. Appl. Math. 389, Article ID 113348, 16 p. (2021). MSC: 62P05 62G10 60J65 91B05 × Cite Format Result Cite Review PDF Full Text: DOI
Poudyal, Chudamani Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution. (English) Zbl 1459.62201 J. Comput. Appl. Math. 388, Article ID 113310, 19 p. (2021). MSC: 62P05 62F35 62N01 91G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Luo, Shangzhen; Wang, Mingming; Zhu, Wei Stochastic differential reinsurance games in diffusion approximation models. (English) Zbl 1457.91333 J. Comput. Appl. Math. 386, Article ID 113252, 36 p. (2021). MSC: 91G05 91G80 91A15 91A80 91A10 91A12 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yan; Zhao, Peibiao; Kou, Bingyu Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model. (English) Zbl 1447.91154 J. Comput. Appl. Math. 382, Article ID 113082, 17 p. (2021). MSC: 91G05 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Fang, Ying; Cheng, Guo; Qu, Zhongfeng Optimal reinsurance for both an insurer and a reinsurer under general premium principles. (English) Zbl 1484.91382 AIMS Math. 5, No. 4, 3231-3255 (2020). MSC: 91G05 60E15 × Cite Format Result Cite Review PDF Full Text: DOI OA License