Insurance: Mathematics and Economics
Pairwise counter-monotonicity
Publication date: Available online 29 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Jean-Gabriel Lauzier, Liyuan Lin, Ruodu Wang
Insurance: Mathematics and Economics
On the area in the red of Lévy risk processes and related quantities
Publication date: Available online 19 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Mohamed Amine Lkabous, Zijia Wang
Insurance: Mathematics and Economics
Parametric expectile regression and its application for premium calculation
Publication date: Available online 18 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Suhao Gao, Zhen Yu
Insurance: Mathematics and Economics
Cause-of-Death Mortality Forecasting Using Adaptive Penalized Tensor Decompositions
Publication date: Available online 16 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Xuanming Zhang, Fei Huang, Francis K.C. Hui, Steven Haberman
Insurance: Mathematics and Economics
Actuarial fairness and social welfare in mixed-cohort tontines
Publication date: Available online 15 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): An Chen, Manuel Rach
Insurance: Mathematics and Economics
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Publication date: Available online 12 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Tiantian Mao, Gilles Stupfler, Fan Yang
Insurance: Mathematics and Economics
On potential information asymmetries in long-term care insurance: a simulation study using data from Switzerland
Publication date: Available online 8 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Andrey Ugarte Montero, Joël Wagner
Insurance: Mathematics and Economics
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Publication date: Available online 3 May 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Yunran Wei, Ričardas Zitikis
Insurance: Mathematics and Economics
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Publication date: Available online 12 April 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Yu Chen, Mengyuan Ma, Hongfang Sun
Insurance: Mathematics and Economics
Insuring longevity risk and long-term care: Bequest, housing and liquidity
Publication date: Available online 30 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Mengyi Xu, Jennifer Alonso-García, Michael Sherris, Adam W. Shao