Insurance: Mathematics and Economics
Risk aggregation with FGM copulas
Publication date: Available online 30 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Christopher Blier-Wong
Insurance: Mathematics and Economics
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Publication date: Available online 29 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Eric C.K. Cheung, Wei Zhu
Insurance: Mathematics and Economics
Dynamic Asset-Liability Management with Frictions
Publication date: Available online 15 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Tingjin Yan, Jinhui Han, Guiyuan Ma, Chi Chung Siu
Insurance: Mathematics and Economics
Editorial Board
Publication date: May 2023Source: Insurance: Mathematics and Economics, Volume 110Author(s):
Insurance: Mathematics and Economics
Robust claim frequency modeling through phase-type mixture-of-experts regression
Publication date: Available online 6 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Martin Bladt, Jorge Yslas
Insurance: Mathematics and Economics
Multiple-prior valuation of cash flows subject to capital requirements
Publication date: Available online 2 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Hampus Engsner, Filip Lindskog, Julie Thøgersen
Insurance: Mathematics and Economics
Comparing Utility Derivative Premia under Additive and Multiplicative Risks
Publication date: Available online 2 March 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Christoph Heinzel
Insurance: Mathematics and Economics
Empirical Tail Risk Management with Model-Based Annealing Random Search
Publication date: Available online 28 February 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Qi Fan, Ken Seng Tan, Jinggong Zhang
Insurance: Mathematics and Economics
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Publication date: Available online 24 February 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Hui Mi, Zuo Quan Xu
Insurance: Mathematics and Economics
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
Publication date: Available online 15 February 2023Source: Insurance: Mathematics and EconomicsAuthor(s): Duy Phat Nguyen, Konstantin Borovkov