Insurance: Mathematics and Economics
Nonparametric density estimation and risk quantification from tabulated sample moments
Publication date: Available online 22 December 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Philippe Lambert
Insurance: Mathematics and Economics
The Gerber-Shiu discounted penalty function: A review from practical perspectives
Publication date: Available online 21 December 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Yue He, Reiichiro Kawai, Yasutaka Shimizu, Kazutoshi Yamazaki
Insurance: Mathematics and Economics
A new stochastic dominance criterion for dependent random variables with applications
Publication date: Available online 9 December 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Félix Belzunce, Carolina Martínez-Riquelme
Insurance: Mathematics and Economics
Inf-convolution and Optimal Allocations for Mixed-VaRs
Publication date: Available online 9 December 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Zichao Xia, Zhenfeng Zou, Taizhong Hu
Insurance: Mathematics and Economics
Optimal Investment and Consumption Strategies for Pooled Annuity with Partial Information
Publication date: Available online 5 December 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Lin Xie, Lv Chen, Linyi Qian, Danping Li, Zhixin Yang
Insurance: Mathematics and Economics
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Publication date: Available online 23 November 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Mátyás Barczy, Fanni K. Nedényi, László Sütő
Insurance: Mathematics and Economics
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Publication date: Available online 17 November 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Michel Denuit, Christian Y. Robert
Insurance: Mathematics and Economics
Editorial Board
Publication date: November 2022Source: Insurance: Mathematics and Economics, Volume 107Author(s):
Insurance: Mathematics and Economics
Pricing Extreme Mortality Risk in the Wake of the COVID-19 Pandemic
Publication date: Available online 17 November 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Han Li, Haibo Liu, Qihe Tang, Zhongyi Yuan
Insurance: Mathematics and Economics
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Publication date: Available online 15 November 2022Source: Insurance: Mathematics and EconomicsAuthor(s): Zheng Chen, Zhongfei Li, Yan Zeng