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EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS
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- 12 August 2016, pp. 1-41
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COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY
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- 03 April 2017, pp. 361-389
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A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
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- 29 August 2017, pp. 631-679
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RISK SHARING WITH EXPECTED AND DUAL UTILITIES
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- 11 May 2017, pp. 391-415
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A BAYESIAN JOINT MODEL FOR POPULATION AND PORTFOLIO-SPECIFIC MORTALITY
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- 18 July 2017, pp. 681-713
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LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS
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- 21 November 2016, pp. 43-77
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MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE
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- 21 March 2017, pp. 417-435
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TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL
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- 29 August 2017, pp. 715-735
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THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK
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- 09 November 2016, pp. 79-151
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TERRITORIAL RISK CLASSIFICATION USING SPATIALLY DEPENDENT FREQUENCY-SEVERITY MODELS
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- 11 May 2017, pp. 437-465
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MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS
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- 21 December 2016, pp. 153-167
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PROBABILITY OF SUFFICIENCY OF SOLVENCY II RESERVE RISK MARGINS: PRACTICAL APPROXIMATIONS
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- 15 June 2017, pp. 737-785
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A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
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- 18 January 2017, pp. 467-499
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AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL
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- 30 May 2017, pp. 787-801
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APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION
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- 19 September 2016, pp. 169-198
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LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION
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- 15 June 2017, pp. 803-836
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REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
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- 03 October 2016, pp. 199-238
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RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS
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- 11 May 2017, pp. 501-525
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OPTIMAL FINANCING AND DIVIDEND DISTRIBUTION WITH TRANSACTION COSTS IN THE CASE OF RESTRICTED DIVIDEND RATES
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- 05 October 2016, pp. 239-268
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BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE
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- 20 April 2017, pp. 837-874
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