Online First Articles

ISSN: 2190-9733 (Print) 2190-9741 (Online)

Articles not assigned to an issue (11 articles)

  1. No Access

    Original Research Paper

    Capturing parameter risk with convex risk measures

    Karl F. Bannör, Matthias Scherer
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    Original Research Paper

    Foreign-currency interest-rate swaps in asset–liability management for insurers

    Jonas Alm, Filip Lindskog
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    Original Research Paper

    Optimal risk transfers in insurance groups

    Alexandru V. Asimit, Alexandru M. Badescu, Andreas Tsanakas
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    Original Research Paper

    The optimal asset and liability portfolio for a financial institution with multiple lines of businesses

    Yaniv Zaks
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    On the analysis of a class of loss models incorporating time dependence

    Ling Guo, David Landriault, Gordon E. Willmot
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    Original Research Paper

    Quadratic hedging: an actuarial view extended to solvency control

    Ragnar Norberg
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    Original Research Paper

    Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

    Michel Denuit, Steven Haberman, Arthur E. Renshaw
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    Original Research Paper

    The finite-time ruin probability under the compound binomial risk model

    Shuanming Li, Kristina P. Sendova
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    Original Research Paper

    Equalization reserves for natural catastrophes and shareholder value: a simulation study

    Michel M. Dacorogna, Hansjörg Albrecher, Michael Moller…
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    A Joint Stock and Bond Market based on the Hyperbolic Gaussian Model

    Nicole Bäuerle, Robin Pfeiffer
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    Original Research Paper

    Solvency requirement for long term guarantee: risk measure versus probability of ruin

    Pierre Devolder
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