Assessing critical illness trends: the facts behind the stats Adele GroyerInga Kreiensiek Original Research Paper 06 July 2011 Pages: 61 - 84
Building blocks for a mortality index: an international context Tiziana Torri Original Research Paper 01 July 2011 Pages: 127 - 141
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and Enterprise Risk Management Matthieu ChauvignyLaurent DevineauVéronique Maume-Deschamps Original Research Paper 29 June 2011 Pages: 131 - 157
A user-friendly approach to stochastic mortality modelling Helena AroTeemu Pennanen Original Research Paper 28 June 2011 Pages: 151 - 167
Risk classification in life insurance: methodology and case study Susanne GschlösslPascal SchoenmaekersMichel Denuit Original Research Paper 21 June 2011 Pages: 23 - 41
Cash-flow based valuation of pension liabilities Petri HilliMatti KoivuTeemu Pennanen Original Research Paper 18 June 2011 Pages: 329 - 343
Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs Natalie ScheerHanspeter Schmidli Original Research Paper 18 June 2011 Pages: 57 - 92
Economic values of contribution cashflows for a sponsoring employer of a DB pension plan and measures to bring the economic costs under control within an affordable range Shimizu Nobuhiro Original Research Paper 15 June 2011 Pages: 411 - 431
Select birth cohorts Richard MacMinnFrederik Weber Original Research Paper 15 June 2011 Pages: 395 - 409
Optimal construction of a fund of funds Petri HilliMatti KoivuTeemu Pennanen Original Research Paper 15 June 2011 Pages: 345 - 359
Risk–reward optimisation for long-run investors: an empirical analysis Manfred GilliEnrico Schumann Original Research Paper 15 June 2011 Pages: 303 - 327
Optimisation of limit systems for investment risks in accordance with Solvency II Alexander DotterweichStefan Köstner Original Research Paper 15 June 2011 Pages: 283 - 302
Mean–variance efficient strategies in proportional reinsurance under group correlation in a gaussian framework Flavio PressaccoPaolo SerafiniLaura Ziani Original Research Paper 11 June 2011 Pages: 433 - 454
On the pricing of inflation-indexed caps Susanne Kruse Original Research Paper 10 June 2011 Pages: 379 - 393
An integrated Cost of Risk model and its application to company valuation Alexander Baier Original Research Paper 10 June 2011 Pages: 169 - 184
Asset allocation for a DC pension fund under regime switching environment Ralf KornTak Kuen SiuAihua Zhang Original Research Paper 09 June 2011 Pages: 361 - 377
Stochastic mortality: experience-based modeling and application issues consistent with Solvency 2 Annamaria Olivieri Original Research Paper 09 June 2011 Pages: 101 - 125
Comparison of market models for measuring and hedging synthetic CDO tranche spread risks Jack Jie DingMichael Sherris Original Research Paper 08 June 2011 Pages: 261 - 281
Fairness versus efficiency of pension schemes Esben Masotti Kryger Original Research Paper 08 June 2011 Pages: 85 - 100
Solvency requirements for Swiss pension funds and how to ensure the guarantee of benefit payments at any time Ljudmila BertschiJulien RouecheNathalie Munaretto Original Research Paper 08 June 2011 Pages: 185 - 197
Making use of netting effects when composing life insurance contracts Marcus C. Christiansen Original Research Article 08 June 2011 Pages: 47 - 60
Dynamic Asset Liability Management A Method for Optimising Investment Strategy Aldo BalestreriJeremy KentEd Morgan Original Research Paper 07 June 2011 Pages: 29 - 46
The optimal dividend barrier in the Gamma–Omega model Hansjörg AlbrecherHans U. GerberElias S. W. Shiu Original Research Paper 26 May 2011 Pages: 43 - 55
Multiperiod insurance supervision: top-down models Karl-Theodor EiselePhilippe Artzner Original Research Paper 24 May 2011 Pages: 107 - 130
An academic view on the illiquidity premium and market-consistent valuation in insurance Mario V. Wüthrich Original Research Paper 20 May 2011 Pages: 93 - 105
Ruin probabilities for a regenerative Poisson gap generated risk process Søren AsmussenRomain Biard Original Research Paper 20 May 2011 Pages: 3 - 22
