Shot-noise driven multivariate default models Matthias SchererLudwig SchmidThorsten Schmidt Original Research Paper 23 November 2012 Pages: 161 - 186
Poisson regression and Zero-inflated Poisson regression: application to private health insurance data Younès MouatassimEl Hadj Ezzahid Original Research Paper 17 October 2012 Pages: 187 - 204
Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance Frédéric PlanchetQuentin GuibertMarc Juillard Original Research Paper 04 July 2012 Pages: 205 - 226
Modeling accounting year dependence in runoff triangles Robert SalzmannMario V. Wüthrich Original Research Paper 06 September 2012 Pages: 227 - 242
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality Patrice GaillardetzHuan Yi LiAnne MacKay Original Research Paper 28 November 2012 Pages: 243 - 258
The Omega model: from bankruptcy to occupation times in the red Hans U. GerberElias S. W. ShiuHailiang Yang Original Research Paper Open access 31 July 2012 Pages: 259 - 272
Bivariate compound renewal sums with discounted claims Ghislain Léveillé Original Research Paper 21 August 2012 Pages: 273 - 288
Lévy systems and the time value of ruin for Markov additive processes Zied Ben SalahManuel Morales Original Research Paper 11 August 2012 Pages: 289 - 317
Remarks on quantiles and distortion risk measures Jan DhaeneAlexander KukushQihe Tang Original Research Paper 23 November 2012 Pages: 319 - 328