Equalization reserves for natural catastrophes and shareholder value: a simulation study Michel M. DacorognaHansjörg AlbrecherSuzane Sahiti Original Research Paper 05 March 2013 Pages: 1 - 21
Pricing reverse mortgages in Spain A. DebónF. MontesR. Sala Original Research Paper 04 June 2013 Pages: 23 - 43
Quadratic hedging: an actuarial view extended to solvency control Ragnar Norberg Original Research Paper 04 April 2013 Pages: 45 - 68
The optimal asset and liability portfolio for a financial institution with multiple lines of businesses Yaniv Zaks Original Research Paper 11 April 2013 Pages: 69 - 95
Capturing parameter risk with convex risk measures Karl F. BannörMatthias Scherer Original Research Paper 08 May 2013 Pages: 97 - 132
Foreign-currency interest-rate swaps in asset–liability management for insurers Jonas AlmFilip Lindskog Original Research Paper 03 May 2013 Pages: 133 - 158
Optimal risk transfers in insurance groups Alexandru V. AsimitAlexandru M. BadescuAndreas Tsanakas Original Research Paper 03 May 2013 Pages: 159 - 190
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality Michel DenuitSteven HabermanArthur E. Renshaw Original Research Paper 05 March 2013 Pages: 191 - 201
Return distributions of equity-linked retirement plans under jump and interest rate risk Nils DeteringAndreas WeberUwe Wystup Original Research Paper 04 June 2013 Pages: 203 - 228
A Joint Stock and Bond Market based on the Hyperbolic Gaussian Model Nicole BäuerleRobin Pfeiffer Original Research Paper 18 January 2013 Pages: 229 - 248
The finite-time ruin probability under the compound binomial risk model Shuanming LiKristina P. Sendova Original Research Paper 05 March 2013 Pages: 249 - 271
On the analysis of a class of loss models incorporating time dependence Ling GuoDavid LandriaultGordon E. Willmot Original Research Paper 10 April 2013 Pages: 273 - 294
