1. Creating portfolio-specific mortality tables: a case study

   • S. J. Richards
   • K. Kaufhold
   • S. Rosenbusch

   Original Research Paper 08 October 2013 Pages: 295 - 319

   

2. Bivariate lower and upper orthant value-at-risk

   • Hélène Cossette
   • Mélina Mailhot
   • Mhamed Mesfioui

   Original Research Paper 31 October 2013 Pages: 321 - 357

   

3. Optimal investment under transaction costs for an insurer

   • Stefan Thonhauser

   Original Research Paper 15 October 2013 Pages: 359 - 383

   

4. A double-exponential GARCH model for stochastic mortality

   • Celeste M. H. Chai
   • Tak Kuen Siu
   • Xian Zhou

   Original Research Paper 06 November 2013 Pages: 385 - 406

   

5. The Crash-NIG factor model

   • Anna Schlösser
   • Rudi Zagst

   Original Research Paper 11 July 2013 Pages: 407 - 438

   

6. Some remarks on capital allocation by percentile layer

   • Liang Hong

   Original Research Paper 28 August 2013 Pages: 439 - 452

7. Prediction error for credible claims reserves: an h-likelihood approach

   • Patrizia Gigante
   • Liviana Picech
   • Luciano Sigalotti

   Original Research Paper 10 July 2013 Pages: 453 - 470

8. A compound renewal model for medical malpractice insurance

   • Ghislain Léveillé
   • Emmanuel Hamel

   Original Research Paper 15 November 2013 Pages: 471 - 490

   

9. Tree-based methods: an application to disability probabilities

   • Marcus Bauer
   • Ralf Krüger
   • Walter Olbricht

   Original Research Paper 23 October 2013 Pages: 491 - 513

   

10. Valuing the profit share in participating pure-endowment policies with return of premiums

    • Ana Rita Ramos
    • Onofre Alves Simões

    Original Research Paper 05 November 2013 Pages: 515 - 533

    

11. On the robust stability of pricing models for non-life insurance products

    • Athanasios A. Pantelous
    • Athanasios Papageorgiou

    Original Research Paper 08 October 2013 Pages: 535 - 550