If we can simulate it, we can insure it: An application to longevity risk management Fulltext Access 11 Pages 2013
Optimal decision on dynamic insurance price and investment portfolio of an insurer Fulltext Access 11 Pages 2013
Individual post-retirement longevity risk management under systematic mortality risk Fulltext Access 11 Pages 2013
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model Fulltext Access 11 Pages 2013
Assessment and visualization of threshold exceedance probabilities in complex space-time settings: A case study of air quality in Northern Italy Fulltext Access 12 Pages 2013
A systematic study on the accuracy of chemical quantitative analysis using soft modeling methods Fulltext Access 12 Pages 2013
Best portfolio insurance for long-term investment strategies in realistic conditions Fulltext Access 12 Pages 2013
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions Fulltext Access 12 Pages 2013
Prediction of sea surface temperature in the tropical Atlantic by support vector machines Fulltext Access 12 Pages 2013
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times Fulltext Access 12 Pages 2013
Joint hierarchical generalized linear models with multivariate Gaussian random effects Fulltext Access 12 Pages 2013
Pricing and hedging in a single period market with random interval valued assets Fulltext Access 12 Pages 2013
Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model Fulltext Access 12 Pages 2013
Optimal treatment allocation and study duration for trials with discrete-time survival endpoints Fulltext Access 12 Pages 2013
Parameter estimation for growth interaction processes using spatio-temporal information Fulltext Access 12 Pages 2013
Finite time ruin probabilities for tempered stable insurance risk processes Fulltext Access 12 Pages 2013
Continuous-time mean-variance asset-liability management with endogenous liabilities Fulltext Access 12 Pages 2013
Testing the significance of index parameters in varying-coefficient single-index models Fulltext Access 12 Pages 2013
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Fulltext Access 12 Pages 2013
Limited information estimation in binary factor analysis: A review and extension Fulltext Access 12 Pages 2013
Estimation in threshold autoregressive models with a stationary and a unit root regime Fulltext Access 13 Pages 2013
The socioeconomic origins of physical functioning among older U.S. adults Fulltext Access 13 Pages 2013
Association estimation for clustered failure time data with a cure fraction Fulltext Access 13 Pages 2013
Mean field variational Bayesian inference for nonparametric regression with measurement error Fulltext Access 13 Pages 2013
A nonparametric measure of local association for two-way contingency tables Fulltext Access 13 Pages 2013
Civic involvement across the life course: Moving beyond age-based assumptions Fulltext Access 13 Pages 2013
Estimating confidence intervals for the difference in diagnostic accuracy with three ordinal diagnostic categories without a gold standard Fulltext Access 13 Pages 2013
Improved tests of independence in singly-ordered two-way contingency tables Fulltext Access 13 Pages 2013
A hierarchical Bayesian approach for the analysis of longitudinal count data with overdispersion: A simulation study Fulltext Access 13 Pages 2013
Statistical inference and visualization in scale-space using local likelihood Fulltext Access 13 Pages 2013
A closed form type reduction method for piecewise linear interval type-2 fuzzy sets Fulltext Access 13 Pages 2013
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis Fulltext Access 13 Pages 2013
The value of interest rate guarantees in participating life insurance contracts: Status quo and alternative product design Fulltext Access 13 Pages 2013
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers Fulltext Access 13 Pages 2013
An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments Fulltext Access 13 Pages 2013
Pricing and securitization of multi-country longevity risk with mortality dependence Fulltext Access 13 Pages 2013
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration Fulltext Access 13 Pages 2013
Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory Fulltext Access 13 Pages 2013
Market Value Margin calculations under the Cost of Capital approach within a Bayesian chain ladder framework Fulltext Access 14 Pages 2013
Sparse moving maxima models for tail dependence in multivariate financial time series Fulltext Access 14 Pages 2013
Dependent competing risks: Cause elimination and its impact on survival Fulltext Access 14 Pages 2013
An extended variable inclusion and shrinkage algorithm for correlated variables Fulltext Access 14 Pages 2013
Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods Fulltext Access 14 Pages 2013
A reformulation of the aggregate association index using the odds ratio Fulltext Access 14 Pages 2013
Control variates and conditional Monte Carlo for basket and Asian options Fulltext Access 14 Pages 2013
Analysis of space-time relational data with application to legislative voting Fulltext Access 14 Pages 2013
Expected value multiobjective portfolio rebalancing model with fuzzy parameters Fulltext Access 14 Pages 2013
Pricing inflation products with stochastic volatility and stochastic interest rates Fulltext Access 14 Pages 2013
Pathways into living alone in mid-life: Diversity and policy implications Fulltext Access 14 Pages 2013
Multivariate zero-inflated modeling with latent predictors: Modeling feedback behavior Fulltext Access 14 Pages 2013
Estimation of a nonlinear panel data model with semiparametric individual effects Fulltext Access 14 Pages 2013
Conditional predictive density evaluation in the presence of instabilities Fulltext Access 14 Pages 2013
Predictive regression under various degrees of persistence and robust long-horizon regression Fulltext Access 15 Pages 2013