Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Michel Denuit, Christian Y. Robert
Multiple per-claim reinsurance based on maximizing the Lundberg exponent
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Hui Meng, Li Wei, Ming Zhou
Optimal retirement savings over the life cycle: A deterministic analysis in closed form
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Marcel Fischer, Bjarne Astrup Jensen, Marlene Koch
Optimal insurance design under mean-variance preference with narrow framing
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Xiaoqing Liang, Wenjun Jiang, Yiying Zhang
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Xiaoqing Liang, Virginia R. Young
A note on portfolios of averages of lognormal variables
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Phelim Boyle, Ruihong Jiang
Corrigendum and addendum to “Range Value-at-Risk bounds for unimodal distributions under partial information” [Insurance: Math. Econ. 94 (2020) 9–24]
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Carole Bernard, Rodrigue Kazzi, Steven Vanduffel
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Meng Yuan, Dawei Lu
Valuation of general GMWB annuities in a low interest rate environment
Publication date: September 2023
Source: Insurance: Mathematics and Economics, Volume 112
Author(s): Claudio Fontana, Francesco Rotondi
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Publication date: Available online 14 September 2023
Source: Insurance: Mathematics and Economics
Author(s): Ruihong Jiang, David Saunders, Chengguo Weng