Insurance: Mathematics and Economics
1982 - 2025
Current editor(s): R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 90, issue C, 2020
- The equivalence of two tax processes pp. 1-6

- Dalal Al Ghanim, Ronnie Loeffen and Alexander R. Watson
- Unhedgeable inflation risk within pension schemes pp. 7-24

- D.H.J. Chen, Roel Beetsma and Sweder van Wijnbergen
- Approximating the time-weighted return: The case of flows at unknown time pp. 25-34

- Marco Guzzetti
- On the Type I multivariate zero-truncated hurdle model with applications in health insurance pp. 35-45

- Pengcheng Zhang, Enrique Calderin, Shuanming Li and Xueyuan Wu
- The diffusion of complex securities: The case of CAT bonds pp. 46-57

- Jose Faias and José Guedes
- Livestock mortality catastrophe insurance using fatal shock process pp. 58-65

- Jeffrey Pai and Nalini Ravishanker
- Convex risk functionals: Representation and applications pp. 66-79

- Fangda Liu, Jun Cai, Christiane Lemieux and Ruodu Wang
- Pitfalls and merits of cointegration-based mortality models pp. 80-93

- Søren F. Jarner and Snorre Jallbjørn
- Optimal allocation to Deferred Income Annuities pp. 94-104

- F. Habib, H. Huang, A. Mauskopf, B. Nikolic and T.S. Salisbury
- Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility pp. 105-119

- Tingjin Yan and Hoi Ying Wong
- On log-normal convolutions: An analytical–numerical method with applications to economic capital determination pp. 120-134

- Edward Furman, Daniel Hackmann and Alexey Kuznetsov
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model pp. 135-150

- Chen Yang, Kristina P. Sendova and Zhong Li
- Duration of long-term care: Socio-economic factors, type of care interactions and evolution pp. 151-168

- Michel Fuino and Joël Wagner
Volume 89, issue C, 2019
- Rank-based inference tools for copula regression, with property and casualty insurance applications pp. 1-15

- Marie-Pier Côté, Christian Genest and Marek Omelka
- How can a cause-of-death reduction be compensated for by the population heterogeneity? A dynamic approach pp. 16-37

- Sarah Kaakaï, Héloïse Labit Hardy, Séverine Arnold and Nicole El Karoui
- On the distribution of classic and some exotic ruin times pp. 38-45

- David Landriault, Bin Li, Tianxiang Shi and Di Xu
- Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan pp. 46-62

- Suxin Wang and Yi Lu
- Robust optimal reinsurance and investment strategies for an AAI with multiple risks pp. 63-78

- Guohui Guan and Zongxia Liang
- Budget-constrained optimal insurance with belief heterogeneity pp. 79-91

- Mario Ghossoub
- Nonparametric inference for distortion risk measures on tail regions pp. 92-110

- Yanxi Hou and Xing Wang
- A class of mixture of experts models for general insurance: Theoretical developments pp. 111-127

- Tsz Chai Fung, Andrei L. Badescu and X. Sheldon Lin
- Model selection based on Lorenz and concentration curves, Gini indices and convex order pp. 128-139

- Michel Denuit, Dominik Sznajder and Julien Trufin
- Explicit moments for a class of micro-models in non-life insurance pp. 140-156

- Felix Wahl
- Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks pp. 157-170

- Jingyun Sun, Haixiang Yao and Zhilin Kang
- Pricing industry loss warranties in a Lévy–Frailty framework pp. 171-181

- Simone Beer, Alexander Braun and Andrin Marugg
- Options on tontines: An innovative way of combining tontines and annuities pp. 182-192

- An Chen and Manuel Rach
- Stochastic utilities with subsistence and satiation: Optimal life insurance purchase, consumption and investment pp. 193-212

- Jinchun Ye
Volume 88, issue C, 2019
- How do changes in risk and risk aversion affect self-protection with Selden/Kreps–Porteus preferences? pp. 1-6

- Jianli Wang, Hongxia Wang and Ho Yin Yick
- Stochastic differential reinsurance games with capital injections pp. 7-18

- Nan Zhang, Zhuo Jin, Linyi Qian and Kun Fan
- Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency pp. 19-29

- Karim Barigou, Ze Chen and Jan Dhaene
- Optimal XL-insurance under Wasserstein-type ambiguity pp. 30-43

- Corina Birghila and Georg Ch. Pflug
- Optimal consumption and investment with insurer default risk pp. 44-56

- Bong-Gyu Jang, Hyeng Keun Koo and Seyoung Park
- Continuous time model for notional defined contribution pension schemes: Liquidity and solvency pp. 57-76

- Jennifer Alonso-García and Pierre Devolder
- Severity modeling of extreme insurance claims for tariffication pp. 77-92

- Christian Laudagé, Sascha Desmettre and Jörg Wenzel
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences pp. 93-107

- Wing Fung Chong
- Evaluation of driving risk at different speeds pp. 108-119

- Guangyuan Gao, Mario V. Wüthrich and Hanfang Yang
- Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework pp. 120-137

- Lv Chen and Yang Shen
- Incorporating big microdata in life table construction: A hypothesis-free estimator pp. 138-150

- Josep Lledó, Jose M. Pavía and Francisco G. Morillas-Jurado
- Stochastic ordering of Gini indexes for multivariate elliptical risks pp. 151-158

- Bara Kim and Jeongsim Kim
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion pp. 159-180

- Hui Zhao, Yang Shen, Yan Zeng and Wenjun Zhang
- A continuous-time stochastic model for the mortality surface of multiple populations pp. 181-195

- Petar Jevtić and Luca Regis
- Fair valuation of insurance liability cash-flow streams in continuous time: Theory pp. 196-208

- Łukasz Delong, Jan Dhaene and Karim Barigou
- On the existence of a representative reinsurer under heterogeneous beliefs pp. 209-225

- Tim J. Boonen and Mario Ghossoub
- The long-term behavior of number of near-maximum insurance claims pp. 226-237

- Anna Dembińska and Aneta Buraczyńska
- Valuation of contingent convertible catastrophe bonds — The case for equity conversion pp. 238-254

- Krzysztof Burnecki, Mario Nicoló Giuricich and Zbigniew Palmowski
- Forecasting mortality rate improvements with a high-dimensional VAR pp. 255-272

- Quentin Guibert, Olivier Lopez and Pierrick Piette
- Ruin probabilities under capital constraints pp. 273-282

- Lewis Ramsden and Apostolos D. Papaioannou
Volume 87, issue C, 2019
- A censored copula model for micro-level claim reserving pp. 1-14

- Olivier Lopez
- Optimal proportional reinsurance and investment for stochastic factor models pp. 15-33

- M. Brachetta and C. Ceci
- The collective reserving model pp. 34-50

- Felix Wahl, Mathias Lindholm and Richard Verrall
- Optimal insurance under rank-dependent expected utility pp. 51-66

- Mario Ghossoub
- Optimal robust insurance with a finite uncertainty set pp. 67-81

- Alexandru V. Asimit, Junlei Hu and Yuantao Xie
- Optimal reinsurance for Gerber–Shiu functions in the Cramér–Lundberg model pp. 82-91

- M. Preischl and S. Thonhauser
- Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market pp. 92-100

- Søren Asmussen, Bent Jesper Christensen and Julie Thøgersen
- Robust estimation of the Pickands dependence function under random right censoring pp. 101-114

- Yuri Goegebeur, Armelle Guillou and Jing Qin
- A dependent frequency–severity approach to modeling longitudinal insurance claims pp. 115-129

- Gee Y. Lee and Peng Shi
- Option pricing under regime-switching models: Novel approaches removing path-dependence pp. 130-142

- Frédéric Godin, Van Son Lai and Denis-Alexandre Trottier
- Optimal reinsurance to minimize the discounted probability of ruin under ambiguity pp. 143-152

- Danping Li and Virginia R. Young
- Collective risk models with dependence pp. 153-168

- Hélène Cossette, Etienne Marceau and Itre Mtalai
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