Insurance Mathematics and Economics
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4829

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Published By Elsevier

0167-6687

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Editorial Board

Insurance Mathematics and Economics ◽

10.1016/s0167-6687(22)00005-1 ◽

2022 ◽

Vol 102 ◽

pp. ii

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Risk aggregation and capital allocation using a new generalized Archimedean copula

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.11.007 ◽

2022 ◽

Vol 102 ◽

pp. 75-90

Author(s):

Fouad Marri ◽

Khouzeima Moutanabbir

Keyword(s):

Capital Allocation ◽

Archimedean Copula ◽

Risk Aggregation

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Multi-population Mortality Modeling: When the Data is Too Much and Not Enough

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.12.005 ◽

2022 ◽

Author(s):

Ko-Lun Kung ◽

Richard D. MacMinn ◽

Weiyu Kuo ◽

Chenghsien Jason Tsai

Keyword(s):

Population Mortality

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Risk measures induced by efficient insurance contracts

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2022.01.003 ◽

2022 ◽

Author(s):

Qiuqi Wang ◽

Ruodu Wang ◽

Ričardas Zitikis

Keyword(s):

Risk Measures ◽

Insurance Contracts

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On non-negative equity guarantee calculations with macroeconomic variables related to house prices

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2022.01.001 ◽

2022 ◽

Author(s):

Alexandru Badescu ◽

Enoch Quaye ◽

Radu Tunaru

Keyword(s):

House Prices ◽

Macroeconomic Variables

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Portfolio Risk Analysis of Excess of Loss Reinsurance

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.11.004 ◽

2021 ◽

Author(s):

Qihe Tang ◽

Zhiwei Tong ◽

Li Xun

Keyword(s):

Risk Analysis ◽

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Valuing guaranteed minimum accumulation benefits by a change of numéraire approach

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.11.002 ◽

2021 ◽

Author(s):

Yiming Huang ◽

Rogemar Mamon ◽

Heng Xiong

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Asymptotic results on marginal expected shortfalls for dependent risks

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.12.003 ◽

2021 ◽

Author(s):

Jinzhu Li

Keyword(s):

Asymptotic Results ◽

Dependent Risks

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Risk transference constraints in optimal reinsurance

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.12.004 ◽

2021 ◽

Author(s):

Alejandro Balbás ◽

Beatriz Balbás ◽

Raquel Balbás ◽

Antonio Heras

Keyword(s):

Optimal Reinsurance

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Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2021.12.001 ◽

2021 ◽

Author(s):

Raluca Vernic ◽

Catalina Bolancé ◽

Ramon Alemany

Keyword(s):

Insurance Claims

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