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Life expectancy and lifespan disparity forecasting: a long short-term memory approach
Taylor & Francis Verlag | 2021| -
Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Taylor & Francis Verlag | 2022| -
Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
Taylor & Francis Verlag | 2020| -
Bonus-Malus premiums under the dependent frequency-severity modeling
Taylor & Francis Verlag | 2020| -
Ordering properties of the smallest and largest claim amounts in a general scale model
Taylor & Francis Verlag | 2017| -
Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure
Taylor & Francis Verlag | 2018| -
Estimating the Gerber–Shiu function by Fourier–Sinc series expansion
Taylor & Francis Verlag | 2017| -
Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
Taylor & Francis Verlag | 2016| -
Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option
Taylor & Francis Verlag | 2020| -
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
Taylor & Francis Verlag | 2017| -
Nonparametric estimation of the finite time ruin probability in the classical risk model
Taylor & Francis Verlag | 2017| -
Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Taylor & Francis Verlag | 2021| -
Optimal dynamic reinsurance with dependent risks: variance premium principle
Taylor & Francis Verlag | 2016| -
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Taylor & Francis Verlag | 2021| -
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
Taylor & Francis Verlag | 2013| -
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Taylor & Francis Verlag | 2019|
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