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Insurance: Mathematics & Economics

Elsevier

AJG 3ABDC A*
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Hedging universal life insurance policies
Emmanuel Hamel et al.
20260 citations
Efficient pricing and Greeks estimation for variable annuities under a multivariate OUSV model
Shaoying Chen et al.
20260 citations
Asymptotically unbiased estimation of the extreme value index under random censoring
Martin Bladt et al.
20260 citations
Exploring Health Improvement Incentives through Wellness-Linked Products
An Chen & Stefan Schelling
20260 citations
Subgame perfect Nash equilibria in large reinsurance markets
Maria Andraos et al.
20260 citations
The joint model of default and prepayment for a mortgage loan and its application in mortgage insurance
Lan Bu et al.
20260 citations
Counter-monotonic risk sharing with heterogeneous distortion risk measures
Mario Ghossoub et al.
20260 citations
Optimal annuitization and asset allocation with fixed transaction costs
Junyi Guo et al.
20260 citations
Probabilistic loss reserving prediction via denoising diffusion model
Shiying Gao et al.
20260 citations
Satisficing Pooling Insurance Design
Ka Chun Cheung et al.
20260 citations
On the range of a Lévy risk process with fair valuation of insurance contracts
Mengni Yang et al.
20260 citations
Editorial Board
Unknown
20260 citations
Stochastic optimal control of Lévy tax processes with bailouts
Dalal Al Ghanim et al.
20260 citations
Rethinking the annuity puzzle: The role of loss aversion and money-back guarantees
Sebastian Hallstein et al.
20260 citations
Scanning the horizon: integrating expert knowledge into the calibration of stochastic mortality models
Richard G.A. Faragher et al.
20260 citations
The demand for insurance with ambiguous recovery rate
Yichun Chi et al.
20260 citations
The future of mortality – mortality forecasting by extrapolation of deaths curve evolution patterns
Matthias Börger et al.
20260 citations
ADM's APPLE: The Accelerated Deaths Model with an Application to the Covid-19 Pandemic
Andrew Cairns & David Blake
20260 citations
Distributional Refinement Network: Distributional Forecasting via Deep Learning
Benjamin Avanzi et al.
20260 citations
Optimal ratcheting of dividends with irreversible reinsurance
Tim J. Boonen & Engel John C. Dela Vega
20260 citations

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