Ai J., Brockett P., Golden L., Pitaktong U.

• How to Set Rates if You Must: An Efficiency-based Methodology for Setting Promulgated Insurance Rates

Apollinaire W.

• Liquidity risk management by the “ALM” approach

Asimit A., Badescu A., Tsanakas A.

• Optimal risk transfers in insurance groups

Azcue P., Muler N.

• Optimal Time for Disinvestment and Acquisition in the Bivariate Compound Poisson model

Bardoutsos A., Konstantinides D.

• Structure of subclasses in the frame of heavy-tailed distributions

Bernard C., Chen J., Vanduffel S.

• Optimal Portfolios under Worst Case Scenarios

Bernard C., Vanduffel S.

• Mean-Variance Optimal Portfolios under State-dependent Preferences

Bohnert A., Gatzert N., Jorgensen P.

• Feedback Mechanisms and Surplus Appropriation Schemes in Participating Life Insurance

Bruhn K., Steffensen M.

• Quadratic Optimization of Smooth Consumption and Optimal Annuity Design

Buchardt K.

• Valuation of Life Insurance Reserves with Dependent Affine Rates

Chen Y., Yuen K.

• Precise Large Deviations of Aggregate Claims in a Time-Dependent Renewal Risk Model

Chorfi I., Remita R.

• Stochastic Incremental Approach For Modelling The Claims Reserves

Di Bernardino E., Laloe T., Prieur C., Maume-Deschamps V.

• Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory

Frostig E.

• A Markov additive risk process with a dividend barrier

Gatzert N., Maegebier A.

• Valuation and Risk Assessment of Disability Insurance using a Discrete Time Non-homogeneous Backward Semi-Markov Reward Process

Grothe O., Korniichuk V., Manner H.

• Modeling Joint Extreme Events Using Multivariate Self-Exciting Jump Processes

Hamm A. M.

• Liquidity - Adjusted Risk Measures

Hatzopoulos P., Habermanb S.

• Common mortality modeling and coherent forecasts

Henriksen B .L. F., Moller T.

• Local risk-minimization with longevity bonds

Ivanovs J.

• Taxation and refection in a Levy risk model

Khokhlov Y., Rumyantseva O.

• Multivariate generalized Cox processes and tail conditional expectations

Kountzakis C.

• Optimization of expected shortfall on convex sets

Landsman Z., Makov U.

• Minimization of the function of a quadratic functional and application to the optimal portfolio selection.

Lefevre C., Picard P.

• On ruin probabilities for risk models with ordered claim arrivals

• The Double-barrier Default of a Time-homogeneous Diffusion Model

Londono J., Sandoval J.

• A new European logistic-type option pricing model.

Markus L.

• CDO Valuation Using Stochastic Correlations in Structural Models

Menkens O., Korn R., Steffensen M.

• Worst-Case-Optimal Dynamic Reinsurance for Large Claims

Mittnik S.

• Solvency II Calibrations: Where Curiosity Meets Spuriosity

Morettin P., Sampaio J.

• Indirect Estimation of R-GARCH Models

Muler N., Azcue P.

• Optimal Time for Acquisitions and Disinvestment for a company in the diffusion model

Niu G., Melenberg B.

• Longevity Risk and Economic Growth

Ozkok E., Streftaris G., Waters H., Wilkie D.

• Estimating & Modelling All-Causes Diagnosis Rates in Critical Illness Insurance: UK Experience

Schulze K.

• Multi-Stock Portfolio Optimization under Prospect Theory

Spreeuw J.

• Archimedean copulas derived from utility functions

Taagholt K.

• Variance optimal stopping problem on geometric Levy processes

Yang Y., Waegenaere A., Melenberg B.

• On the modeling and estimation of health changes in the United States

Zaks Y., Landsman Z.

• Turning an Asset-Liability Management problem into a portfolio selection problem