2023
| Authors | Publication |
|---|---|
| Arrue, J., Arellano-Valle, RB., Calderin-Ojeda, E., Venegas, O., Gomez, HW. | Likelihood Based Inference and Bias Reduction in the Modified Skew-t-Normal Distribution Mathematics, Vol. 11, Issue 15 https://dx.doi.org/10.3390/math11153287 |
| Avanzi, B., Chen, P., Henriksen, LFB., Wong, B. | On the surplus management of funds with assets and liabilities in presence of solvency requirements Scandinavian Actuarial Journal, Vol. 2023, Issue 5 https://dx.doi.org/10.1080/03461238.2022.2116725 |
| Avanzi, B., Falden, DK., Steffensen, M. | Stable dividends under linear-quadratic optimisation Quantitative Finance, Vol. 23, Issue 9, pp. 1199-1215 https://dx.doi.org/10.1080/14697688.2023.2227661 |
| Boudreault, M., Clacher, I., Li, JS-H., Pigott, C., Zhou, R. | A changing climate for actuarial science Annals of Actuarial Science, Vol. 17, Issue 3, pp. 415-419 https://dx.doi.org/10.1017/S1748499523000222 |
| Calderin-Ojeda, E., Gomez-Deniz, E., Vazquez-Polo, FJ. | Conditional Tail Expectation and Premium Calculation under Asymmetric Loss Axioms, Vol. 12, Issue 5 https://dx.doi.org/10.3390/axioms12050496 |
| Chen, P., Yao, H., Yang, H., Zhu, D. | Target benefit versus defined contribution scheme: A multi-period framework ASTIN Bulletin, Vol. 53, Issue 3 https://dx.doi.org/10.1017/asb.2023.27 |
| Chen, Y., Liu, P., Tan, KS., Wang, R. | Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence Statistica Sinica, Vol. 33, Issue 2, pp. 851-872 https://dx.doi.org/10.5705/ss.202021.0071 |
| Gracianti, G., Zhou, R., Li, JS-H., Wu, X. | An assessment of model risk in pricing wind derivatives Annals of Actuarial Science, Vol. 17, Issue 3, pp. 479-502 https://dx.doi.org/10.1017/S1748499523000192 |
| Khemka, G., Pitt, D., Zhang, J. | On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies North American Actuarial Journal, Vol. 27, Issue 1, pp. 185-205 https://dx.doi.org/10.1080/10920277.2022.2069124 |
| Li, H., Liu, H., Tang, Q., Yuan, Z. | Pricing extreme mortality risk in the wake of the COVID-19 pandemic Insurance Mathematics and Economics, Vol. 108, pp. 84-106 https://dx.doi.org/10.1016/j.insmatheco.2022.11.002 |
| Li, H., Zhou, R., Ji, M. | Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing Risks, Vol. 11, Issue 12 https://dx.doi.org/10.3390/risks11120207 |
| Osatakul, D., Li, S., Wu, X. | Discrete-time risk models with surplus-dependent premium corrections Applied Mathematics and Computation, Vol. 437 https://dx.doi.org/10.1016/j.amc.2022.127495 |
| Qiu, M., Jin, Z., Li, S. | Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach Insurance Mathematics and Economics, Vol. 113, pp. 1-23 https://dx.doi.org/10.1016/j.insmatheco.2023.07.002 |
| Zhang, A., Li, S., Wang, W. | A scale function based approach for solving integral-differential equations in insurance risk models Applied Mathematics and Computation, Vol. 450 https://dx.doi.org/10.1016/j.amc.2023.127965 |
| Zhang, J., Chen, P., Jin, Z., Li, S. | A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility Probability in the Engineering and Informational Sciences, Vol. 37, Issue 2, pp. 491-517 https://dx.doi.org/10.1017/S0269964822000353 |
| Zhang, J., Trück, S., Truong, C., Pitt, D. | Time trends in losses from major tornadoes in the United States Weather and Climate Extremes, Vol. 41 https://dx.doi.org/10.1016/j.wace.2023.100579 |
| Zhang, P., Calderin-Ojeda, E., Li, S., Wu, X. | Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture North American Actuarial Journal, Vol. 27, Issue 3, pp. 560-578 https://dx.doi.org/10.1080/10920277.2022.2112233 |
| Zhang, P., Wu, X. | Multivariate Poisson model adjusting for unidirectional covariate misrepresentation Statistics and Probability Letters, Vol. 197 https://dx.doi.org/10.1016/j.spl.2023.109837 |