ISSN 0346-1238 (Print); ISSN 1651-2030 (Online)
Publisher: Taylor and Francis Ltd
Computing the finite-time expected discounted penalty function for a family of Lévy risk processes pp. 1-31(31) Authors: Kuznetsov, Alexey; Morales, Manuel
An axiomatic approach to the valuation of cash flows pp. 32-40(9) Author: Armerin, Fredrik
Quantifying mortality risk in small defined-benefit pension schemes pp. 41-57(17) Author: Donnelly, Catherine
Modelling and predicting customer churn from an insurance company pp. 58-71(14) Authors: Günther, Clara-Cecilie; Tvete, Ingunn Fride; Aas, Kjersti; Sandnes, Geir Inge; Borgan, Ørnulf
Optimal reinsurance under general law-invariant risk measures pp. 72-91(20) Authors: Cheung, K.C.; Sung, K.C.J.; Yam, S.C.P.; Yung, S.P.