Ruin probabilities for a regenerative Poisson gap generated risk process Søren AsmussenRomain Biard Original Research Paper 20 May 2011 Pages: 3 - 22
Risk classification in life insurance: methodology and case study Susanne GschlösslPascal SchoenmaekersMichel Denuit Original Research Paper 21 June 2011 Pages: 23 - 41
The optimal dividend barrier in the Gamma–Omega model Hansjörg AlbrecherHans U. GerberElias S. W. Shiu Original Research Paper 26 May 2011 Pages: 43 - 55
Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs Natalie ScheerHanspeter Schmidli Original Research Paper 18 June 2011 Pages: 57 - 92
An academic view on the illiquidity premium and market-consistent valuation in insurance Mario V. Wüthrich Original Research Paper 20 May 2011 Pages: 93 - 105
Multiperiod insurance supervision: top-down models Karl-Theodor EiselePhilippe Artzner Original Research Paper 24 May 2011 Pages: 107 - 130
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and Enterprise Risk Management Matthieu ChauvignyLaurent DevineauVéronique Maume-Deschamps Original Research Paper 29 June 2011 Pages: 131 - 157
