Scandinavian Actuarial Journal

Optimal proportional reinsurance with a loss-dependent premium principle

Optimal investment and risk control for an insurer with partial information in an anticipating environment

A note on optimal expected utility of dividend payments with proportional reinsurance

Conditional risk measures in a bipartite market structure

Lifetime asset allocation with idiosyncratic and systematic mortality risks

On additivity of tail comonotonic risks

Mathematical foundation of the replicating portfolio approach

Dirichlet process mixture models for insurance loss data

A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time

Focussed selection of the claim severity distribution