Paper Review Records
All Paper Review Records
10 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
Bivariate non-monotone dependence modeling with copulas: An application to the volume-return relationship
AuthorsManfred Marvin Marchione; Fabio Baione
AffiliationsIndependent Researcher, Italy; Dipartimento di Scienze Statistiche, “Sapienza” Università di Roma, Italy
On the frequency of deep drawdowns and ranges for Lévy risk processes
AuthorsMohamed Amine Lkabous; Mengni Yang
AffiliationsSchool of Mathematical Sciences, University of Southampton, Highfield, Southampton, SO17 1BJ, UK
Collar stabilization buffers and basis risk in group self-annuitization schemes
AuthorsYawei Wang; Jean-François Bégin; Jonathan Ziveyi
AffiliationsSchool of Risk and Actuarial Studies, UNSW Sydney, Kensington, NSW, Australia; Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, BC, Canada
An empirical study of small populations based on Taiwan's data
AuthorsHsin-Chung Wang; Jack C. Yue
AffiliationsDepartment of Statistical Information and Actuarial Science, Aletheia University, New Taipei City, Taiwan, Republic of China; Department of Statistics, National Chengchi University, Taipei, Taiwan, Republic of China
Robust reinsurance and investment strategy for an insurer with extrapolation intensity preference under the claim-dependent premium principle
AuthorsXue Dong; Ximin Rong; Hui Zhao; Xin Chen; Aitong Huang
AffiliationsCollege of science and engineering, Tianjin University of Finance and Economics, Tianjin, 300222, PR China; School of Mathematics, Tianjin University, Tianjin, 300072, PR China; Center for Applied Mathematics, Tianjin University, Tianjin, 300072, PR China; Nankai-Taikang College of Insurance and Actuarial Science, Nankai University, Tianjin, 300350, China
Optimal cash transfers and microinsurance to reduce social protection costs
AuthorsPablo Azcue; Corina Constantinescu; José Miguel Flores-Contró; Nora Muler
AffiliationsDepartamento de Matemática y Estadística, Universidad Torcuato Di Tella, Ciudad de Buenos Aires, Argentina; Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, Liverpool, United Kingdom; Institute of Statistics, Biostatistics and Actuarial Science (ISBA), Louvain Institute of Data Analysis and Modeling (LIDAM), Catholic University of Louvain, Louvain-la-Neuve, Belgium
Portfolio choice and contract design of participating insurance contracts under mismatch aversion
AuthorsSalaheddine Belhaj; Thai Nguyen
AffiliationsUniversité Laval, Québec (QC), G1V 0A6, Canada
Static marginal expected shortfall: Systemic risk measurement under dependence uncertainty
AuthorsJinghui Chen; Edward Furman; X. Sheldon Lin
AffiliationsLee Kuan Yew School of Public Policy, National University of Singapore, Singapore, Singapore; Department of Mathematics and Statistics, York University, and RISC Foundation, Toronto, Canada; Department of Statistical Sciences, University of Toronto, and RISC Foundation, Toronto, Canada
Continuous-time optimal investment in DC pension plans with path-dependent reference points
AuthorsJiayou Ye; Hanqing Jin; Jingtang Ma
AffiliationsSchool of Mathematics, Southwestern University of Finance and Economics, Chengdu, 611130, China; Mathematical Institute and Oxford-Octa Laboratory in Digital Economics, University of Oxford, Oxford, UK; Mathematical Modelling and Data Analytics Center, Oxford Suzhou Centre for Advanced Research, Suzhou, China
Functional analysis of loss-development patterns in P&C insurance
AuthorsArthur Charpentier; Qiheng Guo; Michael Ludkovski
AffiliationsUniversité du Québec à Montréal. 405 Rue Sainte-Catherine Est, Montréal, QC, H2L 2C4, Canada; Ball State University. 2000 W University Avenue, Muncie, IN, 47306, USA; University of California, Santa Barbara, Santa Barbara, CA, 93106, USA
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