| 389 - 411 - | Surprise, Surprise From Neoclassical Economics to E-Life INGRAM, David, TAYLER, Paul, THOMPSON, Michael | abstract details |
| 413 - 452 - | Key Q-Duration A Framework for Hedging Longevity Risk SIU-HANG LI, Johnny, LUO, Ancheng | abstract details |
| 453 - 499 - | On the Calculation of the Solvency Capital Requirement Based on Nested Simulations BAUER, Daniel, REUSS, Andreas, SINGER, Daniela | abstract details |
| 501 - 527 - | The Impact of Culture on the Demand for Non-Life Insurance PARK, Sojung Carol, LEMAIRE, Jean | abstract details |
| 529 - 557 - | Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability CHI, Yichun | abstract details |
| 559 - 574 - | Are Flexible Premium Variable Annuities Under-Priced? CHI, Yichun, LIN, X. Sheldon | abstract details |
| 575 - 600 - | Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints CHEUNG, K.C., LIU, F., YAM, S.C.P. | abstract details |
| 601 - 629 - | Tail Comonotonicity and Conservative Risk Measures HUA, Lei, JOE, Harry | abstract details |
| 631 - 653 - | The Covariance between the Surplus Prior to and Ruin in the Classical Risk Model PSARRAKOS, Georgios, POLITIS, Konstadinos | abstract details |
| 655 - 678 - | A Multivariate Discrete Poisson-Lindley Distribution Extensions and Actuarial Applications GÓMEZ-DÉNIZ, Emilio, SARABIA, José María, BALAKRISHNAN, K. | abstract details |
