Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction

by Søren Asmussen
Published 2014-03-01

Distinguishing Log-Concavity from Heavy Tails

by Søren Asmussen, Jaakko Lehtomaa
Published 2017-02-01

Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits

by Søren Asmussen, Patrick J. Laub, Hailiang Yang
Published 2019-02-01

Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation

by Søren Asmussen, Bent Jesper Christensen, Julie Thøgersen
Published 2019-05-01