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Insurance : mathematics and economics-Tomo 43 Número 3 - 2008

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Publicación: Insurance : mathematics and economics

Número: Tomo 43 Número 3 - 2008

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Dynamic asset liability management with tolerance for limited shortfalls	Detemple, J.
Pricing currency options under two-factor Markov-modulated stochatic volatility models	Siu, T. K.
The Design of equity-indexed annuities	Boyle, P.
Simulation of jump diffusions and the pricing of options	DiCesare, J.
Computation of optimal portfolios using simulation-based dimension reduction	Boyle, P.
Estimation and evaluation of the term structure of credit default swaps: an empirical study	Chen, R.-R.
A Model of R&D valuation and the design of research incentives	Hsu, J.C.
Claims reserving : a correlated Bayesian model	Alba, Enrique de	p. 368-376
Skewed bivariate models and nonparametric estimation for the CTE risk measure		p. 386-393