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Insurance : mathematics and economics-Tomo 47 Número 1 - 2010

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Publicación: Insurance : mathematics and economics

Número: Tomo 47 Número 1 - 2010

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Optimal risk transfer for agents with germs	Li, P.
Estimating generalized state density of near-extreme events and its applications in analyizing stock data
Asymptotic analysis of a risk process with gigh dividend barrier	Frostig, E.
Optimal joint survival reinsurance : an efficient frontier approach	Dimitrova, D. S.
Chain ladder method : Bayesian bootstrap versus classical bootstrap	Peters, G.W.
Comparison of three semiparametric methods for estimating dependence parameters in copula models	Kojadnovic, I.
Stationary-excess operator and convex stochastic orders	Lefévre, C.
On the Lagrangian Katz family of distributions as a claim frequency model	Gathy, M.
A Method for determining risk aversion functions from uncertain market prices of risk	Gzyl, H.
Optimal portfolio selection for general provisioning and terminal wealth problems	Van Weert, K.
A linear algebraic method for pricing termporary life annuities and insurance policies