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Insurance : mathematics and economics-Tomo 47 Número 3 - 2010

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Publicación: Insurance : mathematics and economics

Número: Tomo 47 Número 3 - 2010

Tipo: Normal

Derechos: InC

Título Autor Páginas
Evaluating the goodness of fit of stochastic mortality models
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices Haastrecht, Alexander van
An Optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process Delong, Lukasz
Decision principles derived from risk measures Goovaerts, Marc J.
Long-tail longitudinal modeling of insurance company expenses Shi, Peng
On Optimal investment in a reinsurance context with a point process market model Edoli, Enrico
A Geostatistical approach for dynamic life tables : the effect of mortality on remaining lifetime and annuities Debón, A.
Correlated intensity, counter party risks, and dependent mortalities Ma, Jin
Bounds for the bias of the empirical CTE Russo, Ralph P.
On the Robustness of longevity risk pricing Chen, Bingzheng
A Hidden Markov regime-switching model for option valuation Liew, Chuin Ching
A Note on the connection between the EsscherGirsanov transform and the Wang transform Labuschagne, Coenraad C.A.
Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach Stadje, Mitja
Asymptotics of random contractions Hashorva, Enkelejd
Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method Xu, Guoping
Distributional analysis of a generalization of the Polya process Willmot, Gordon E.
On the DFR property of the compound geometric distribution with applications in risk theory Psarrakos, Georgios