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Insurance : mathematics and economics-Volumen 53 Número 2 - septiembre 2013

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Publicación: Insurance : mathematics and economics

Número: Volumen 53 Número 2 - septiembre 2013

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
The Determinants of mortality heterogeneity and implications for pricing annuities	Meyricke, Ramona	p. 379-387
Finite time ruin probabilities for tempered stable insurance risk processes	Griffin, Philip S.	p. 478-489
The Uncertain premium principle based on the distortion function	Li, Shengguo
Rationale of underwriters' pricing conduct on competitive insurance market	Malinovskii, Vsevolod K.	p. 325-334
Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order	Chun Cheung, Ka
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times	Cheung, Eric C.K.
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution	Dong, A.X.D.
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Estimation of the parameters of a Markov-modulated loss process in insurance	Guillou, Armelle
The Natural Banach space for version independent risk measures	Pichler, Alois
Optimal proportional reinsurance and investment under partial information	Peng, Xingchun
Optimal bond portfolios with fixed time to maturity	Andersson, Patrik
Dividend optimization for regime-switching general diffusions	Zhu, Jinxia
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments	Gzyl, Henryk
Dependent competing risks : cause elimination and its impact on survival	Dimitrova, Dimitrina S.