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Insurance : mathematics and economics-Volumen 55 Número 1 - marzo 2014

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Publicación: Insurance : mathematics and economics

Número: Volumen 55 Número 1 - marzo 2014

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Optimal reinsurance and investment with unobservable claim size and intensity	Liang, Zhibin	p. 156-166
Price bounds of mortality-linked security in incomplete insurance market
On inequalities for moments and the covariance of monotone functions	Schmidt, Klaus D.
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks	Liu, Jingchen
Prediction in a non-homogeneous Poisson cluster model	Matsui, Muneya
Multivariate negative binomial models for insurance claim counts	Shi, Peng
CAPM with fuzzy returns and hypothesis testing
Capital requirements with defaultable securities	Farkas, Walter
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk	Luciano, Elisa
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure	Ahn, Jae Youn
Combining chain-ladder claims reserving with fuzzy numbers	Heberle, Jochen
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks	Guan, Guohui
Optimal surrender policy for variable annuity guarantees	Bernard, Carole
A Benchmark approach to risk-minimization under partial information	Ceci, Claudia
Longevity risk, cost of capital and hedging for life insurers under Solvency II	Meyricke, Ramona	p. 147-155