Insurance : mathematics and economics-Volumen 58 Número 1 - septiembre 2014

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Artículos

Publicación: Insurance : mathematics and economics

Número: Volumen 58 Número 1 - septiembre 2014

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
On Dividend strategies with non-exponential discounting	Zhao, Qian
Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws	Ulm, Eric R.
Pricing and hedging of variable annuities with state-dependent fees	Delong, Lukasz
Factor risk quantification in annuity models	Karabey, Ugur
Quantifying the risk using copulae with nonparametric marginals	Bolancé Losilla, Catalina
Optimal portfolio choice for an insurer with loss aversion	Guo, Wenjing
Optimal investment and risk control policies for an insurer : Expected utility maximization	Zou, Bin
Purchasing life insurance to reach a bequest goal	Bayraktar, Erhan
A Survey of personalized treatment models for pricing strategies in insurance	Guelman, Leo	p. 68-76
Quantile hedging on equity-linked life insurance contracts with transaction costs	Melnikov, Alexander
Evaluating the UK and Dutch defined-benefit pension policies using the holistic balance sheet framework	Chen, Zhiqiang
Systematic mortality risk : An analysis of guaranteed lifetime withdrawal benefits in variable annuities	Chung Fung, Man	p. 103-115
Joint tail of ECOMOR and LCR reinsurance treaties	Peng, Liang
Individual loss reserving using paid-incurred data	Pigeon, Mathieu
Life insurance policy termination and survivorship	Valdez, Emiliano A.
GlueVaR risk measures in capital allocation applications	Belles-Sampera, Jaume
Second order risk aggregation with the Bernstein copula	Coqueret, Guillaume
Explicit solutions of optimal consumption, investment and insurance problems with regime switching	Zou, Bin
On the analysis of time dependent claims in a class of birth process claim count models	Landriault, David
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims	Yang, Haizhong
Pricing range notes within Wishart affine models	Chiarella, Carl