Insurance : mathematics and economics-Número 2 32 2003

Publicação: Insurance : mathematics and economics

Número: Número 2 32 2003

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
On the computation of the aggregate claims distribution in the individual life model with bivariate dependencies
Pension funding incorporating downside risks
Quadratic hedging for asset derivatives with discrete stochastic dividends
Annuities with controlled random interest rates
Comonotonic processes
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
Indifference pricing of insurance contracts in a product space model : applications
Of happy and hapless regulators : the asymptotics