Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.

Insurance : mathematics and economics-Número 1 33 2003

Detalhe
Artigos

Imagem do registro

Publicação: Insurance : mathematics and economics

Número: Número 1 33 2003

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Rational hedging and valuation of integrated risks under constant absolute risk aversion
Pensionmetrics 2 : stochastic pension plan design during the distribution phase
Bonus-malus system using an exponential loss function with an inverse gaussian distribution
The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion
A rank-dependent generalization of zero utility principle
A fair procedure in insurance
Valuation of guaranteed annuity conversion options
A solution to the ruin problem for Pareto distributions
A discrete-time risk model with interaction between classes of business
Ruin theory in a financial corporation model with credit risk
Joint distributions of some actuarial random vectors containing the time of ruin
Properties of the power family of fractional age approximations
Short-term risk management using stochastic Taylor expansions under Lévy models
Optimal investment strategies in the presence of a minimum guarantee