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Insurance : mathematics and economics-Número 2 33 2003

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Publicação: Insurance : mathematics and economics

Número: Número 2 33 2003

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Limiting behaviour of a geometric-type estimator for tail indices
Stochastic optimal control of annuity contracts
Risk capital allocation and cooperative pricing of insurance liabilities
Lee-Carter mortality forecasting with age-specific enhancement
Time-varying credibility for frequency risk models : estimation and test for autoregressive specifications on the random effects
Pricing and hedging guaranteed annuity options via static option replication
Confidence bounds for discounted loss reserves
Stochastic forecasting of labor force participation rates
High volatility, thick tails and extreme value theory in value-at-risk estimation
Unifying discrete structural models and reduced-form models in credit risk using a jump-diffusion process
Optimal reinsurance programs. An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio
The hurdle-race problem