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Insurance : mathematics and economics-Número 2 37 2005

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Publicação: Insurance : mathematics and economics

Número: Número 2 37 2005

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Some asymptotic results for sums of dependent random variables, with actuarial applications
A Lévy process-based framework for the fair valuation of participating life insurance contracts
Calculation of finite time ruin probabilities for some risk models
The expected time to ruin in a risk process with constant barrier via martingales
Approximations for life annuity contracts in a stochastic financial environment
Endogenous model of surrender conditions in equity-linked life insurance
Risk measure and fair valuation of an investment guarantee in life insurance
On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
Optimal contributions in a defined benefit pension scheme with stochastic new entrants
Incorporating expert opinion into a stochastic model for the chain-ladder technique