Insurance : mathematics and economics-Tomo 43 Número 2 - 2008
Publicação: Insurance : mathematics and economics
Número: Tomo 43 Número 2 - 2008
Tipo: Normal
Direitos: InC
Título | Autor | Páginas |
---|---|---|
Tail bounds for the distribution of the deficit in the renewal risk model | Psarrakos, G. | |
Edgeworth expansion for an estimator of the adjustment coefficient | Brito, M. | |
On the Link between credibility and frequency premium | Bolancé Losilla, Catalina | p. 209-213 |
Pricing of catastrophe insurance options written on a loss index with reestimation F. Biagini, Y. Bregman, T. Meyer-Brandis | Biagini, F. | |
Asset proportions in optimal portfolios with dependent default risks | Chen, Z. | |
Optimal dividends with incomplete information in the dual model | Gerber, H.U. | |
Modelling sotchastic mortality for dependent lives | Luciano, E. | |
Bayesian modelling of financial guarantee insurance | Puustelli, A. | |
Actuarial comparisons for aggregate claims with randomly right-truncated claims | Escudero, Laureano F. | p. 255-262 |
Weighted risk capital allocations | Furman, E. |