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Insurance : mathematics and economics-Número 1 27 2000

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Publicação: Insurance : mathematics and economics

Número: Número 1 27 2000

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Computation of distorted probabilities for diffusion processes via stochastic control methods
The moment of the time of ruin, the surplus before ruin, and the deficit at ruin
Consistent fitting of one-factor models to interest rate data
Equity allocation and portfolio selection in insurance
Mutual fund evaluation: a portafolio insurance approach. A heuristic application in Spain
Insurer's optimal reinsurance strategies
Arithmetization of distributions and linear goal programming
The multivariate De Pril transform
On error bounds for approximations to multivariate distributions
Ruin under interest force and subexponential claim: a simple treatmen