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Astin bulletin-Número 1 28 1998

Details
Articles

Publication: Astin bulletin

Number: Número 1 28 1998

Type: Normal

Rights: InC

Title	Author	Pages
Heding in financial markets
Risk-minimizing hedging strategies for unit-linked life insurance contracts
Withdrawal benefits under a dependent double decrement model
Modeling and comparing dependencies in multivariate risk portfolios
Some applications of lévy processes to stochastic investment models for actuarial use
The cox regression model for claims data in non-life insurance
On stop-loss order and the distortion pricing principle
On the analysis of the truncated generalized poisson distribution using a bayesian method
A note on the net premium for a generalized largest claims reinsurance cover