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Insurance : mathematics and economics-Número 1-2 24 1999

Details
Articles

Publication: Insurance : mathematics and economics

Number: Número 1-2 24 1999

Type: Normal

Rights: InC

Title	Author	Pages
From ruin theory to pricing reset guarantees and perpetual put options
Recursions for convolutions of discrete uniform distributions revisited
Credibility evaluation for the exponential dispersion family
A class of brivariate stochastic orderings, with applilcations in actualiral sciences
A process with stochastic claim frequency and a linear dividend barrier
Modeling different types of automobile insurance fraud behaviour in the Sapanish market
The GARCH(1,1)-M model : results for the densities of the variance and the mean
Decomposing catastrophic risk
Solvency margins and equialization reserves
The effect of the nature of the liabilites on the solvency and maturity puouts of a IK life office fund : a stochastic evaluation
Fitting bivariate loss distributions with copulas