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Insurance : mathematics and economics-Número 1 32 2003

Details
Articles

Publication: Insurance : mathematics and economics

Number: Número 1 32 2003

Type: Normal

Rights: InC

Title	Author	Pages
Nonlinear stochastic inflation modelling using SEASETARs
Kernel density estimation of actuarial loss functions
On the number of near-maximun insurance claim under dependence
On the nth stop-loss transform order of ruin probability
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
Compound Poisson approximations for individual models with dependent risks
Ordering ruin probabilities for dependent claim streams
Influence functions of empirical nonparametric estimators of net reinsurance premiums
Risk capital allocation by coherent risk measures based on one.sided moments