Insurance : mathematics and economics-Número 2 34 2004

Publication: Insurance : mathematics and economics

Number: Número 2 34 2004

Type: Normal

Rights: InC

Title	Author	Pages
Heterogeneous INAR(1) model with application to car insurance
Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE
Optimal reinsurance under general risk measures
A stop-loss risk index
A note on a class of delayed renewal risk processes
Valuation of structured risk management products
Reset and withdrawal rights in dynamic fund protection
A karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market
Asymptotic results for perturbed risk processes with delayed claims