Insurance : mathematics and economics-Número 3 34 2004

Publication: Insurance : mathematics and economics

Number: Número 3 34 2004

Type: Normal

Rights: InC

Title	Author	Pages
On ruin for the Erlang(n) risk process
Universal strategies for diffusion markets and possibility of asymptotic arbitrage
Ruined moments in your life : how good are the approximations?
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
Detecting positive quadrant dependence and positive function dependence
Optimal risk management in defined benefit stochastic pension funds
Some new classes of consistent risk measures
Estimating catastrophic quantile levels for heavy-tailed distributions
What kind of new asset will push up the CML?