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Insurance : mathematics and economics-Número 1 35 2004

Details
Articles

Publication: Insurance : mathematics and economics

Number: Número 1 35 2004

Type: Normal

Rights: InC

Title	Author	Pages
Obituary of professor Etienne de Vylder (1937-2004)
On the discounted distribution functions for the Erlang(2) risk process
Optimal control of risk exposure, reinsurance and investments for insurance portfolios
Modelling losses using an exponential-inverse Gaussian distribution
Generalized correlation order and stop-loss order
Diversification of aggregate dependent risks
Arbitrage-free premium calculation for extreme losses using the shot noise process and the esscher transform
Stochastic mortality in life insurance : market reserves and mortality-linked insurance contracts
Insurance contracts portfolios with heterogenous insured ages
Insurance contracts portfolios with heterogenous insured ages