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Insurance : mathematics and economics-Número 2 35 2004

Details
Articles

Publication: Insurance : mathematics and economics

Number: Número 2 35 2004

Type: Normal

Rights: InC

Title	Author	Pages
Special issue : papers presented at the 7th IME Conference, Lyon, 25-27 June 2003
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities
A link between wave governed random motions and ruin processes
Dynamic capital allocation with distortion risk measures
A ruin model with dependence between claim sizes and claim intervals
Optimal stopping and American options with discrete dividends and exogenous risk
The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
Survival models in a dynamic context : a survey
An optimization approach to the dynamic allocation of economic capital
Optimal investment choices post-retirement in a defined contribution pension scheme
Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
Pricing rate of return guarantees in regular premium unit linked insurance
Fuzzy logic in insurance
Compound binomial risk model in a markovian environment