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Insurance : mathematics and economics-Número 3 35 2004

Details
Articles

Publication: Insurance : mathematics and economics

Number: Número 3 35 2004

Type: Normal

Rights: InC

Title	Author	Pages
Ruin probabilities with a Markov chain interest model
An extension of Arrow's result on optimality of a stop loss contract
The premium and the risk of a life policy in the presence of interest rate fluctuations
When does surplus reach a certain level before ruin?
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions
A comonotonic image of independence for additive risk measures
Ordering optimal proportions in the asset allocation problem with dependent default risks
An efficient frontier for participating policies in a continuous-time economy
Non-life rate-making with Bayesian GAMs
Analytically calibrated Box-Cox percentile limits for duration and eventime models
A malliavin calculus approach to sensitivity analysis in insurance
On a class of renewal risk models with a constant dividend barrier
On the distribution of surplus immediately after ruin under interest force and subexponential claims