Insurance : mathematics and economics-Número 2 41 2007

Publication: Insurance : mathematics and economics

Number: Número 2 41 2007

Type: Normal

Rights: InC

Title	Author	Pages
Risk measeures, distrotion parameters, and thier empirical estimation
Extreme behavior of multivariate phase-type distributions
On the analysis of the Gerber-Shiu discounted penaly function for risk processes with Markovian arrivals
Optimal investment for insurers when the stock price follows an exponential Lévy process/ R. Kostadinova
Valuation of catastrophe reinsurance with catastrophe bonds