Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.

North American actuarial journal-Tomo 14 Número 1 - 2010

Details
Articles

Publication: North American actuarial journal

Number: Tomo 14 Número 1 - 2010

Type: Normal

Rights: InC

Title	Author	Pages
Monitoring changes in capital and hedge effectiveness under fair valur accounting principles	Lombardi, Louis J.
The Effect of policyholder transfer behavior on the value of guaranteed minimum death benefits	Ulm, Eric R.
Valuation of a guaranteed minimum income benefit	Marshall, Claymore
Improving skewness of mean-variance portfolios	Zuluaga, Luis F.
Significantly lower estimates of volatility arise from the use of open-high-low-close price data	Modisett, Matthew C.
Portfolio risk management with CVaR-like constraints
Modeling and evaluating insurance losses via mixtures of Erlang distributions	Lee, Simon C. K.
Protection of a company issuing a certain class of participating policies in a complete market framework	Bernard, Carole