Insurance : mathematics and economics-Número 2 23 1998

Publication: Insurance : mathematics and economics

Number: Número 2 23 1998

Type: Normal

Rights: InC

Title	Author	Pages
A note on optimal parameter estimation under zero-excess assumptions
Bounds for stop-loss premium under restrictions on I-divergence
On the tradeoff between the law of large numbers and oligopoly in insurance
The moments of ruin time in the classical risk model with discrete claim size distribution
A minimax risk strategy for portfolio immunization