Insurance : mathematics and economics-Número 2 25 1999

Publication: Insurance : mathematics and economics

Number: Número 2 25 1999

Type: Normal

Rights: InC

Title	Author	Pages
Optimal insurers under Wangns premium principle
An application of randomly truncated data models in reserving IBNR claims
Calculating multivariate ruin probabilities via Gaber-Stehfest inversion technique
On s-convex stochastic extrema for arithmetic risks
Subjective risk measures: Bayesian predictive scenarios analysis
Preservation of multivariate dependence under multivariate claim models
Hattendorffns theorem for non-smoth continuous-time Markov models I: theory
A new stochastically flexible event methodology with application to Proposition 103