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Insurance : mathematics and economics-Volumen 51 Número 2 - septiembre 2012

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Publication: Insurance : mathematics and economics

Number: Volumen 51 Número 2 - septiembre 2012

Type: Normal

Rights: InC

Title Author Pages
On a mean reverting dividend strategy with Brownian motion Avanzi, B.
Fitting insurance claims to skewed distributions : Are the skew-normal and skew-student good models? Eling, M.
Convex order approximations in the case of cash flows of mixed signs
On the Lp-metric between a probability distribution and its distortion López-Díaz, M.
Convex order and comonotonic conditional mean risk sharing Denuit, M.
Computing bounds on the expected payoff of alternativa risk transfer products Villegas, A.M.
Optimal retirement consumption with a stochastic force of mortality Huang, H
Comparison of risks based on the expected proportional shortfall p. 292-302
Optimal investment, consumption and life insurance under mean-reverting returns : the complete market solution Pirvu, T.A.
Optimal reinsurance under variance related premium principles Chi, Y. p. 310-321
Heterogeneity of Australian population mortality and implications for a viable life annuity market Su, S.
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks Mao, T.
The Optimal mean-variance investment strategy under value-at-risk constraints Ye, J.
Maximizing the utility of consumption with commutable life annuities Wang, T.
An Adaptive premium policy with a Bayesian motivation in the classical risk model Landriault, D. p. 370-378
A Note on weighted premium calculation principies Kaluszka, Marek
Asymptotic distributions of the overshoot and undershoots for the lévy insurance risk process in the cramér and convolution equivalent cases Griffin, P.S.
Analysis of the discounted sum of ascending ladder heights
A Multivariate aggregate loss model Ren, J.