Astin bulletin-Volumen 42 Número 2 - noviembre 2012
| Title | Author | Pages |
|---|---|---|
| Surprise, surprise : from neoclassical economics to e-life | Ingram, David | |
| Key q-duration : a framework for hedging longevity risk | Siu-Hang Li, Johnny | |
| On the calculation of the solvency capital requirement based on nested simulations | Bauer, Daniel | |
| The Impact of culture on the demand for non-life insurance | Park, Sojung Carol | p. 501-528 |
| Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability | Chi, Yichun | |
| Are flexible premium variable annuities under-priced? | Chi, Yichun | |
| Average value-at-risk minimizing reinsurance under wang's premium principle with constraints | Cheung, K.C. | |
| Tail comonotonicity and conservative risk measures | Hua, Lei | |
| The Covariance between the surplus prior to and ruin in the classical risk model | Psarrakos, Georgios | |
| A Multivariate discrete poisson-lindley distribution |