Insurance : mathematics and economics-Volumen 56 Número 1 - mayo 2014
Publication: Insurance : mathematics and economics
Number: Volumen 56 Número 1 - mayo 2014
Type: Normal
Rights: InC
| Title | Author | Pages |
|---|---|---|
| Time-consistent meanvariance hedging of longevity risk : Effect of cointegration | Wing Wong, Tat | p. 56-67 |
| Stochastic analysis of life insurance surplus | Nolde, Natalia | p. 1-13 |
| Bringing cost transparency to the life annuity market | Donnelly, Catherine | |
| Conditional least squares and copulae in claims reserving for a single line of business | Pesta, Michal | |
| Validation of positive quadrant dependence | Ledwina, Teresa | |
| Optimal capital allocation in a hierarchical corporate structure | Zaks, Yaniv | |
| On the multidimensional extension of countermonotonicity and its applications | Lee, Woojoo | |
| Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims | Fu, Ke-Ang | |
| Second-order tail asymptotics of deflated risks | Hashorva, Enkelejd | |
| Optimal initiation of a GLWB in a variable annuity : no arbitrage approach | Huang, H |