North American actuarial journal-Tomo 18 Número 3 - 2014
Publication: North American actuarial journal
Number: Tomo 18 Número 3 - 2014
Type: Normal
Rights: InC
Title | Author | Pages |
---|---|---|
Portfolio optimization under solvency constraints : a dynamical approach | p. 394-416 | |
Assessing high-risk scenarios by full-range tail dependence copulas | Hua, Lei | |
Weather derivative risk measures for extreme events | Erhardt, Robert J. | p. 379-393 |
Applications of mortality durations and convexities in natural hedges | Lin, Tzuling | p. 417-442 |