Insurance : mathematics and economics-Volumen 60 Número - enero 2015
Publication: Insurance : mathematics and economics
Number: Volumen 60 Número - enero 2015
Type: Normal
Rights: InC
| Title | Author | Pages |
|---|---|---|
| Asymptotic results for conditional measures of association of a random sum | Asimit, Alexandru V. | |
| Analytical pricing of vulnerable options under a generalized jump-diffusion model | Fard, Farzad Alavi | |
| On the efficient utilisation of duration | Dierkes, Thomas | |
| A Risk model with varying premiums : Its risk management implications | Li, Shu | |
| Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization | Ceci, Claudia | p. 47-60 |
| Optimal reinsurance under risk and uncertainty | ||
| Occupation times in the MAP risk model | Landriaulta, David | |
| On the management of life insurance company risk by strategic choice of product mix, investment strategy and surplus appropriation schemes | Bohnert, Alexander | |
| Analysis of a drawdown-based regime-switching Lévy insurance model | Landriault, David | |
| Bayesian nonparametric predictive modeling of group health claims | Fellingham, Gilbert W. | p. 1-10 |