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Insurance : mathematics and economics-Número 1 32 2003

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Publicación: Insurance : mathematics and economics

Número: Número 1 32 2003

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Nonlinear stochastic inflation modelling using SEASETARs
Kernel density estimation of actuarial loss functions
On the number of near-maximun insurance claim under dependence
On the nth stop-loss transform order of ruin probability
Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest
Compound Poisson approximations for individual models with dependent risks
Ordering ruin probabilities for dependent claim streams
Influence functions of empirical nonparametric estimators of net reinsurance premiums
Risk capital allocation by coherent risk measures based on one.sided moments