Insurance : mathematics and economics-Número 1 34 2004

Publicación: Insurance : mathematics and economics

Número: Número 1 34 2004

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Quantification of automobile insurance liability : a Bayesian failure time approach
Modelling zeros in stochastic reserving models
A seemingly unrelated regression model in a credibility framework
Pricing of arithmetic basket options by conditioning
Optimal pension management in a stochastic framework
The joint distribution of yhe surplus prior to ruin and the deficit at ruin in some Sparre Andersen models
Symbolic calculation of yhe moments of the time of ruin
On the joint distributions of surplus immediately before ruin and the deficit at ruin for Erlang (2) risk processes