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Insurance : mathematics and economics-Número 1 38 2006

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Publicación: Insurance : mathematics and economics

Número: Número 1 38 2006

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Evaluating and extending the Lee-Carter model for mortality forecasting : bootstrap confidence interval
Financial valuation of guaranteed minimum withdrawal benefits
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
The compound Poisson risk model with a threshold dividend strategy
Affine stochastic mortality	Schrager, David F.	P. 81-97
An Application of the alpha-power approximation in multiple life insurance	Yi, Zhang	P. 98-112
On the control of defined-benefit pension plans
Stochastic orders and risk measures : consistency and bounds	Bauerle, Nicole	P. 132-148
Recursions for compound phase distributions
A volatility-varying and jump-diffusion Merton type model of interest rate risk
Optimal portfolio problem with unknown dependency structure
Speedy convulution algorithms and Panjer recursions for phase-type distributions
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
The fair valuation problem of guaranteed annuity options : the stochastich mortality environment case