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Insurance : mathematics and economics-Número 42 1 2008

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Publicación: Insurance : mathematics and economics

Número: Número 42 1 2008

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Pension fund investments and the valuation of liabilities under conditional indexation
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates
Constant dividend barrier in a risk model with interclaim-dependent claim sizes
Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications
The influence of corporate taxes on pricing and capital structure in property-liability insurance
The expected discounted penalty funtion for the perturbed compound Poisson risk process with constant interest
Recursions for multivariate compound phase variables
Modelling total tail dependence alogn diagonals
Adaptive control strategies and dependence of finite time ruin on the premium loading
Donvex bounds on multiplicative processes, with applications to pricing in incomplete markets
On the distribution tail of an integrated risk model: a numerical approach
Mean-variance optimization problems for an accumulation phase in a defined benefit plan
On the consistency of credibility premiums regarding Esscher principle
Modelling dependence
Random sums of exhangeable variables and actuarial applications
Finite-time dividend-ruin models
Tail bounds for the joint distribution of the surplus prior to and at ruin /G. Psarrakos and K. Politis
Allocation of risks and equilibrium in markets with finitely many traders