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Insurance : mathematics and economics-Tomo 44 Número 1 - 2009

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Publicación: Insurance : mathematics and economics

Número: Tomo 44 Número 1 - 2009

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Optimal surrender strategies for equity-indexed annuity investors	Moore, K. S.
The Credibility premiums for models with dependence induced by common effects	Wen, L.
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints	Azcue, P.
Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios	Laurence, P.
Securitization of motor insurance loss rate risks	Bae, T.
Analytical valuation of catastrophe equity options with negative exponential jumps	Chang, L.F.
A New aspect of a risk process and its statistical inference	Shimizu, Y.
Valuation and hedging of participating life-insurance policies under management discretion	Kleinow, T.
Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs	He, L.
A Priori ratemaking using bivariate Poisson regression models	Bermúdez i Morata, Lluís	p. 135-141
A Parameterized approach to modeling and forecasting mortality	Hatzopoulos, P.	p. 103-123