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Insurance : mathematics and economics-Tomo 50 Número 1 - 2012

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Publicación: Insurance : mathematics and economics

Número: Tomo 50 Número 1 - 2012

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Discrete-time local risk minimization of payment precesses an dapplicatoins to equity-linked life-insurance contracts	Pansera, J.
Explaining young mortality	O'Hare, C.
Excess based allocation of risk capital	Van Gulick, A
On the invariant propoerties of notions of positive dependence and copulas under increasing transformations	Cal, J.
Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective	Bohnert, A.
Competitive insurance market in the presence of ambiguity	Anwar, S.
A Comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Translation-invariant and positive-homogeneus risk measures and optimal porffolio management in th epresence of a riskless component	Landsman, Z.
Extreme value behavior of aggregate dependent risk
Recursive methods for a multi-dimensional risk process with common shocks	Gong, L.
Optimal loss-carry-forward taxation for the Lévy risk model	Wang, W.
Statistical analysis of model risk concerning	Ahcan, A.
Risk concentration of aggregated dependent risks : the second-order properties	Tong, B.
Risks asset allocation and consumption rule in the presence of background risk and insurance market	Lin, W. C.