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Insurance : mathematics and economics-Volumen 54 Número 1 - enero 2014

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Publicación: Insurance : mathematics and economics

Número: Volumen 54 Número 1 - enero 2014

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
A Risk-based premium : what does it mean for DB plan sponsors?	Chen, An
Forecasting mortality for small populations by mixing mortality data	Ahcan, Ales
The Ruin time under the Sparre-Andersen dual model	Yang, Chen
Generalized quantiles as risk measures
The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance	Gómez-Déniz, Emilio
Consumption, investment and life insurance strategies with heterogeneous discounting		p. 66-75
A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy	Chen, Xu
Asset allocation for a DC pension fund with stochastic income and mortality risk : A multi-period meanvariance framework
Risk aggregation with dependence uncertainty	Bernard, Carole
Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs	Guan, Huiqi
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes	Boudreault, Mathieu
Optimal dividends in the dual model under transaction costs	Bayraktar, Erhan
Borch's Theorem from the perspective of comonotonicity	Cheung, K.C.
Reducing risk by merging counter-monotonic risks		p. 58-65