North American actuarial journal-Número 1 12 2008

Publicación: North American actuarial journal

Número: Número 1 12 2008

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Predictive modeling of costs for a chronic disase with acute high-cost episodes	Rosenberg, Marjorie
The Pricing of credit default swaps under a Markov-modulated Merton's structural model	Siu, Kuen
Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty	Li, Zhongfei
Pricing a heterogeneous portfolio based on a demand function Yaniv Zaks, Esther Frostig, Benny Levikson	Zaks, Yaniv
Recursive calculation of the dividend moments in a multi-threshold risk model	Badescu, Andrei