Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.

Insurance : mathematics and economics-Número 3 36 2005

Detalle
Artículos

Imagen del registro

Publicación: Insurance : mathematics and economics

Número: Número 3 36 2005

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Approximations for stop-loss reinsurance premiums
A large deviation result for aggregate claims with dependent claim occurrences
Bayesian Poisson log-bilinear mortality projections
Extremes of asymptotically spherical and elliptical random vectors
Ruin probability in the continuous-time compound binomial model
Axiom of solvency and portfolio immunization under random interest rates
Pricing equity-linked pure endowments with risky assets that follow Lévy processes
Unifying framework for optimal insurance
On a joint distribution for the risk process with constant interest force
Optimal reinsurance under convex principles of premium calculation
A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
Weak convergence approach to compound Poisson risk processes perturbed by diffusion
Controlled risk processes in discrete time : lower and upper approximations to the optimal probability of ruin
The pricing of liabilities in an incomplete market using dynamic mean-variance hedging
On a correlated aggregated claims model with thinning-dependence structure
Cyclical risk exposure of pension funds : a theoretical framework
Second order behaviour of ruin probabilities in the case of large claims
Market value of life insurance contracts under stochastic interest rates and default risk
Note on option pricing by actuarial considerations