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Insurance : mathematics and economics-Número 3 38 2006

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Publicación: Insurance : mathematics and economics

Número: Número 3 38 2006

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Mortality-dependent financial risk measures
On univariate extreme value statistics and the estimation of reinsurance premiums
Variability of total claim amounts under dependence between claims severity and number of events
Catastrophe options with stochastic interest rates and compound Poisson losses
Monotonicity results for portfolios with heterogeneous claims arrival processes
Enhancing insurer value through reinsurance optimization
Minimax pricing and Choquet pricing
The maximum surplus before ruin in an Erlang (n) risk process and related problems
Modelling negatives in stochastic reserving models
A cohort-based extension to the Lee-Carter model for mortality reduction factors
Weak convergence of a bootstrap geometric-type estimator with applications to risk theory
Pricing and hedging guaranteed returns on mix funds
Hedging life insurance contracts in a Lévy process financial market
Claim dependence with common effects in credibility models
Analysis of risk measures for reinsurance layers