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Insurance : mathematics and economics-Número 2 40 2007

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Publicación: Insurance : mathematics and economics

Número: Número 2 40 2007

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Distribution-free option pricing
On the asymptotic distribution of certain bivariate reinsurance treaties
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
Default risk, bankruptcy procedures and the market value of life insurance liabilities
Some new equivalent conditions on asymptotics and local asymptotics for random sums and thir applications
Pricing exotic options under regime switching
Stochastic pension fund control in the presence of poisson jumps
On the expected discounted penalty function for a perturbed risk process driven by a subordinator
The constant elasticity of variance /CEV) model and the legendre transform-dual solution for annuity contracts
The influence of bnkruptyc value on optimal risk control for diffusion models with proportional reinsurance
Optimal investment for an insurer: The martingale approach
Pricing general insurance with constraints