North American actuarial journal-Tomo 12 Número 3 - 2008
Publicación: North American actuarial journal
Número: Tomo 12 Número 3 - 2008
Tipo: Normal
Derechos: InC
| Título | Autor | Páginas |
|---|---|---|
| Market price of insurance risk implied by catastrophe derivatives | Muermann, Alexander | |
| Efficient post-retirement asset allocation | Freedmann, Barry | |
| A Simple model of insurance market dynamics | Taylor, Greg | p. 242-262 |
| Computation of multivariate barrier crossing probability and its applications in credit risk models | Huh, Joonghee | |
| Intergenerational transfers and insurance policy design | Bernstein, David | |
| Moments of discontinued dividends for a threshold strategy in the compound poisson risk model | Cheung, Eric C. K. | |
| Ordering ruin probabilities resulting from layer-based claim amounts for surplus process perturbed by difussion | Tsai, Cary Chi-Liang |