Insurance : mathematics and economics-Tomo 45 Número 1 - 2009

Imagen del registro

Publicación: Insurance : mathematics and economics

Número: Tomo 45 Número 1 - 2009

Tipo: Normal

Derechos: InC

Título Autor Páginas
Semiparametric model for prediction of individual claim loss reserving Zhao, X.B.
Optimal investment strategy for annuity contracts under the constatn elasticity of variance (CEV) model Gao, J.
A Markov-modulated model for stocks paying discrete dividends Sakkas, E.
Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints Maurer, R.
Upper comonotonicity Cheung, K.C.
An Optimal dividends problem with transaction costs for spectrally negative Lévy processes Loeffen, R.L.
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts Necir, A.
A Spatial mixed poisson framework for combination of excess-of-loss and proportional reinsurance contracts Cerqueti, R.
The Valuation of contingent capital with catastrophe risks Lin, S.K.
Sample path large and moderate deviations for risk model with delayed claims Gao, F.
Optimal investment and reinsurance of an insurer with model uncertainty Zhang, X.
Applications of conditional comonotonicity to some optimization problems Cheung, K.C.
What is the impact of stock market contagion on an investor's portfolio choice? Branger, N.
Minimum standards for investment performance Eling, M.
Stochastic portfolio specific mortality and the quantification of mortality basis risk Plat, R.
Ruin probability in the presence of interest earnings and tax payments Wei, L.
A Class of multivariate copulas with bivariate Fréchet marginal copulas Yang, J.
Continuous-time mean-variance portfolio selection with liabilty and regime switching Xie, S.