Insurance : mathematics and economics - Número 1 23 1998

Números: Número 1 23 1998

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Aging properties and bounds for ruin probabilities and stop-loss premiums
Applications to risk theory of a Monte Carlo multiple integration method
Compound bivariate Lagrangian Poisson distributions
Double barrier hitting time distributions with applications to exotic options
Exact and approximate properties of the distribution of surplus before and after ruin
Families of update rules for non-additive measures: applications in pricing risks
On the distribution of a sum of correlated aggregate claims
Prediction of claim numbers based on hazard rates
Zero coupon bons and affine term structures : reconsidering the one-factor model