Insurance : mathematics and economics - Número 1-2 24 1999

Números: Número 1-2 24 1999

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
A class of brivariate stochastic orderings, with applilcations in actualiral sciences
A process with stochastic claim frequency and a linear dividend barrier
Credibility evaluation for the exponential dispersion family
Decomposing catastrophic risk
Fitting bivariate loss distributions with copulas
From ruin theory to pricing reset guarantees and perpetual put options
Modeling different types of automobile insurance fraud behaviour in the Sapanish market
Recursions for convolutions of discrete uniform distributions revisited
Solvency margins and equialization reserves
The effect of the nature of the liabilites on the solvency and maturity puouts of a IK life office fund : a stochastic evaluation
The GARCH(1,1)-M model : results for the densities of the variance and the mean