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Insurance : mathematics and economics-Número 3 25 1999

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Publicación: Insurance : mathematics and economics

Número: Número 3 25 1999

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Analytic and bootstrap estimates of prediction errors in claim reserving
Conditional dominance criteria: definition and application to risk-management
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
Term structure modeling and asymptotic long rate
A synthesis of risk measures for capital asequacy
Insolvency risk and its impact on the policyholdersn investment choices: a mean-variance approach for participating life insurance business in UK
The Esscher premium principle in risk theory: a Bayesian sensitivity study
Practical approximations for multivariate characteristics of risk processes