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Insurance : mathematics and economics-Tomo 48 Número 2 - 2011

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Publicación: Insurance : mathematics and economics

Número: Tomo 48 Número 2 - 2011

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee	Nteukam, O.
Optimal investment and consumption decision of a family with life insurance	Kwak, M.
Refinements of two sided bounds for renewal equations	Woo, J.K.
Entropy, longevity and the cost of annuities	Haberman, S.
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas	Choe, G.H.
A New proof of Cheung's characterization of comonotonicity	Mao, T.
On 1-convexity and nucleolus of co-insurance games
Bayesian multivariate Poisson models for insurance ratemaking	Bermúdez, L.
Adaptive importence sampling for simulating copula-based distributions	Bee, M.
Approximation of bivariate copulas by patched bivariate Fréchet copulas	Zheng, Y.
Log-supermodularity of weight functions, ordering weigthed losses, and the loading monotonicity of weighted premiums	Sendov, H.S.
Explicit ruin formulas for models with dependence among risks	Albrecher, H.
An Application of comonotonicity theory in a stochastic life annuity framework	Liu, X.
Quantile hedging for equity-linked contracts	Klusik, P.
Impact of insurance for operational risks : is it worthwhile to insure or be insured for severe losses?	Peters, G.W.
An Operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models	Feng, R.