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Insurance : mathematics and economics-Tomo 48 Número 3 - 2011

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Publicación: Insurance : mathematics and economics

Número: Tomo 48 Número 3 - 2011

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Household consumption, investment and life insurance	Bruhn, Kenneth
On the threshold dividend strategy for a generalized jumpdiffusion risk model	Chi, Yichun
Stochastic comparisons for allocations of policy limits and deductibles with applications	Lu, ZhiYi
Classical and singular stochastic control for the optimal dividend policy when there is regime switching	Sotomayor, Luz R.
Mortality density forecasts : an analysis of six stochastic mortality models
Characterization of upper comonotonicity via tail convex order	Nam, Hee Seok
Convolutions of multivariate phase-type distributions	Berdel, Jasmin
Mathematical investigation of the Gerber-Shiu function in the case of dependent inter-claim time and claim size	Orbán Mihálykó, Éva
A Generalized penalty function in Sparre Andersen risk models with surplus-dependent premium	Cheung, Eric C.K.
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics	Bauerle, Nicole
A New discrete distribution with actuarial applications	Gómez-Déniz, Emilio