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Insurance : mathematics and economics-Tomo 49 Número 3 - 2011

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Publicación: Insurance : mathematics and economics

Número: Tomo 49 Número 3 - 2011

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Variable annuities : a unifying valuation approach
Analysis of risk models using a level crossing technique	Brill, P.H.
Asymptotics for risk capital allocations based on conditional tail expectation
Estimating the distortion parameter of the proportional-haard premium for heavy -tailded losses
Sensitivity of risk measures with respect to the normal approximation of total claim distributions	Krätschmer, V.	p. 335-344
Asymnptotic behavior of the empirical conditional value at risk	Gao, F.
Porfolio adjusting optimization with added assets and transaction costs based on credibility measures	Zhang, W.G.
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions	Landriault, D.
Worst case risk measurement : back to the future?	Groovaerts, M.J.
Valuing variable annuity guarnatees with the multivariate Esscher transform	Ng, A.C-Y.
A Risk-based model for the valuation of pension insurance	Chen, A.	p. 401-409
A Characterization of the multivariate excesss wealth ordering	Fernández Pnce, J.M.
Behavioral optimal insurance		p. 418-428
Accounting for regime and parameter uncertainty in regime-switching models	Hartman, B.M.
Modelling and management of longevity risk : approximations to survivor functions and dynamics hedging	Cairns, A.J.G	p. 438-453
Modelling losses and locating the tail with the Pareto Positive stable distribution	Guillen, M.
One year value at risk for longevity and mortality	Plat, R.	p. 462-470