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Insurance : mathematics and economics-Tomo 50 Número 3 - 2012

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Publicación: Insurance : mathematics and economics

Número: Tomo 50 Número 3 - 2012

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Stochastic comparisons of capital allocations with applications	Xu, Maochao
Multivariate stress scenarios and solvency	McNeil, Alexander J.
Parametric mortality improvement rate modelling and projecting	Haberman, Steven
The Joint distribution of the time to ruin and the number of claims until ruin in the classical risk model	Dickson, David C.M.
Ambiguity aversion, higher-order risk attitude and optimal effort	Huang, Rachel J.
Modeling dependence dynamics through copulas with regime switching	Silva Filho, Osvaldo Candido da
The Herd behavior index. : A new measure for the implied degree of co-movement in stock market
Multi-period mean-variance portfolio selection with regime switching and a stochastic cash flow	Wu, Huiling
Comparison of increasing directionally convex transformations of random vectors with a common copula	Belzunce, Félix
Managing longevity and disability risks in life annuities with long term care	Levantesi, Susanna
Delta-Gamma hedging of mortality and interest rate risk	Luciano, Elisa
Characterization of left-monotone risk aversion in the RDEU model	Mao, Tiantian
On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities	Li, Xiaohu
Dependence modeling in non-life insurance using the Bernstein copula	Diers, Dorothea
Dividends and reinsurance under a penalty for ruin	Liang, Zhibin
Are quantile risk measures suitable for risk-transfer decisions?	Guerra, Manuel