Insurance : mathematics and economics-Volumen 51 Número 1 - julio 2012

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Artículos

Publicación: Insurance : mathematics and economics

Número: Volumen 51 Número 1 - julio 2012

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Portfolio selection through an extremality stochastic order
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
The Time to ruin and the number of claims until ruin for phase-type claims	Frostig, E.
Optimal dividend policies for compound Poisson processes The case of bounded dividend rates	Azcue, P.
A New class of models for heavy tailed distributions in finance and insurance risk	Ahn, S.
Alarm system for insurance companies : A strategy for capital allocation	Das, S.	p. 53-65
Claims development result in the paid-incurred chain reserving method	Haap, S.
Valuing equity-linked death benefits and other contingent options : A discounted density approach	Gerber, H.U.
Ruin by dynamic contagien claims	Dassios, A.	p. 93-106
Haezendonck-Goovaerts risk measures and Orlicz quantiles	Bellini, F.
Tail distortion risk and its asymptotic analysis	Zhu, L.
Copula based hierarchical risk aggregation through sample reordering	Arbenz, P.	p. 122-133
On the analysis of a general class of dependent risk processes	Willmot, G.E.
Jackknife empirical likelihood method for sorne risk measures and related quantities	Peng, L.
Pricing compound Poisson processes with the Farlie-Gumbei-Morgenstern dependence structure	Marri, T.
A Performance analysis of participating life insurance contracts	Faust, R.
Optimal asset allocation for OC pension plans under inflation	Han, N.W
Dynamic hedging of conditional value-at-risk	Melnikov, A.
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model	Li, Z.
Multivariate longitudinal modeling of insurance company expenses	Shi, P.
A Maximum-entropy approach to the linear credibility formula	Payandeh Najafabadi, A.T.
Multivariate insurance models : An overview	Anastasiadis, S.