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Insurance : mathematics and economics-Volumen 51 Número 3 - noviembre 2012

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Publicación: Insurance : mathematics and economics

Número: Volumen 51 Número 3 - noviembre 2012

Tipo: Normal

Derechos: InC

Título Autor Páginas
A Generalization of the KaplanMeier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models Lopez, Olivier
Moments and semi-moments for fuzzy portfolio selection Sadefo Kamdem, Jules
GramCharlier densities : maximum likelihood versus the method of moments Brio, Esther B. Del
Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach Lee, David
Optimal investment and consumption when regime transitions cause price shocks Lim, Andrew E.B.
On a reduced form credit risk model with common shock and regime switching Liang, Xue p. 567-575
Optimal dividend and equity issuance problem with proportional and fixed transaction costs Peng, Xiaofan
Optimal consumption and allocation in variable annuities with Guaranteed Minimum Death Benefits Gao, Jin
Equitable solvent controls in a multi-period game model of risk Malinovskii, Vsevolod K.
Skew mixture models for loss distributions : a Bayesian approach Bernardi, Mauro
Stochastic evaluation of life insurance contracts : model point on asset trajectories and measurement of the error related to aggregation Nteukam T., Oberlain
Calculation of Bayes premium for conditional elliptical risks Kume, Alfred
Analytical calculation of risk measures for variable annuity guaranteed benefits Feng, Runhuan
Quantifying credit and market risk under Solvency II : standard approach versus internal model Gatzert, Nadine p. 649-666
Optimal investment strategies for the HARA utility under the constant elasticity of variance model Ju Jung, Eun
Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model Gu, Ailing
Minimal cost of a Brownian risk without ruin Luo, Shangshen
Modelling dependent data for longevity projections
Fuzzy risk adjusted performance measures : application to hedge funds Sadefo Kamdem, J.