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Insurance : mathematics and economics-Volumen 52 Número 2 - marzo 2013

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Publicación: Insurance : mathematics and economics

Número: Volumen 52 Número 2 - marzo 2013

Tipo: Normal

Derechos: InC

Título Autor Páginas
On the generalized gerber. Shiu function for surplus processes with interest Li, Shuanming
Reinsurance and securitisation of life insurance risk : the impact of regulatory constraints Barrieu, Pauline P. 135-144
Optimal investment policy in the time consistent mean, variance formulation Chen, Zhi-ping
Pricing and securitization of multi-country longevity risk with mortality dependence Yang, Sharon S. p.157-169
A Note on discounted compound renewal sums under dependency Woo, Jae-Kyung
Optimal reinsurance with general premium principles Chi, Yichun p. 180-190
Expected value multiobjective portfolio rebalancing model with fuzzy parameters Gupta, Pankaj
Computing best bounds for nonlinear risk measures with partial information Hong Wong, Man
A Characterization of optimal portfolios under the tail mean,variance criterion Owadally, Iqbal
Systemic risk tradeoffs and option prices Madan, Dilip B.
A Flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions Yang, Sharon S.
Pricing catastrophe risk bonds : A mixed approximation method Ma, Zong-Gang
A Nonparametric approach to calculating value-at-risk Alemany, Ramon
Best portfolio insurance for long-term investment strategies in realistic conditions Pezier, Jacques P.
Modeling and forecasting mortality rates
Pricing inflation products with stochastic volatility and stochastic interest rates
Extremes and products of multivariate AC-product risks Yang, Yang p. 312-319
Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data Hatzopoulos, P.
Testing tail monotonicity by constrained copula estimation Gijbels, Irène
Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model Wüthrich, Mario V.
Optimal decision on dynamic insurance price and investment portfolio of an insurer
Claims reserving in the hierarchical generalized linear model framework Gigante, Patrizia
Pure robust versus robust portfolio unbiased.Credibility and asymptotic optimality Pitselis, Georgios