Insurance : mathematics and economics-Volumen 53 Número 1 - julio 2013

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Artículos

Publicación: Insurance : mathematics and economics

Número: Volumen 53 Número 1 - julio 2013

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
An Optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments	Badaoui, Mohamed
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets	Hao, Xuemiao
Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model	Zhang, Zhimin
Credibility theory based on trimming	Kim, Joseph H.T.
Actuarial applications of the linear hazard transform in mortality immunization	Tsai, Cary Chi-Liang
Consistent dynamic affine mortality models for longevity risk applications	Blackburn, Craig
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles	Cui, Wei
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion	Li, Yongwu
A Unified analysis of claim costs up to ruin in a Markovian arrival risk model	Cheung, Eric C.K.
Optimal dividends with debts and nonlinear insurance risk processes	Meng, Hui
Mortality surface by means of continuous time cohort models	Jevtic, Petar
When can insurers offer products that dominate delayed old-age pension benefit claiming?	Sanders, Lisanne
Modelling and projecting mortality improvement rates using a cohort perspective	Haberman, Steven
Approximations of the tail probability of the product of dependent extremal random variables and applications	Qu, Zhihui
Optimal reinsurance subject to Vajda condition	Chi, Yichun
Distortions of multivariate distribution functions and associated level curves : Applications in multivariate risk theory	Bernardino, Elena Di
ECOMOR and LCR reinsurance with gamma-like claims	Hashorva, Enkelejd
Market value margin calculations under the cost of capital approach within a bayesian chain ladder framework	Robert, Christian Y.
A Note on the family of extremality stochastic orders	López-Díaz, María Concepción
A Heavy traffic approach to modeling large life insurance portfolios	Blanchet, Jose
Optimal risk transfer under quantile-based risk measurers	Asimit, Alexandru V.
Long-term behavior of stochastic interest rate models with jumps and memory	Bao, Jianhai
Simple risk measure calculations for sums of positive random variables	Guillén, Montserrat
Markowitz's mean-variance asset-liability management with regime switching : A time-consistent approach	Wei, J.
Modified Gaussian pseudo-copula : applications in insurance and finance	Fang, Y.	p. 292-301
Intensity-based premium evaluation for unemployment insurance products	Biagini, Francesca