Insurance : mathematics and economics - Volumen 57 Número 1 - julio 2014

Números: Volumen 57 Número 1 - julio 2014

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
A Hybrid method to evaluate pure endowment policies : crédit Agricole and ERGO Index linked policies	Recchioni, M.C.
A Note on multiple life premiums for dependent lifetimes	Kaluszka, M.
Capital allocation based on the Tail Covariance Premium Adjusted	Wang, Min
Distorted Mix Method for constructing copulas with tail dependence	Li, Lujun
Optimal capital allocations to interdependent actuarial risks	You, Yinping
Optimal investment-reinsurance with delay for mean-variance insurers : a maximum principle approach	Shen, Yang	p. 1-12
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework	Guan, Guohui
Optimal reinsurance with regulatory initial capital and default risk	Cai, Jun
Optimal risk and liquidity management with costly refinancing opportunities	Barth, Andrea
Pricing currency derivatives with Markov-modulated Lévy dynamics	Swishchuk, Anatoliy
Recognizing and visualizing copulas : an approach using local Gaussian approximation
Reserve-dependent benefits and costs in life and health insurance contracts	Christiansen, Marcus C.	p. 132-137
Robust and bias-corrected estimation of the coefficient of tail dependence	Dutang, Christophe