Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.

Insurance : mathematics and economics-Volumen 61 - marzo 2015

Detalle
Artículos

Imagen del registro

Publicación: Insurance : mathematics and economics

Número: Volumen 61 - marzo 2015

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
On multivariate extensions of the conditional value-at-risk measure
Reducing model risk via positive and negative dependence assumptions	Bignozzi, V.
Vigilant measures of risk and the demand for contingent claims	Ghossoub, M.
Assesing the solvency of insurance portfolios via a continuous-time cohort model	Jevtic, P.
Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times	Badila, E.S.
Comparison of conditional distributions in portfolios of dependent risks	Sordo, M.A.
On optimal reinsurance policy with distortion risk measures and premiums	Assa, H.
In-sample forecasting applied to reserving and mesothelioma mortality	Mammen, E.
Optimal allocation and consumption with guaranteed minimum death benefits, external income and term life insurance	Gao, J.
Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns	Guan, G.
Age-specific copula-AR-GARCH mortalitiy models	Lin, T.
The Time of deducting fees for variable annuities under the state-dependent fee structure	Zhou, J.
Tail negative dependence and its applications for aggregate loss modeling	Hua, L.
Modeling loss data using composite models