Insurance : mathematics and economics-Volumen 62 - mayo 2015

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Publicación: Insurance : mathematics and economics

Número: Volumen 62 - mayo 2015

Tipo: Normal

Título Autor Páginas
Drought-induced water shortage and salinization are a global threat to agricultural production. With climate change, drought risk is expected to increase as drought events are assumed to occur more frequently and to become more severe. The agricultural se Luo, Xiaolin
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk Yang, Bowen
Personal finance and life insurance under separation of risk aversion and elasticity of substitution Jensen, N.R.
Two maxentropic approaches to determine the probability density of compound risk losses Gomes-Gonçalves, Erika
On a partial integrodifferential equation of Seal¿s type Willmot, Gordon E.
Pricing annuity guarantees under a double regime-switching model p. 62-78
Valuing equity-linked death benefits with a threshold expense strategy Zhou, Jiang
A Reinsurance game between two insurance companies with nonlinear risk processes Meng, Hui
Ruin with insurance and financial risks following the least risky FGM dependence structure Chen, Yiqing
On rational pricing for a profit-seeking insurer in the year of hard market Malinovskii, Vsevolod K.
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process Shen, Yang
Valuation of large variable annuity portfolios under nested simulation : A functional data approach Gan, Guojun
Forecasting mortality in subpopulations using Lee-Carter type models : A comparison Danesi, Ivan Luciano
Max-factor individual risk models with application to credit portfolios Denuit, Michel
Phase-type aging modeling for health dependent costs Govorun, Maria
Minimal representation of insurance prices Pichler, Alois
Bayesian total loss estimation using shared random effects Baumgartner, Carolin
Nash equilibrium strategies for a defined contribution pension management Wu, Huiling
Business planning for a profit-seeking insurer under deficiency of information Malinovskii, Vsevolod K.
A Modified insurance risk process with uncertainty Yao, Kai
On some compound distributions with Borel summands Finner, H.
Robust investment-reinsurance optimization with multiscale stochastic volatility Seng Pun, Chi
Comparative ambiguity aversion and downside ambiguity aversion Huang, Yi-Chieh