Astin bulletin-Volumen 47 Número 1 - enero 2017
Título | Autor | Páginas |
---|---|---|
Existence and uniqueness of chain ladder solutions | Taylor, Greg | p. 1-41 |
Longevity risk management and shareholder value for a life annuity business | p. 43-77 | |
The Locally linear cairns-blake-dowd model : a note on delta-nuga hedging of longevity risk | Liu, Yanxin | p. 79-151 |
Model selection and averaging of health costs in episode treatment groups | Huang, Shujuan | p. 153-167 |
Approximatinf the density of the time ruin via fourier-cosine series expansión | Zhang, Zhimin | p. 169-198 |
Refraction-reflection strategies in the dual model | Pérez, José Luis | p. 199-238 |
Optimal financing and dividend distribution with transaction costs in the case of restricted dividend rates | Zhu, Jinxia | p. 239-268 |
Potential games with aggregation in non-cooperative general insurance markets | Wu, Renchao | p. 269-302 |
Risk redistribution games with dual utilities | Boonen, Tim J | p. 303-329 |
A Form of multivariate pareto distribution with applications to financial risk measurement | Su, Jianxi | p. 331-357 |