North American actuarial journal-Tomo 21 Número 1 - 2017
Publicación: North American actuarial journal
Número: Tomo 21 Número 1 - 2017
Tipo: Normal
Derechos: InC
| Título | Autor | Páginas |
|---|---|---|
| Optimal reinsurance design : a mean-variance approach | Chi, Yichun | p. 1-14 |
| Arrow's theorem of the deductible with heterogeneous beliefs | Ghossoub, Mario | p. 15-35 |
| Asymptotic investment behaviors under a jump-diffusion risk process | Belkína, Tatiana | p.36-62 |
| lmpact of flexible periodic premiums on variable annuity guarantees | Bernard, Carole | p. 63-86 |
| Mean-variance asset liability management with state-dependent risk aversion | p. 87-106 | |
| Model-based and nonparametric approaches to clustering for data compression in actuarial applications | O'Hagan, Adrían | p. 107-146 |
| Factor copula approaches for assessing spatially dependent high-dimensional risks | Hua, Lei | p. 147-160 |