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-Tomo 46 Número 1 - February 2010

Detalle
Artículos

Imagen del registro

Publicación: Insurance : mathematics and economics

Número: Tomo 46 Número 1 - February 2010

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Finite time ruin problems for the Erlang risk model	Dickson, D.C.M.
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence	Tang, Q.
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts	Willmot, G.E.
An algebraic operator approach to the analysis of Gerber-Shiu functions
An insurance risk model with stochastic volatility	Chi, Y.
On time value of absolute ruin with tax
A Note on scale functions and the time value of ruin for Lévy insurance risk proceses	Biffis, E.
On a generalization of the Gerber-Shiu function to path-dependent penalties	Biffis, E.
De Finetti's optimal dividens problem with an affine penalty funcition at ruin	Loeffen, R.L.
A Generalized penalty function with the maximum surplus prior to ruin in a MAP risk model	Cheung, E.C.K.