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Insurance : mathematics and economics-Tomo 46 Número 2 - April 2010

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Publicación: Insurance : mathematics and economics

Número: Tomo 46 Número 2 - April 2010

Tipo: Normal

Derechos: InC

Título Autor Páginas
Optimal asset allocation for a general portfolio of life insurance policies Huang, H.C.
Conditional law of risk processes given that ruin occurs Schmidli, H.
Applying copula models to individual claim loss reserving methods Zhao, X.
Optimal insurance in the presence of insurer's loss limit Zhou, C.
On a Multivariable Pareto distribution Asimit, A.V.
A Benchmarking approach to optimal asset allocation for insurers and pension funds Lim, A.E.B.
Stochastic comparisons for time transformed exponential models Mulero, J.
A New approach to the credibility formula Payandeh Najafabadi, A.T.
Constrained smoothing B-splinesfor the term structure of interest rates Poletti Laurini, M.
Multivariate tweedie distributions and some related capital at risk analyses Furman, E.
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model Tang, Q.
Is the home equity conversion mortgage in the United States sustainable? : evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform Chen, H.
Analysis of the expected discounted penalty function for a general jump-diffusion risk moedel and applications in finance Chi, Y.
Optimal reinsurance with a rescuing procedure Zeng, X.
Archimedean copula estimation and model selection via I1-norm symmetric distribution Qu, X.
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates Xie, J.H.
An Additive stochastic model of mortality rates : an application to longevity risk in reserve evaluation Lin, T.