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 3 - June 2010

Detalle
Artículos

Imagen del registro

Publicación: Insurance : mathematics and economics

Número: Tomo 46 Número 3 - June 2010

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
The Converson option in life insurance	Su, K.C.
The Compound binomial model with randomly paying dividends to shareholders and policyholders	He, L.
The Optimal reinsurance strategy : the individual claim case	Centeno, M.L.
Markov-modulated jump-diffusions for currency option pricing	Bo, L.
Optimal design or profit sharing rates	Hainaut, D.
Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market	Perera, R.S.
A Risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments	Zhang, W. G.
The Development of a simple and intuitive rating system under Solvency II	Van Laere, Elisabeth	p. 500-510
An Extended CEV model and the legendre transform -dual-asymptotic solutions for annuity contracts	Gao, J.
Dependence structure of risk factors and diversifictaion effects	Zhou, C.
Risk concentration and diversification : second order properties	Degen, M.
On the Tail mean-variance optimal porftolio selection	Landsman, Z.
Detecting fuzzy relationships in regression models : the case of insuere solvency surveillance in Germany	Berry-Stölzle, T.R.
Paid-incurred chain claims reserving method	Merz, M.
Constant elasticity of variance model for proportional reinsurance and investment strategies	Gu, M.
On the Optimal design of insurance contracts with guarantees	Branger, N.	p. 485-492