North American actuarial journal-Tomo 18 Número 3 - 2014
Publicación: North American actuarial journal
Número: Tomo 18 Número 3 - 2014
Tipo: Normal
Derechos: InC
Título | Autor | Páginas |
---|---|---|
Portfolio optimization under solvency constraints : a dynamical approach | p. 394-416 | |
Assessing high-risk scenarios by full-range tail dependence copulas | Hua, Lei | |
Weather derivative risk measures for extreme events | Erhardt, Robert J. | p. 379-393 |
Applications of mortality durations and convexities in natural hedges | Lin, Tzuling | p. 417-442 |