Insurance : mathematics and economics - Número 1 38 2006

Números: Número 1 38 2006

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
A volatility-varying and jump-diffusion Merton type model of interest rate risk
Affine stochastic mortality	Schrager, David F.	P. 81-97
An Application of the alpha-power approximation in multiple life insurance	Yi, Zhang	P. 98-112
Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
Evaluating and extending the Lee-Carter model for mortality forecasting : bootstrap confidence interval
Financial valuation of guaranteed minimum withdrawal benefits
On the control of defined-benefit pension plans
Optimal portfolio problem with unknown dependency structure
Recursions for compound phase distributions
Speedy convulution algorithms and Panjer recursions for phase-type distributions
Stochastic orders and risk measures : consistency and bounds	Bauerle, Nicole	P. 132-148
The compound Poisson risk model with a threshold dividend strategy
The fair valuation problem of guaranteed annuity options : the stochastich mortality environment case
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities