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Insurance : mathematics and economics-Número 1 41 2007

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Publicação: Insurance : mathematics and economics

Número: Número 1 41 2007

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Monotone and cash-invarianta convex functions and hulls
On the discounted penalty function in the renewal risk model with general interclaim times
A time-series risk model with constant interest for dependent classes of business
Two-side bounds for the distribution of the deficit at ruin in the renewal risk model
Extreme behavior of bivariate elliptical distributions
Jump diffusion processes and their applications in insurnace and finance
Predicting automobile claims bodily injury severity with sequential ordered logit models
Valuation of cash flows under random rates of interest: a linear algebraic approach
Integrating optimal annuity planning with consumption-investment selections in retirement planning
Optimal dividends in the dual model
The compound binomial risk model with time-correlated claims
Management of a pension fund under mortality and financial risks
On a modification of the classical risk process