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Astin bulletin-Tomo 38 Número 2 - 2008

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Artigos

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Publicação: Astin bulletin

Número: Tomo 38 Número 2 - 2008

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Optimal insurance and reinsurance policies in the risk process	Golubin, A.Y.
Dividend moments in the dual risk model: exact and approximate approaches	Cheung, Eric C.K.
Optimal investment and bounded ruin probability : constant portfolio strategies and mean-variance analysis	Korn, Ralf
Pareto optimality and equilibrium in an insurance market	Golubin, A.Y.
The Gerber-shiu expected discounted penalty-reward function under an affine jump-diffusion model	Avram, Florin
Market consistent pricing of insurance products	Malamud, Semyon
Sampling distributions of critical illness insurance premium rates : breast and ovarian cancer	Lu, Li
Analytic solution for return of premium and rollup guaranteed minimum death benefit options under some simple mortality laws	Ulm, Eric R.
Credibility for the chain ladder reserving method	Gisler, Alois
Economic capital allocations for non-negative portfolios of dependent risks	Furman, Edward
A Universal pricing framework for guaranteed minimum benefits in variable annuities	Bauer, Daniel
Optimal dividends in the dual model with diffusion	Avanzi, Benjamin