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Centro de Documentación y Conocimiento

Insurance : mathematics and economics - Tomo 45 Número 1 - 2009

Publicação: Insurance : mathematics and economics

Números: Tomo 45 Número 1 - 2009

Tipo: Normal

Direitos: InC

Título Autor Páginas
A Class of multivariate copulas with bivariate Fréchet marginal copulas Yang, J.
A Markov-modulated model for stocks paying discrete dividends Sakkas, E.
A Spatial mixed poisson framework for combination of excess-of-loss and proportional reinsurance contracts Cerqueti, R.
An Optimal dividends problem with transaction costs for spectrally negative Lévy processes Loeffen, R.L.
Applications of conditional comonotonicity to some optimization problems Cheung, K.C.
Continuous-time mean-variance portfolio selection with liabilty and regime switching Xie, S.
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts Necir, A.
Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints Maurer, R.
Minimum standards for investment performance Eling, M.
Optimal investment and reinsurance of an insurer with model uncertainty Zhang, X.
Optimal investment strategy for annuity contracts under the constatn elasticity of variance (CEV) model Gao, J.
Ruin probability in the presence of interest earnings and tax payments Wei, L.
Sample path large and moderate deviations for risk model with delayed claims Gao, F.
Semiparametric model for prediction of individual claim loss reserving Zhao, X.B.
Stochastic portfolio specific mortality and the quantification of mortality basis risk Plat, R.
The Valuation of contingent capital with catastrophe risks Lin, S.K.
Upper comonotonicity Cheung, K.C.
What is the impact of stock market contagion on an investor's portfolio choice? Branger, N.