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Insurance : mathematics and economics-Número 1 23 1998

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Publicação: Insurance : mathematics and economics

Número: Número 1 23 1998

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Families of update rules for non-additive measures: applications in pricing risks
On the distribution of a sum of correlated aggregate claims
Compound bivariate Lagrangian Poisson distributions
Aging properties and bounds for ruin probabilities and stop-loss premiums
Double barrier hitting time distributions with applications to exotic options
Prediction of claim numbers based on hazard rates
Applications to risk theory of a Monte Carlo multiple integration method
Zero coupon bons and affine term structures : reconsidering the one-factor model
Exact and approximate properties of the distribution of surplus before and after ruin