Insurance : mathematics and economics - Número 3 24 1999

Números: Número 3 24 1999

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
A longitudinal data anlysis interpretation of credibility models
A theorem on multi-period insurance contracts without commitment
Explicit finite-time and infinite-time ruin probabilites in the continuous case
Extremal generators and extremal distributions for the continuous s-convex stochastic orderings
Inequality extensions of Prabhu's formula in ruin theory
Non-optimality of a linear combination of proportional and non-proportional reinsurance
On dependence of risks and stop-loss premiums
On the distribution of the surplus of the D-E model prior to and at ruin
On the distributions of two classes of correlated aggregate claims
Optimal pension funding through dynamic simulations : the case of Taiwan public employees retirement system
Sequiential credibility evaluation for symmetric location claim distributions
Supermodular ordering and stochastic annuities