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Insurance : mathematics and economics-Tomo 47 Número 2 - 2010

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Publicação: Insurance : mathematics and economics

Número: Tomo 47 Número 2 - 2010

Tipo: Normal

Direitos: InC

Título Autor Páginas
Forward mortality and other vital rates : are they way forward? Norberg, R.
Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation methdos Apaydin, A.
Valuation of equity-indexed annuity under stochastic mortality and interest rate
Characterizing a comonotonic random vector by the distribution of the sum of its components Cheung, K.C.
Joint characteristic functions construction via copulas Komelj, J.
Optimal investment-reinsurance policy for an insurance company with VaR constraint Chen, S.
Comonotonic convex upper bound and majorization Cheung, K.C.
Upper comonotonicity and conex upper bounds for sums of random variables Dong, J.
On Optimal allocation of risk vectors Kiesel, S.
Pricing longevity risk with the parametric bootstrap : a maximun entropy approach Li, J.S.H.
A Note on additive risk measeures in rank-dependent utility Goovaerts, M.J.
Biometric worst-case scenarios for multi-state life insurance policies Christiansen, M.C.
Bias correction for estimated distortion risk measure using the bootstrap Kim, J.H.T
Obtaining the dividends-penalty identities by interpretation Gerber, H.U.
Optimal premium policy of an insurance firm : full and partial information Huang, J.
Pricing maturity guarantee with dynamic withdrawal benefit Ko, B.
Parameter estimation of a bivariate compund Poisson process Esmaelli, H.
Catastrophe risk management with counterparty risk using alternative instruments Wu, Y.C.
Optimal non-proportional reinsurance control Hipp, C.