Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.

Insurance : mathematics and economics-Volumen 52 Número 1 - enero 2013

Detalhe
Artigos

Imagem do registro

Publicação: Insurance : mathematics and economics

Número: Volumen 52 Número 1 - enero 2013

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Continuous-time mean-variance asset-liability management with endogenous liabilities	Yao, Haixiang
Pricing and simulations of catastrophe bonds	Nowak, Piotr	p. 18-28
A Note on killing with applications in risk theory	Ivanovs, Jevgenijs
If we can simulate it, we can insure it : an application to longevity risk management	Boyer, M. Martin	p. 35-45
Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures	Lu, ZhiYi
Optimal investment for an insurer with cointegrated assets : CRRA utility	Choi Chiu, Mei
Exchanging uncertain mortality for a cost	Donnelly, Catherine
Pricing inflation-linked variable annuities under stochastic interest rates	Tiong, Serena
Individual post-retirement longevity risk management under systematic mortality risk	Hanewald, Katja
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Longevity bond pricing under stochastic interest rate and mortality with regime-switching	Shen, Yang
Erratum to "Lévy risk model with two-sided jumps and a barrier dividend strategy"
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables	Christiansen, Marcus C.