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Insurance : mathematics and economics-Volumen 57 Número 1 - julio 2014

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Artigos

Publicação: Insurance : mathematics and economics

Número: Volumen 57 Número 1 - julio 2014

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Optimal investment-reinsurance with delay for mean-variance insurers : a maximum principle approach	Shen, Yang	p. 1-12
Optimal reinsurance with regulatory initial capital and default risk	Cai, Jun
A Note on multiple life premiums for dependent lifetimes	Kaluszka, M.
Optimal risk and liquidity management with costly refinancing opportunities	Barth, Andrea
Robust and bias-corrected estimation of the coefficient of tail dependence	Dutang, Christophe
Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework	Guan, Guohui
Pricing currency derivatives with Markov-modulated Lévy dynamics	Swishchuk, Anatoliy
Distorted Mix Method for constructing copulas with tail dependence	Li, Lujun
Recognizing and visualizing copulas : an approach using local Gaussian approximation
Optimal capital allocations to interdependent actuarial risks	You, Yinping
A Hybrid method to evaluate pure endowment policies : crédit Agricole and ERGO Index linked policies	Recchioni, M.C.
Capital allocation based on the Tail Covariance Premium Adjusted	Wang, Min
Reserve-dependent benefits and costs in life and health insurance contracts	Christiansen, Marcus C.	p. 132-137