Insurance : mathematics and economics-Volumen 59 Número 1 - noviembre 2014

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Artigos

Publicação: Insurance : mathematics and economics

Número: Volumen 59 Número 1 - noviembre 2014

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Potential measures for spectrally negative Markov additive processes with applications in ruin theory	Feng, Runhuan
On the distribution of sums of random variables with copula-induced dependence	Gijbels, Irène
Fitting asset returns to skewed distributions : Are the skew-normal and skew-student good models?	Eling, Martin
On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes	Avram, F.
Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions	Benkhelifa, Lazhar
Efficient approximations for numbers of survivors in the Lee-Carter model	Gbari, Samuel
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff	Peng, Xingchun
Dynamic hybrid products in life insurance : Assessing the policyholders' viewpoint	Bohnert, Alexander
Optimal reinsurance with premium constraint under distortion risk measures	Zheng, Yanting
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions	Choi, Michael C.H.
Robust LMI stability, stabilization and H& control for premium pricing models with uncertainties into a stochastic discrete-time framework	Pantelous, Athanasios A.
Multivariate reinsurance designs for minimizing an insurer's capital requirement	Zhu, Yunzhou
Solvency II, regulatory capital, and optimal reinsurance : How good are Conditional Value-at-Risk and spectral risk measures?	Brandtner, Mario	p. 156-167
Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation	Zhang, Zhimin
The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks	Sun, Ying
Simulation analysis of ruin capital in Sparre Andersen's model of risk	Malinovskii, Vsevolod K.
Coherent mortality forecasting with generalized linear models : A modified time-transformation approach	Saeed Ahmadi, Seyed
Optimal investment, consumption and proportional reinsurance under model uncertainty	Peng, Xingchun
Archimedean copulas derived from utility functions	Spreeuw, Jaap
Mean-chance model for portfolio selection based on uncertain measure	Huang, Xiaoxia
Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes	Heilpern, Stanislaw
A Copula based Bayesian approach for paidincurred claims models for non-life insurance reserving	Peters, Gareth W.
A Separation theorem for the weak s-convex orders	Denuit, Michel
Parametric mortality indexes : from index construction to hedging strategies
Mean-variance asset-liability management with asset correlation risk and insurance liabilities	Choi Chiu, Mei
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function	Tang, Qihe
lp-metric under the location-independent risk ordering of random variables	Yang, Jianping
Notes on discrete compound Poisson model with applications to risk theory	Zhang, Huiming
On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times	Yan Lee, Wing	p. 1-10
Risk aggregation and stochastic claims reserving in disability insurance	Djehiche, Boualem	p. 100-108