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

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Publicação: Insurance : mathematics and economics

Número: Volumen 59 Número 1 - noviembre 2014

Tipo: Normal

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