Insurance : mathematics and economics-Volumen 62 - mayo 2015

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Artigos

Publicação: Insurance : mathematics and economics

Número: Volumen 62 - mayo 2015

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Drought-induced water shortage and salinization are a global threat to agricultural production. With climate change, drought risk is expected to increase as drought events are assumed to occur more frequently and to become more severe. The agricultural se	Luo, Xiaolin
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk	Yang, Bowen
Personal finance and life insurance under separation of risk aversion and elasticity of substitution	Jensen, N.R.
Two maxentropic approaches to determine the probability density of compound risk losses	Gomes-Gonçalves, Erika
On a partial integrodifferential equation of Seal¿s type	Willmot, Gordon E.
Pricing annuity guarantees under a double regime-switching model		p. 62-78
Valuing equity-linked death benefits with a threshold expense strategy	Zhou, Jiang
A Reinsurance game between two insurance companies with nonlinear risk processes	Meng, Hui
Ruin with insurance and financial risks following the least risky FGM dependence structure	Chen, Yiqing
On rational pricing for a profit-seeking insurer in the year of hard market	Malinovskii, Vsevolod K.
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process	Shen, Yang
Valuation of large variable annuity portfolios under nested simulation : A functional data approach	Gan, Guojun
Forecasting mortality in subpopulations using Lee-Carter type models : A comparison	Danesi, Ivan Luciano
Max-factor individual risk models with application to credit portfolios	Denuit, Michel
Phase-type aging modeling for health dependent costs	Govorun, Maria
Minimal representation of insurance prices	Pichler, Alois
Bayesian total loss estimation using shared random effects	Baumgartner, Carolin
Nash equilibrium strategies for a defined contribution pension management	Wu, Huiling
Business planning for a profit-seeking insurer under deficiency of information	Malinovskii, Vsevolod K.
A Modified insurance risk process with uncertainty	Yao, Kai
On some compound distributions with Borel summands	Finner, H.
Robust investment-reinsurance optimization with multiscale stochastic volatility	Seng Pun, Chi
Comparative ambiguity aversion and downside ambiguity aversion	Huang, Yi-Chieh