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Insurance : mathematics and economics-Tomo 48 Número 1 - 2011

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Publicación: Insurance : mathematics and economics

Número: Tomo 48 Número 1 - 2011

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
Three retirement decision models for defined contribution pension plan members	MacDonald, B.J.
Risk models based on time series for count random variables	Cossette, H.
The Strictest common relaxation of a family of risk measures	Roorda, B.
A Comparative study of parametric mortality projection models	Haberman, S.
On the Distribution of the (un)bounded sum of random variables	Cherubini, U.
Optimal non-proportional reinsurance control and stochastic differential games	Taksar, M.
Robust-efficient credibility models with heavy-tailed claims : a mixed linear models perspective	Dornheim, H.
The Influence of individual claims on the chain-ladder estimates : analysis and diagnostic tool	Verdonck, T.
Multivariate density estimation using dimension reducing information and tail flattening transformations	Buch-Kromann, T.
Risk measures in ordered normed linear spaces with non-empty cone-interior	Konstantinides, D.G.
On absolute ruin minimization under a diffusion approximation model	Luo, S.
Risk processes with shot noise Cox claim number process and reserve dependent premium rate	Macci, C.
Portfolio selection and duality under mean variance preferences	Eichner, T.
Tails of correlation mixtures of elliptical copulas	Manner, H.