Volume 43; Issue 1

Insurance: Mathematics and Economics

Volume 43; Issue 1
2

The impact of illiquidity on the asset management of insurance companies

Thomas R. Berry-Stölzle
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 1.04 MB
english, 2008
6

Worst allocations of policy limits and deductibles

Lei Hua, Ka Chun Cheung
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 357 KB
english, 2008
8

Threshold control of mutual insurance with limited commitment

Jia Yan, John J. Liu, Kevin X. Li
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 795 KB
english, 2008
11

The effect of modelling parameters on the value of GMWB guarantees

Z. Chen, K. Vetzal, P.A. Forsyth
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 728 KB
english, 2008
12

Tail asymptotic results for elliptical distributions

Enkelejd Hashorva
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 390 KB
english, 2008
13

Optimal reinsurance under VaR and CTE risk measures

Jun Cai, Ken Seng Tan, Chengguo Weng, Yi Zhang
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 467 KB
english, 2008
14

Editorial Board

Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 51 KB
english, 2008
15

Optimal consumption and portfolio choice for pooled annuity funds

Michael Z. Stamos
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 820 KB
english, 2008
16

GARCH option pricing: A semiparametric approach

Alexandru M. Badescu, Reg J. Kulperger
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 1.21 MB
english, 2008
18

Fitting mixed-effects models when data are left truncated

Jostein Paulsen, Astrid Lunde, Hans Julius Skaug
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 602 KB
english, 2008
19

Quadratic stochastic intensity and prospective mortality tables

C. Gourieroux, A. Monfort
Journal:
Insurance: Mathematics and Economics
Year:
2008
Language:
english
File:
PDF, 983 KB
english, 2008