Volume 44; Issue 2

Insurance: Mathematics and Economics

Volume 44; Issue 2
1

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi, Henrik Bakken
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 4.02 MB
english, 2009
3

To split or not to split: Capital allocation with convex risk measures

Andreas Tsanakas
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 1.62 MB
english, 2009
4

The Markovian regime-switching risk model with a threshold dividend strategy

Yi Lu, Shuanming Li
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 1.77 MB
english, 2009
5

Fuzzy random variables

Arnold F. Shapiro
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 2.05 MB
english, 2009
6

On the discrete-time compound renewal risk model with dependence

Etienne Marceau
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 3.65 MB
english, 2009
9

Worst VaR scenarios: A remark

Roger J.A. Laeven
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 896 KB
english, 2009
10

Editorial

Rob Kaas, Jeroen Loos, Hans Gerber, Marc Goovaerts, Elias Shiu
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 438 KB
english, 2009
11

Multivariate probit models for conditional claim-types

Gary Young, Emiliano A. Valdez, Robert Kohn
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 3.59 MB
english, 2009
13

Editorial

Marc Goovaerts, Rob Kaas, Elias Shiu
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 290 KB
english, 2009
14

Editorial Board

Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 38 KB
english, 2009
15

Contents

Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 126 KB
english, 2009
20

Estimating copula densities through wavelets

Christian Genest, Esterina Masiello, Karine Tribouley
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 10.02 MB
english, 2009
21

On a dual model with a dividend threshold

Andrew C.Y. Ng
Journal:
Insurance: Mathematics and Economics
Year:
2009
Language:
english
File:
PDF, 2.27 MB
english, 2009
22

Special issue contents page

Journal:
Insurance: Mathematics and Economics
Year:
2009
File:
PDF, 120 KB
2009