Volume 45; Issue 3

1

Correlation order, merging and diversification

Year:
2009
Language:
english
File:
PDF, 1.31 MB
english, 2009
2

Comparative higher-degree Ross risk aversion

Year:
2009
Language:
english
File:
PDF, 803 KB
english, 2009
3

Esscher transforms and consumption-based models

Year:
2009
Language:
english
File:
PDF, 1.84 MB
english, 2009
4

TVaR-based capital allocation with copulas

Year:
2009
Language:
english
File:
PDF, 3.97 MB
english, 2009
7

A perturbed risk model with dependence between premium rates and claim sizes

Year:
2009
Language:
english
File:
PDF, 2.02 MB
english, 2009
8

Dynamic mortality factor model with conditional heteroskedasticity

Year:
2009
Language:
english
File:
PDF, 4.61 MB
english, 2009
11

Quantile hedging for guaranteed minimum death benefits

Year:
2009
Language:
english
File:
PDF, 1.77 MB
english, 2009
14

Comparing tail variabilities of risks by means of the excess wealth order

Year:
2009
Language:
english
File:
PDF, 792 KB
english, 2009
16

Editorial Board

Year:
2009
Language:
english
File:
PDF, 38 KB
english, 2009
17

On stochastic mortality modeling

Year:
2009
Language:
english
File:
PDF, 9.28 MB
english, 2009