Volume 46; Issue 1

2

An insurance risk model with stochastic volatility

Year:
2010
Language:
english
File:
PDF, 2.52 MB
english, 2010
3

On the Gerber–Shiu function and change of measure

Year:
2010
Language:
english
File:
PDF, 1.70 MB
english, 2010
5

Finite time ruin problems for the Erlang(2) risk model

Year:
2010
Language:
english
File:
PDF, 1.28 MB
english, 2010
7

On the pricing of longevity-linked securities

Year:
2010
Language:
english
File:
PDF, 2.02 MB
english, 2010
12

On the time value of absolute ruin with tax

Year:
2010
Language:
english
File:
PDF, 3.10 MB
english, 2010
14

Longevity bond premiums: The extreme value approach and risk cubic pricing

Year:
2010
Language:
english
File:
PDF, 3.90 MB
english, 2010
16

Mortality risk modeling: Applications to insurance securitization

Year:
2010
Language:
english
File:
PDF, 2.37 MB
english, 2010
18

Securitization, structuring and pricing of longevity risk

Year:
2010
Language:
english
File:
PDF, 7.92 MB
english, 2010
23

Editorial Board

Year:
2010
Language:
english
File:
PDF, 38 KB
english, 2010
24

Securitizing and tranching longevity exposures

Year:
2010
Language:
english
File:
PDF, 2.78 MB
english, 2010