Volume 46; Issue 3

2

Markov-modulated jump–diffusions for currency option pricing

Year:
2010
Language:
english
File:
PDF, 633 KB
english, 2010
8

Dependence structure of risk factors and diversification effects

Year:
2010
Language:
english
File:
PDF, 427 KB
english, 2010
10

On the Tail Mean–Variance optimal portfolio selection

Year:
2010
Language:
english
File:
PDF, 497 KB
english, 2010
12

Paid–incurred chain claims reserving method

Year:
2010
Language:
english
File:
PDF, 671 KB
english, 2010
14

Editorial Board

Year:
2010
Language:
english
File:
PDF, 38 KB
english, 2010
15

The conversion option in life insurance

Year:
2010
Language:
english
File:
PDF, 687 KB
english, 2010
16

The optimal reinsurance strategy — the individual claim case

Year:
2010
Language:
english
File:
PDF, 499 KB
english, 2010
17

Optimal design of profit sharing rates by FFT

Year:
2010
Language:
english
File:
PDF, 925 KB
english, 2010
18

A general multivariate chain ladder model

Year:
2010
Language:
english
File:
PDF, 746 KB
english, 2010