Volume 47; Issue 2

Insurance: Mathematics and Economics

Volume 47; Issue 2
1

Optimal non-proportional reinsurance control

Christian Hipp, Michael Taksar
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 394 KB
english, 2010
2

Pricing maturity guarantee with dynamic withdrawal benefit

Bangwon Ko, Elias S.W. Shiu, Li Wei
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 466 KB
english, 2010
4

Obtaining the dividends–penalty identities by interpretation

Hans U. Gerber, Hailiang Yang
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 205 KB
english, 2010
5

Bias correction for estimated distortion risk measure using the bootstrap

Joseph H.T. Kim
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 386 KB
english, 2010
6

Biometric worst-case scenarios for multi-state life insurance policies

Marcus C. Christiansen
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 383 KB
english, 2010
8

On optimal allocation of risk vectors

Swen Kiesel, Ludger Rüschendorf
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 422 KB
english, 2010
12

Editorial Board

Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 38 KB
english, 2010
14

Parameter estimation of a bivariate compound Poisson process

Habib Esmaeili, Claudia Klüppelberg
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 1.12 MB
english, 2010
15

A note on additive risk measures in rank-dependent utility

Marc J. Goovaerts, Rob Kaas, Roger J.A. Laeven
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 247 KB
english, 2010
17

Comonotonic convex upper bound and majorization

Ka Chun Cheung
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 307 KB
english, 2010
18

Joint characteristic functions construction via copulas

Janez Komelj, Mihael Perman
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 375 KB
english, 2010
20

Forward mortality and other vital rates — Are they the way forward?

Ragnar Norberg
Journal:
Insurance: Mathematics and Economics
Year:
2010
Language:
english
File:
PDF, 383 KB
english, 2010