Volume 48; Issue 2

5

Bayesian multivariate Poisson models for insurance ratemaking

Year:
2011
Language:
english
File:
PDF, 388 KB
english, 2011
7

Adaptive Importance Sampling for simulating copula-based distributions

Year:
2011
Language:
english
File:
PDF, 1.57 MB
english, 2011
10

Quantile hedging for equity-linked contracts

Year:
2011
Language:
english
File:
PDF, 341 KB
english, 2011
12

Editorial Board

Year:
2011
Language:
english
File:
PDF, 32 KB
english, 2011
13

Entropy, longevity and the cost of annuities

Year:
2011
Language:
english
File:
PDF, 275 KB
english, 2011
14

Refinements of two-sided bounds for renewal equations

Year:
2011
Language:
english
File:
PDF, 300 KB
english, 2011
15

A new proof of Cheung’s characterization of comonotonicity

Year:
2011
Language:
english
File:
PDF, 207 KB
english, 2011