Volume 49; Issue 3

Insurance: Mathematics and Economics

Volume 49; Issue 3
1

Behavioral optimal insurance

K.C.J. Sung, S.C.P. Yam, S.P. Yung, J.H. Zhou
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 437 KB
english, 2011
5

Analysis of risk models using a level crossing technique

Percy H. Brill, Kaiqi Yu
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 517 KB
english, 2011
6

Asymptotic behavior of the empirical conditional value-at-risk

Fuqing Gao, Shaochen Wang
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 281 KB
english, 2011
7

Worst case risk measurement: Back to the future?

Marc J. Goovaerts, Rob Kaas, Roger J.A. Laeven
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 350 KB
english, 2011
8

A risk-based model for the valuation of pension insurance

An Chen
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 294 KB
english, 2011
15

Portfolio insurance under a risk-measure constraint

Carmine De Franco, Peter Tankov
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 327 KB
english, 2011
18

One-year Value-at-Risk for longevity and mortality

Richard Plat
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 473 KB
english, 2011
20

Pricing catastrophe swaps: A contingent claims approach

Alexander Braun
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 655 KB
english, 2011
22

A new look at the homogeneous risk model

Claude Lefèvre, Philippe Picard
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 271 KB
english, 2011
27

Equity-linked pension schemes with guarantees

J. Aase Nielsen, Klaus Sandmann, Erik Schlögl
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 2.16 MB
english, 2011
28

Second order regular variation and conditional tail expectation of multiple risks

Lei Hua, Harry Joe
Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 332 KB
english, 2011
29

Editorial Board

Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 32 KB
english, 2011
30

Announcement and call for papers

Journal:
Insurance: Mathematics and Economics
Year:
2011
Language:
english
File:
PDF, 116 KB
english, 2011