Volume 50; Issue 1

2

Competitive insurance market in the presence of ambiguity

Year:
2012
Language:
english
File:
PDF, 312 KB
english, 2012
3

Excess based allocation of risk capital

Year:
2012
Language:
english
File:
PDF, 412 KB
english, 2012
8

Arbitrage in skew Brownian motion models

Year:
2012
Language:
english
File:
PDF, 330 KB
english, 2012
10

Optimal reinsurance with positively dependent risks

Year:
2012
Language:
english
File:
PDF, 262 KB
english, 2012
12

Extreme value behavior of aggregate dependent risks

Year:
2012
Language:
english
File:
PDF, 309 KB
english, 2012
15

Optimal loss-carry-forward taxation for the Lévy risk model

Year:
2012
Language:
english
File:
PDF, 320 KB
english, 2012
16

Optimal commutable annuities to minimize the probability of lifetime ruin

Year:
2012
Language:
english
File:
PDF, 974 KB
english, 2012
18

Pricing insurance contracts under Cumulative Prospect Theory

Year:
2012
Language:
english
File:
PDF, 289 KB
english, 2012
21

On the Haezendonck–Goovaerts risk measure for extreme risks

Year:
2012
Language:
english
File:
PDF, 541 KB
english, 2012
22

Editorial Board

Year:
2012
Language:
english
File:
PDF, 32 KB
english, 2012
23

Explaining young mortality

Year:
2012
Language:
english
File:
PDF, 344 KB
english, 2012