Volume 51; Issue 2

4

On a mean reverting dividend strategy with Brownian motion

Year:
2012
Language:
english
File:
PDF, 1.48 MB
english, 2012
7

Convex order and comonotonic conditional mean risk sharing

Year:
2012
Language:
english
File:
PDF, 234 KB
english, 2012
10

The optimal mean–variance investment strategy under value-at-risk constraints

Year:
2012
Language:
english
File:
PDF, 372 KB
english, 2012
11

Optimal reinsurance under variance related premium principles

Year:
2012
Language:
english
File:
PDF, 317 KB
english, 2012
14

Maximizing the utility of consumption with commutable life annuities

Year:
2012
Language:
english
File:
PDF, 778 KB
english, 2012
18

A note on weighted premium calculation principles

Year:
2012
Language:
english
File:
PDF, 213 KB
english, 2012
21

A multivariate aggregate loss model

Year:
2012
Language:
english
File:
PDF, 242 KB
english, 2012
26

Second-order expansions of the risk concentration based on CTE

Year:
2012
Language:
english
File:
PDF, 389 KB
english, 2012
27

Asymptotic consistency and inconsistency of the chain ladder

Year:
2012
Language:
english
File:
PDF, 365 KB
english, 2012
30

Editorial Board

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