Volume 52; Issue 2

10

Testing tail monotonicity by constrained copula estimation

Year:
2013
Language:
english
File:
PDF, 1.10 MB
english, 2013
12

On the generalized Gerber–Shiu function for surplus processes with interest

Year:
2013
Language:
english
File:
PDF, 292 KB
english, 2013
14

A note on discounted compound renewal sums under dependency

Year:
2013
Language:
english
File:
PDF, 309 KB
english, 2013
15

Systemic risk tradeoffs and option prices

Year:
2013
Language:
english
File:
PDF, 982 KB
english, 2013
17

Pricing catastrophe risk bonds: A mixed approximation method

Year:
2013
Language:
english
File:
PDF, 1022 KB
english, 2013
20

Pricing European options on deferred annuities

Year:
2013
Language:
english
File:
PDF, 992 KB
english, 2013
21

Extremes and products of multivariate AC-product risks

Year:
2013
Language:
english
File:
PDF, 287 KB
english, 2013
26

Level premium rates as a function of initial capital

Year:
2013
Language:
english
File:
PDF, 415 KB
english, 2013
27

Optimal reinsurance with general premium principles

Year:
2013
Language:
english
File:
PDF, 281 KB
english, 2013
28

Editorial Board

Year:
2013
Language:
english
File:
PDF, 33 KB
english, 2013