Volume 53; Issue 3

2

Optimal capital allocation based on the Tail Mean–Variance model

Year:
2013
Language:
english
File:
PDF, 455 KB
english, 2013
3

Optimal dividends and ALM under unhedgeable risk

Year:
2013
Language:
english
File:
PDF, 500 KB
english, 2013
7

A gamma kernel density estimation for insurance loss data

Year:
2013
Language:
english
File:
PDF, 520 KB
english, 2013
8

Fuzzy portfolio optimization model under real constraints

Year:
2013
Language:
english
File:
PDF, 9.28 MB
english, 2013
9

Pension saving schemes with return smoothing mechanism

Year:
2013
Language:
english
File:
PDF, 975 KB
english, 2013
13

Generalized Makeham’s formula and economic profitability

Year:
2013
Language:
english
File:
PDF, 603 KB
english, 2013
15

Application of data clustering and machine learning in variable annuity valuation

Year:
2013
Language:
english
File:
PDF, 404 KB
english, 2013
17

Stochastic Pareto-optimal reinsurance policies

Year:
2013
Language:
english
File:
PDF, 454 KB
english, 2013
23

On the mortality/longevity risk hedging with mortality immunization

Year:
2013
Language:
english
File:
PDF, 1.41 MB
english, 2013
26

General lower bounds on convex functionals of aggregate sums

Year:
2013
Language:
english
File:
PDF, 484 KB
english, 2013
29

Modeling future lifetime as a fuzzy random variable

Year:
2013
Language:
english
File:
PDF, 1.05 MB
english, 2013
31

On an asymptotic rule A+B

Year:
2013
Language:
english
File:
PDF, 797 KB
english, 2013
37

Editorial Board

Year:
2013
Language:
english
File:
PDF, 34 KB
english, 2013
38

A bivariate shot noise self-exciting process for insurance

Year:
2013
Language:
english
File:
PDF, 440 KB
english, 2013
39

Insurance bargaining under ambiguity

Year:
2013
Language:
english
File:
PDF, 482 KB
english, 2013
40

Modeling dependencies in claims reserving with GEE

Year:
2013
Language:
english
File:
PDF, 458 KB
english, 2013