A MULTIVARIATE DISCRETE POISSON-LINDLEY DISTRIBUTION: EXTENSIONS AND ACTUARIAL APPLICATIONS.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 655, doi. 10.2143/AST.42.2.2182812
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Works matching IS 05150361 AND DT 2012 AND VI 42 AND IP 2
Results: 10
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THE COVARIANCE BETWEEN THE SURPLUS PRIOR TO AND AT RUIN IN THE CLASSICAL RISK MODEL.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 631, doi. 10.2143/AST.42.2.2182811
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- Article
3
TAIL COMONOTONICITY AND CONSERVATIVE RISK MEASURES.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 601, doi. 10.2143/AST.42.2.2182810
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- Article
4
AVERAGE VALUE-AT-RISK MINIMIZING REINSURANCE UNDER WANG'S PREMIUM PRINCIPLE WITH CONSTRAINTS.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 575, doi. 10.2143/AST.42.2.2182809
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- Article
5
ARE FLEXIBLE PREMIUM VARIABLE ANNUITIES UNDER-PRICED?
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- Astin Bulletin, 2012, v. 42, n. 2, p. 559, doi. 10.2143/AST.42.2.2182808
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- Article
6
REINSURANCE ARRANGEMENTS MINIMIZING THE RISK-ADJUSTED VALUE OF AN INSURER'S LIABILITY.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 529, doi. 10.2143/AST.42.2.2182807
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- Article
7
THE IMPACT OF CULTURE ON THE DEMAND FOR NON-LIFE INSURANCE.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 501, doi. 10.2143/AST.42.2.2182806
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- Article
8
ON THE CALCULATION OF THE SOLVENCY CAPITAL REQUIREMENT BASED ON NESTED SIMULATIONS.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 453, doi. 10.2143/AST.42.2.2182805
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- Article
9
KEY Q-DURATION: A FRAMEWORK FOR HEDGING LONGEVITY RISK.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 413, doi. 10.2143/AST.42.2.2182804
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- Article
10
INVITED DISCUSSION PAPER.
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- Astin Bulletin, 2012, v. 42, n. 2, p. 389, doi. 10.2143/AST.42.2.2182803
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- Article