Directory UMM :Journals:Journal_of_mathematics:VMJ:
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Keywords: Perturbed risk model; Lévy process; Ladder heights; Marked point process; Markov modulated risk model.. there are no environmental
Given an a priori valuation rule u , we define the associated a posteriori valuation rule h by an indifference argument: The u -value of optimally investing in the financial
We derive optimal reinsurance under premium principles based on the mean and variance of the reinsurer’s share of the total claim amount. Both global reinsurance and local
The sickness recovery and inception transition intensities, together with the force of mortality when sick, which form the basis of UK continuous mortality investigation (CMI)
Chapters 5 and 6 are devoted to the special prod- ucts of Critical Illness covers and Long-term Care Insurance, respectively, while Chapter 7 deals with the application of
This future is based on the ISO-index, which measures the amount of claims occurred in a certain period and reported to a participating insurance company until a certain time..
Deferred life annuity: variances of annual losses if withdrawal is possible (triangles) and excluding the option to withdraw (bullets).. According to Corollary 2.7, the “curve”
In- cluding the words “for insurance and finance” on texts in applied probability is obviously fashionable at the moment but, while this book has much to say about applications
