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RACSAM | Volumen 103 | Número 2 | Año 2009

(Avaliable on line at link.springer.com)

Número especial sobre / Special issue on

Matemática Actuarial y Financiera / Actuarial and Financial Mathematics

Editores invitados / Guest Editors: A. Balbás, J. Garrido and P. Jiménez-Guerra

Prefacio / Preface
pág. 217

Recent advances in actuarial and financial mathematics

A. Balbás, J. Garrido and P. Jiménez-Guerra

Avaliable on line at link.springer.com/article/10.1007/BF03191904

Matemática Aplicada / Applied Mathematics
pág. 219

Duality results involving functions associated to nonempty subsets of locally convex spaces

C. Zălinescu

Avaliable on line at link.springer.com/article/10.1007/BF03191905

pág. 235

The Hull-White Model and Multiobjective Calibration with Consistent Curves: Empirical Evidence

A. Falcó, Ll. Navarro and J. Nave

Avaliable on line at link.springer.com/article/10.1007/BF03191944

pág. 251

Compatibility between pricing rules and risk measures: The CCVaR

A. Balbás and R. Balbás

Avaliable on line at link.springer.com/article/10.1007/BF03191906

pág. 265

Martingales and arbitrage: a new look

A. Balbás and P. Jiménez-Guerra

Avaliable on line at link.springer.com/article/10.1007/BF03191907

pág. 277

A survey on models for panel count data with applications to insurance (#)

J.P. Boucher and M. Guillén

Avaliable on line at link.springer.com/article/10.1007/BF03191908

pág. 295

Optimality Results for Dividend Problems in Insurance (#)

H. Albrecher and S. Thonhauser

Avaliable on line at link.springer.com/article/10.1007/BF03191909

pág. 321

A Review of Discrete-Time Risk Models (#)

S. Li, Y. Lu and J. Garrido

Avaliable on line at link.springer.com/article/10.1007/BF03191910

pág. 339

Are volatility indices in international stock markets forward looking?

M.T. González and A. Novales

Avaliable on line at link.springer.com/article/10.1007/BF03191911

pág. 353

Applications of fluid flow matrix analytic methods in ruin theory: a review (#)

A.L. Badescu and D. Landriault

Avaliable on line at link.springer.com/article/10.1007/BF03191912

pág. 373

The Price of Liquidity in Constant Leverage Strategies

M. Escobar, A. Kiechle, L. Seco and R. Zagst

Avaliable on line at link.springer.com/article/10.1007/BF03191913

pág. 387

Optimal Reinsurance (#)

M. L. Centeno and O. Simões

Avaliable on line at link.springer.com/article/10.1007/BF03191914

pág. 405

Land Valuation using a Real Option Approach (#)

M. Moreno, J. F. Navas and F. Todeschini

Avaliable on line at link.springer.com/article/10.1007/BF03191915

(*) Comunicación Preliminar / Preliminary communication
(#) Artículo Panorámico / Survey