Real Academia de Ciencias Exactas, Físicas y Naturales
Revista Serie A Matemáticas (RACSAM)
Serie A | Volumen 103 | Número 2 | Año 2009
ÍNDICE / INDEX
(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
Matemática Aplicada / Applied Mathematics
pág. 219
Duality results involving functions associated to nonempty subsets of locally convex spaces
C. Zălinescu
pág. 235
The Hull-White Model and Multiobjective Calibration with Consistent Curves: Empirical Evidence
A. Falcó, Ll. Navarro and J. Nave
pág. 251
Compatibility between pricing rules and risk measures: The CCVaR
A. Balbás and R. Balbás
pág. 265
Martingales and arbitrage: a new look
A. Balbás and P. Jiménez-Guerra
pág. 277
A survey on models for panel count data with applications to insurance (#)
J.P. Boucher and M. Guillén
pág. 295
Optimality Results for Dividend Problems in Insurance (#)
H. Albrecher and S. Thonhauser
pág. 321
A Review of Discrete-Time Risk Models (#)
S. Li, Y. Lu and J. Garrido
pág. 339
Are volatility indices in international stock markets forward looking?
M.T. González and A. Novales
pág. 353
Applications of fluid flow matrix analytic methods in ruin theory: a review (#)
A.L. Badescu and D. Landriault
pág. 373
The Price of Liquidity in Constant Leverage Strategies
M. Escobar, A. Kiechle, L. Seco and R. Zagst
pág. 387
Optimal Reinsurance (#)
M. L. Centeno and O. Simões
pág. 405
Land Valuation using a Real Option Approach (#)
M. Moreno, J. F. Navas and F. Todeschini
(*) Comunicación Preliminar / Preliminary communication
(#) Artículo Panorámico / Survey