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Serie A | Volumen 103 | Número 2 | Año 2009
ÍNDICE / INDEX
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NÚMERO ESPECIAL SOBRE / SPECIAL ISSUE ON
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MATEMÁTICA ACTUARIAL Y FINANCIERA / ACTUARIAL AND FINANCIAL MATHEMATICS
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EDITORES INVITADOS / GUEST EDITORS: A. BALBÁS, J. GARRIDO AND P. JIMÉNEZ-GUERRA
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Prefacio / Preface
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pág. 217 Recent advances in actuarial and financial mathematics
A. Balbás, J. Garrido and P. Jiménez-Guerra
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Matemática Aplicada / Applied Mathematics
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pág. 219 Duality results involving functions associated to nonempty subsets of locally convex spaces
C. Zălinescu
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pág. 235 The Hull-White Model and Multiobjective Calibration with Consistent Curves: Empirical Evidence
A. Falcó, Ll. Navarro and J. Nave
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pág. 251 Compatibility between pricing rules and risk measures: The CCVaR
A. Balbás and R. Balbás
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pág. 265 Martingales and arbitrage: a new look
A. Balbás and P. Jiménez-Guerra
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pág. 277 A survey on models for panel count data with applications to insurance (#)
J.P. Boucher and M. Guillén
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pág. 295 Optimality Results for Dividend Problems in Insurance (#)
H. Albrecher and S. Thonhauser
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pág. 321 A Review of Discrete-Time Risk Models (#)
S. Li, Y. Lu and J. Garrido
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pág. 339 Are volatility indices in international stock markets forward looking?
M.T. González and A. Novales
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pág. 353 Applications of fluid flow matrix analytic methods in ruin theory: a review (#)
A.L. Badescu and D. Landriault
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pág. 373 The Price of Liquidity in Constant Leverage Strategies
M. Escobar, A. Kiechle, L. Seco and R. Zagst
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pág. 387 Optimal Reinsurance (#)
M. L. Centeno and O. Simões
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pág. 405 Land Valuation using a Real Option Approach (#)
M. Moreno, J. F. Navas and F. Todeschini
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(*) Comunicación Preliminar / Preliminary communication
(#) Artículo Panorámico / Survey |
