Geodesic

Tome 103 (2009) no. 2

Sommaire

Recent advances in actuarial and financial mathematics.
Duality results involving functions associated to nonempty subsets of locally convex spaces.
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.
Compatibility between pricing rules and risk measures: The CCVaR.
Martingales and arbitrage: a new look.
A survey on models for panel count data with applications to insurance.
Optimality results for dividend problems in insurance.
A review of discrete-time risk models.
Are volatility indices in international stock markets forward looking?
Applications of fluid flow matrix analytic methods in ruin theory -a review.
The price of liquidity in constant leverage strategies.
Optimal reinsurance.
Land valuation using a real option approach.