1. A bidimensional approach to mortality risk

   • Enrico Biffis
   • Pietro Millossovich

   OriginalPaper Pages: 71 - 94

2. Characterisation of optimal dual measures via distortion

   • Michael Monoyios

   OriginalPaper Pages: 95 - 119

3. A mixed PDE-Monte Carlo approach for pricing credit default index swaptions

   • Vlad Bally
   • Lucia Caramellino
   • Antonino Zanette

   OriginalPaper Open access Pages: 121 - 137

4. On pricing lookback options under the CEV process

   • Massimo Costabile

   OriginalPaper Pages: 139 - 153

5. On the relationship between absolute prudence and absolute risk aversion

   • Mario A. Maggi
   • Umberto Magnani
   • Mario Menegatti

   OriginalPaper Pages: 155 - 160