Preface Recent advances in actuarial and financial mathematics Alejandro BalbásJosé GarridoPedro Jiménez-Guerra EditorialNotes Pages: 217 - 218
Duality results involving functions associated to nonempty subsets of locally convex spaces C. ZĂlinescu OriginalPaper Pages: 219 - 234
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence A. FalcóLl. NavarroJ. Nave OriginalPaper Pages: 235 - 249
Compatibility between pricing rules and risk measures: The CCVaR Alejandro BalbásRaquel Balbás OriginalPaper Pages: 251 - 264
Martingales and arbitrage: a new look Alejandro BalbásPedro Jiménez-Guerra OriginalPaper Pages: 265 - 275
A survey on models for panel count data with applications to insurance Jean-Philippe BoucherMontserrat Guillén OriginalPaper Pages: 277 - 294
Optimality results for dividend problems in insurance Hansjörg AlbrecherStefan Thonhauser OriginalPaper Pages: 295 - 320
Are volatility indices in international stock markets forward looking? María Teresa GonzálezAlfonso Novales OriginalPaper Pages: 339 - 352
Applications of fluid flow matrix analytic methods in ruin theory —a review Andrei L. BadescuDavid Landriault ReviewPaper Pages: 353 - 372
The price of liquidity in constant leverage strategies Marcos EscobarAndreas KiechleRudi Zagst OriginalPaper Pages: 373 - 385
Land valuation using a real option approach Manuel MorenoJavier F. NavasFederico Todeschini OriginalPaper Pages: 405 - 420