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Holomorphically Dependent Generalised Inverses.

Dineen, S. ; Venkova, M.

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p. 1-9

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Weighted composition operators between Bergman spaces.

Wolf, E.

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p. 11-15

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On the structure of certain ultradistributions.

Valdivia, M.

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p. 17-48

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On copies of c0 in some function spaces.

Ferrando, J.C.

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p. 49-54

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On the ultradistributions of Beurling type.

Valdivia, M.

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p. 55-74

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LUR renormings through Deville's Master Lemma.

Orihuela, J. ; Troyanski, S.

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p. 75-85

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About an example of a Banach space not weaky K-analytic.

Kakol, J. ; López Pellicer, M.

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p. 87-90

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Addendum to the paper The Projecitve Tenso Product II: The Radon-Nikodym Property.

Diestel, J. ; Fourie ; J. ; Swart, J.

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p. 91

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Obtaining a 3D extension of Pascal theorem for non-degenerated quadrics and its complete configuration with the aid of a computer algebra system.

Roanes-Macías, E. ; Roanes-Lozano, E. ; Fernández-Biarge, J.

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p. 93-109

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A technique for dynamically measuring and modifying relevance while problem solving.

Hernando, A. ; de Ledesma, L.

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p. 111-124

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Invited paper with discussion: Natural Induction: An objective Bayesian approach.

Berger, J.O. ; Bernardo, J.M. ; Sun, D.

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p. 125-135

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Comments on: Natural Induction: An objective Bayesian approach.

Girón, F.J. ; Moreno, E. ; Lindley, D.V. ; Liseo, B. ; Raman, K. ; Robert, C.P. ; Rueda, R. ; Zabell, S.L.

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p. 143-144

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Rejoinder on: Natural Induction: An objective Bayesian approach.

Berger, J.O. ; Bernardo, J.M. ; Sun, D.

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p. 157-159

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Some properties of the best linear unbiased estimators in multivariate growth curve models.

Beganu, G.

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p. 161-166

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Stabilization beyond the distributions.

Díaz, J.I. ; Sánchez-Palencia, E.

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p. 167-175

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On Nonlinear Parametric Problems for p-Laplacian-Like Operators.

Papageorgiou, N.S. ; Rocha, E.M.

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p. 177-200

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On gradient estimates and other qualitative properties of solutions of nonlinear non autonomous parabolic systems.

Antonsev, S.N. ; Díaz, J.I.

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p. 201-214

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Recent advances in actuarial and financial mathematics.

Balbás, Alejandro ; Garrido, José ; Jiménez-Guerra, Pedro

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p. 217-218

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Duality results involving functions associated to nonempty subsets of locally convex spaces.

Zalinescu, C.

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p. 219-234

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The Hull-White model and multiobjective calibration with consistent curves: empirical evidence.

Falcó, A. ; Navarro, Ll. ; Nave, J.

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p. 235-249

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Compatibility between pricing rules and risk measures: The CCVaR.

Balbás, Alejandro ; Balbás, Raquel

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p. 251-264

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Martingales and arbitrage: a new look.

Balbás, Alejandro ; Jiménez-Guerra, Pedro

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p. 265-275

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A survey on models for panel count data with applications to insurance.

Boucher, Jean-Philippe ; Guillén, Montserrat

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p. 277-294

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Optimality results for dividend problems in insurance.

Albrecher, Hansjörg ; Thonhauser, Stefan

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p. 295-320

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A review of discrete-time risk models.

Shuanming Li, Yi Lu ; Garrido ; José

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p. 321-337

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Are volatility indices in international stock markets forward looking?

González, María Teresa ; Novales, Alfonso

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p. 339-352

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Applications of fluid flow matrix analytic methods in ruin theory -a review.

L. Badescu, Andrei ; Landriault, David

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p. 353-372

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The price of liquidity in constant leverage strategies.

Escobar, Marcos ; Kiechle, Andreas ; Seco, Luis ; Zagst, Rudi

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p. 373-385

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Optimal reinsurance.

De Lourdes Centeno, Maria ; Simoes, Onofre

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p. 387-405

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Land valuation using a real option approach.

Moreno, Manuel ; F. Navas, Javier ; Todeschini, Federico

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p. 405-420

Biblioteca Digital de Matemáticas