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Astin Bulletin. September 2023
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MAP20230023051
Astin Bulletin. September 2023
Sumario: Articles; Risk management with local least squares Monte Carlo/ Donatien Hainaut and Adnane Akbaraly -- Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization /An Chen, Motonobu Kanagawa and Fangyuan Zhang --Target benefit versus defined contribution scheme: a multi-period framework/Ping Chen, Haixiang Yao, Hailiang Yang and Dan Zhu --A hybrid data mining framework for variable annuity portfolio valuation/Hyukjun Gweon and Shu Li -- Ratemaking in a changing environment/A. Nii-Armah Okine -- Estimating the VaR-induced Euler allocation rule/ N.V. Gribkova, J. Su and R. Zitikis -- Range-based risk measures and their applications / Marcelo Brutti Righi and Fernanda Maria Müller -- Optimal commissions and subscriptions in mutual aid platforms/ Yixing Zhao and Yan Zeng -- Cyber insurance-linked securities /Alexander Braun, Martin Eling and Christoph Jaenicke -- Reinsurance games with n variance-premium reinsurers: from tree to chain/ Jingyi Cao, Dongchen Li, Virginia R. Young and Bin Zou
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 11/09/2023 Volumen 53 Número 3 - septiembre 2023 , 239 p.
1. Gerencia de riesgos ‌. 2. Pensiones ‌. 3. Análisis de datos ‌. 4. Mercado de seguros ‌. 5. Ciencias Actuariales y Financieras ‌. 6. Seguros ‌. I. Title.