Astin bulletin-Volumen 47 Número 2 - mayo 2017
| Título | Autor | Páginas |
|---|---|---|
| Collective risk models with dependence uncertainty | Liu, Haiyan | p. 361-389 |
| Territorial risk classification using spatially dependent frequency-severity models | Shi, Peng | p. 437-465 |
| Continuous-time semi-markov inference of biometric laws associated with a long-term care insurance portfolio | Biessy, Guillaume | p. 527-561 |
| Risk sharing with expected and dual utilities | Boonen, Tim J. | p. 391-415 |
| Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance | p. 417-435 | |
| A Neyman-Pearson perspective on optimal reinsurance with constraints | Lo, Ambrose | p. 467-499 |
| Risk management of financial crises : an optimal investment strategy with miltivariate jump-diffusion models | Wang, Chou-Wen | p. 501-525 |
| Coherent forecasting of mortality rates : a sparse vector-autoregression approach | Li, Hong | p. 563-600 |
| Modelling mortality for pension schemes | Hunt, Andrew | p. 601-629 |