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Astin bulletin-Volumen 47 Número 3 - septiembre 2017

Detalhe
Artigos

Publicação: Astin bulletin

Número: Volumen 47 Número 3 - septiembre 2017

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
A Comparative study of two-population models for the assessment of basis risk in longevity hedges		p. 631-679
A Bayesian joint model for population and portfolio-specific mortality	Van Berkum, Frank	p. 681-713
Testing for a unit root in Lee-Carter mortality model	Leng, Xuan	p. 715-735
Probability of sufficiency of Solvency II reserve risk margins : practical approximations	Dal Moro, Eric	p. 737-785
An Economic premium principle under the dual theory of the smooth ambiguity model	Fujii, Yoichiro	p. 787-801
Lifelong health insurance covers with surrender values : updating mechanisms in the presence of medical inflation		p. 803-836
Broken-heart, common life, heterogeneity : analyzing the spousal mortality dependence	Lu, Yang	p. 837-874
Ratemaking of dependent risks	Andrade e Silva, J.M.	p. 875-894
The Full tails gamma distribution applied to model extreme values	Del Castillo, Joan	p. 895-917
Beyond the pearson correlation : heavy-tailed risks, weighted gini correlations, and a gini-type weighted insurance pricing model	Furman, Edward	p. 919-942
Bayesian analysis of big data in insurance predictive modeling using distributed computing	Zhang, Yanwei	p. 943-961