Centro de Documentación de Fundación MAPFRE - Astin Bulletin. September 2023

Notes: 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 ZouRelated records: 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.Materia / lugar / evento: Gerencia de riesgos Pensiones Análisis de datos Mercado de seguros Ciencias Actuariales y Financieras Seguros Other categories: 6

Rights: In Copyright (InC)

Referencias externas:

‌ See issue detail