Astin bulletin - Volume 55 Issue 1 - January 2025
| Title | Author | Pages |
|---|---|---|
| A Note on continuity and asymptotic consistency of measures of risk and variability | Gao, Niushan | p. 168-177 |
| An Augmented variable dirichlet process mixture model | Ungolo, Francisco | p. 50 - 75 |
| Asymptotics for the conditional higher moment coherent risk measure with weak contagion | Liu, Jiajun | p. 121 - 143 |
| Forecasting mortality rates with functional signatures | Jing Yap, Zhong | p. 97 - 120 |
| Individual claims reserving using the Aalen Johansen estimator | Bladt, Martin | p. 29 - 49 |
| Tail variance for generalised hyper-elliptical models | Ignatieva, Katja | p. 144 - 167 |
| Two stackelberg games in life insurance : mean-variance | Liang, Xiaoqing | p. 178 - 203 |
| Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score | Yanez, Juan Sebastian | p. 1 - 28 |
| Yield curve extrapolation with machine learning | Akiyama, Shinobu | p. 76 - 96 |