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Astin bulletin-Volumen 48 Número 1 - enero 2018
Details
Articles
Publication:
Astin bulletin
Number:
Volumen 48 Número 1 - enero 2018
Type:
Normal
Rights:
InC
Title
Author
Pages
Chain-ladder method and midyear loss reserving
Dahms, René
p. 3-24
A Mixture model for payments and payment numbers in claims reserving
Gigante, Patrizia
p. 25-53
Stochastic claims reserving via a Bayesian Spline Model with random loss ratio effects
Gao, Guangyuan
p. 55-88
Parsimonious parameterization of age-period-cohort models by Bayesian Shrinkage
Venter, Gary
p. 89-110
Implementing individual savings decisions for retirement with bounds on wealth
p. 111-137
Fourier space time-stepping algorithm for valuing guaranteed minimum withdrawal benefits in variable annuities under regime-switching and siochastic mortality
Ignatieva, Katja
p. 139-169
Fast computation of risk measures for variable annuities with additional eamings by conditional moment matching
Privault, Nicolas
p. 171-196
Dynamic hedging of longevity risk : the effect of trading frequency
Li, Hong
p. 197-232
Natural hedging in Long-Term Care Insurance
Levantesi, Susanna
p. 233-274
Robust and efficient fitting of severity models and the method of Winsorized Moments
Zhao, Qian
p. 275-309
On The aggregation of experts' information in Bonus-Malus Systems
Blanco, Víctor
p. 311-337
Evolutionary hierarchical credibility
Taylor, Greg
p. 339-374
Analyzing and predicting Cat Bond Premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
p. 375-411
Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin
p. 413-434
On The compound Poisson Risk Model with periodic capital injections
Zhang, Zhimin
p. 435-477
Parsimonious parameterization of age-period-cohort models by Bayesian Shrinkage - Erratum
Venter, Gary
p. 479
Arriba