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Astin Bulletin. January 2023

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24500‎$a‎Astin Bulletin. January 2023
5050 ‎$a‎Obituary: Ermanno Pitacco (1947-2022) -- Forecasting mortality rates with a coherent ensemble averaging approach -- Modelling mortality: A bayesian factor-augmented var (favar) approach -- A defined benefit pension plan model with stochastic salary and heterogeneous discounting -- Target benefit pension plan with longevity risk and intergenerational equity -- Optimal consumption, investment, and insurance under state-dependent risk aversion -- Distributionally robust reinsurance with expectile* -- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080559373‎$a‎Matemáticas
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20080555016‎$a‎Longevidad
650 4‎$0‎MAPA20080586294‎$a‎Mercado de seguros
7730 ‎$w‎MAP20077000420‎$g‎02/01/2023 Volumen 53 Número 1 - enero 2023 , 184 p.‎$x‎0515-0361‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association
85600‎$y‎MÁS INFORMACIÓN‎$u‎ mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A