Astin bulletin-Volumen 49 Número 2 - mayo 2019
| Título | Autor | Páginas |
|---|---|---|
| Property graphs - a statistical model for fire and explosion losses based on graph theory | Parodi, Pietro | p. 263-297 |
| Fair valuation of insurance liability cash-flow streams in continuous time : applications | Delong, Lukasz | p. 299-333 |
| Economic scenario generator and parameter uncertainty : a Bayesian approach | Bégin, Jean-François | p. 335-372 |
| Modelling mortality dependence with regime-switching copulas | Zhou, Rui | p. 373-407 |
| Joint life insurance pricing using extended Marshall- Olkin models | Gobbi, Fabio | p. 409-432 |
| Bias-corrected inference for a modified Lee-Carter mortality model | p. 433-455 | |
| CAT bond pricing under a product probability measure with pot risk characterization | Tang, Qihe | p. 457-490 |
| Index insurance design | Zhang, Jinggong | p. 491-523 |
| Ordering properties of extreme claim amounts from heterogeneous portfolios | Zhang, Yiying | p. 525-554 |