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Astin bulletin-Volumen 50 Número 2 - mayo 2020

Detalle
Artículos

Publicación: Astin bulletin

Número: Volumen 50 Número 2 - mayo 2020

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
A New inference strategy for general population mortality tables	Boumezoued, Alexandre	p. 325-356
Forecasting multiple functional time series in a group structure : an application to mortality	Lin Shang, Han	p. 357-379
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic	Fergusson, Kevin	p. 381-417
Optimal asset allocation for DC pension decumulation with a variable spending rule	Forsyth, Peter A.	p. 419-447
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach	Cheng, Xiang	p. 449-477
One-year premium risk and emergence pattern of ultimate loss based on conditional distribution	Delong, Lukasz	p. 479-511
A Generalised property exposure rating framework that incorporates scale-independent losses and maximum possible loss uncertainty	Parodi, Pietro	p. 513-553
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion	Tzougas, George	p. 555-583
Poisson models with dynamic random effects and nonnegative credibilities per period	Pinquet, Jean	p. 585-618
Optimal insurance contracts under distortion risk measures with ambiguity aversion	Jiang, Wenjun	p. 619-646
Weighted comonotonic risk sharing under heterogeneous beliefs	Liu, Haiyan	p. 647-673