Astin bulletin - Volumen 50 Número 3 - septiembre 2020

Números: Volumen 50 Número 3 - septiembre 2020

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
A Method for constructing and interpreting some weighted premium principles		p. 1037-1064
A Statistical methodology for assessing the maximal strength of tail dependence	Sun, Ning	799-825
An Effective bias-corrected bagging method for the valuation of large variable annuity portfolios	Gweon, Hyukjun	p. 853-871
Distortion riskmetrics on general spaces	Wang, Qiuqi	p. 827-851
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets	Lin, X. Sheldon	p. 913-957
Joint optimization of transition rules and the premium scale in a bonus-malus system	Csaba Ágoston, Kolos	p. 743-776
Large-loss behavior of conditional mean risk sharing	Denuit, Michel	p. 1093-1122
Portfolio insurance strategies for a target annuitization fund	Xu, Mengyi	p. 873-912
Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers	Cai, Jun	p. 1065-1092
Risk-based capital for variable annuity under stochastic interest rate	Wang, Jindong	p. 959-999
Taxation of a gmwb variable annuity in a stochastic interest rate model	Molent, Andrea	p. 1001-1035
Testing for random effects in compound risk models via bregman divergence	Jeong, Himchan	p. 777-798
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method		p. 709-742
Wavelet-based feature extraction for mortality projection	Hainaut, Donatien	p. 675-707