Astin bulletin - Volumen 51 Número 1 - enero 2021

Números: Volumen 51 Número 1 - enero 2021

Tipo: Normal

Derechos: InC

Título	Autor	Páginas
A Gamma moving average process for modelling dependence across development years in run-off triangles	Nieto-Barajas, Luis E.	p. 245-266
A Mixed bond and equity fund model for the valuation of variable annuities	Augustyniak, Maciej	p. 132-159
Addressing imbalanced insurance data through zero-inflated Poisson regression with boosting	Lee, Simon C.K.	p. 27-55
Applying state space models to stochastic claims reserving	Hendrych, Radek	p. 267-301
Generalizing the log-moyal distribution and regression models for heavy-tailed loss data	Li, Zhengxiao	p. 57-99
Mortality forecasting with a spatially penalized smoothed VAR model	Chang, Le	p. 161-189
Predictive claim scores for dynamic multi-product risk classification in insurance	Verschuren, Robert Matthijs	p. 1-25
The Impacts of individual information on loss reserving	Wang, Zhigao	p. 303-347
Universally marketable insurance under multivariate mixtures	Lo, Ambrose	p. 221-243
Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis	Shimizu, Yasutaka	p. 191-219