North American actuarial journal-Tomo 21 Número 4 - 2017
Publicación: North American actuarial journal
Número: Tomo 21 Número 4 - 2017
Tipo: Normal
Derechos: InC
Título | Autor | Páginas |
---|---|---|
Policyholder exercise behavior in life insurance : the state of affairs | P. 485-501 | |
Mitigating interest rate risk in variable annuities : an analysis of hedging effectiveness | Augustyniak, Maciej | p. 502-525 |
Insurance portfolio risk retention | Frees, Edward | p. 526-551 |
Actuarial risk matrices : the nearest positive semidefinite matrix problem | Cutajar, Stefan | p. 552-564 |
Aggregating risks with partial dependence information | Linders, Daniël | p 565-579 |
Partial hedging for equity-linked productos using risk-minimizing strategies | Gaillardetz, Patrice | p. 580-593 |
The Impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates | Li, Zixi | p.594-610 |
Beyond the tweedie reserving model : the collective approach to loss development | Denuit, Michel | p. 611-619 |
General insurance deductible ratemaking | Lee, Gee Y | p. 620-638 |