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Astin bulletin-Volumen 48 Número 2 - mayo 2018

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Publicación: Astin bulletin

Número: Volumen 48 Número 2 - mayo 2018

Tipo: Normal

Derechos: InC

Título Autor Páginas
A Neutral-network analyzer for mortality forecast Hainaut, Donatien p. 481-508
Smoothing poisson common factor model for projecting mortality jointly for both sexes Pitt, David p. 509-541
Age-specific adjustment of graduated mortality Salhi, Yahia p. 543-569
On integrated chance constraints in alm for pension funds Toukourou, Youssouf A. F. p. 571-609
Local hedging of variable annuities in the presence of basis risk Trottier, Denis-Alexandre p. 611-646
On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements Avanzi, Benjamin p. 647-672
Systemic risk : an asymptotic evaluation Asimit, Alexandru V. p. 673-698
A Generalized loss ratio method dealing with uncertain volume measures Riegel, Ulrich p. 699-747
Coherent incurred paid (CIP) models for claims reserving p. 749-777
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach p. 779-815
On heterogeneity in the individual model with both dependent claim occurrences and severities Zhang, Yiying p. 817-839
On the evaluation of multivariate compound distributions with continuous severity distributions and sarmanov's counting distribution Tamraz, Maissa p. 841-870
Modelling insurance losses using contaminated generalised beta type-ii distribution p. 871-904
On a new paradigm of optimal reinsurance : a stochastic stackelberg differential game between an insurer and a reinsurer Chen, Lv p. 905-960