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Astin bulletin-Volumen 48 Número 2 - mayo 2018
Detalle
Artículos
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
Arriba