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Astin Bulletin. January 2023
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MAP20230010600
Astin Bulletin. January 2023
Obituary: Ermanno Pitacco (1947-2022) -- Forecasting mortality rates with a coherent ensemble averaging approach -- Modelling mortality: A bayesian factor-augmented var (favar) approach -- A defined benefit pension plan model with stochastic salary and heterogeneous discounting -- Target benefit pension plan with longevity risk and intergenerational equity -- Optimal consumption, investment, and insurance under state-dependent risk aversion -- Distributionally robust reinsurance with expectile* -- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 02/01/2023 Volumen 53 Número 1 - enero 2023 , 184 p.
1. Cálculo actuarial ‌. 2. Matemáticas ‌. 3. Mortalidad ‌. 4. Longevidad ‌. 5. Mercado de seguros ‌.