Centro de Documentacion de Fundación MAPFRE - Astin Bulletin. September 2024

MAP20240019990

Astin Bulletin. September 2024

Sumario: Multiple yield curve modeling and forecasting using deep learning / Ronald Richman, Salvatore Scognamiglio -- A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada / Mathilde Bourget, Mathieu Boudreault, David A. Carozza, Jérémie Boudreault, Sébastien Raymond -- Generic framework for a coherent integration of experience and exposure rating in reinsurance / Stefan Bernegger -- Optimal defined-contribution pension management with financial and mortality risks / Wenyuan Li, Pengyu Wei -- Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products / Griselda Deelstra, Pierre Devolder, Benjamin Roelants du Vivier -- Optimal surrender policy for reverse mortgage loans / Carole Bernard, Adam Kolkiewicz, Junsen Tang -- Optimal annuitization under stochastic interest rates / Yannick Dillschneider, Raimond Maurer, Peter Schober -- Multidimensional credibility: A new approach based on joint distribution function / Limin Wen, Wei Liu, Yiying Zhang -- A study of one-factor copula models from a tail dependence perspective / Nariankadu Shyamalkumar, Siyang Tao -- Tail risk driven by investment losses and exogenous shocks / Xinyue Man, Qihe Tang -- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery / Yaodi Yong, Ka Chun Cheung, Yiying Zhang -- Strategic underreporting and optimal deductible Insurance / Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou -- Calculating premium principles from the mode of a unimodal weighted distribution / Georgios Psarrakos

En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 02/09/2024 Volume 54 Number 3 - september 2024 , 342 p.

1. Matemática del seguro . 2. Mercado de seguros . 3. Siniestros . 4. Planes de pensiones . 5. Empresas de seguros . 6. Empresas de reaseguros . 7. Productos de seguros . 8. Gerencia de riesgos .