Esta web requiere JavaScript para una experiencia de usuario plena. Si está deshabilitado por accidente, se recomienda que se vuelva a habilitar.

Astin bulletin-Volumen 51 Número 2 - mayo 2021

Detalhe
Artigos

Imagem do registro

Publicação: Astin bulletin

Número: Volumen 51 Número 2 - mayo 2021

Tipo: Normal

Direitos: InC

Título	Autor	Páginas	Conteúdo
A Double common factor model for mortality projection using best-performance mortality rates as reference	Li, Jackie	p. 349-374
Geographical diversification and longevity risk mitigation in annuity portfolios	Rosa, Clemente de	p. 375-410	Objetos digitales Recurso electrónico / Electronic resource
Pricing longevity-linked securities in the presence of mortality trend changes	Freimann, Arne	p. 411-447	Objetos digitales Recurso electrónico / Electronic resource
Dynamic asset allocation for target date funds under the benchmark approach	Sun, Jin	p. 449-474
Asymptotics for systemic risk with dependent heavy-tailed losses	Liu, Jiajun	p. 571-605
Estimation of high conditional tail risk based on expectile regression	Jie Hu	p. 539 - 570
Optimal incentive-compatible insurance with background risk	Yichun Chi	p. 661 - 688
Optimal reinsurance design with distortion risk measures and asymmetric information	Boonen, Tim J	p. 607 - 629
Optimal reinsurance from the viewpoints of both an insurer and a reinsurer under the cvar risk measure and vajda condition	Chen, Yanhong	p. 631 - 659
Robust estimation of loss models for lognormal insurance payment severity data	Poudyal, Chudamani	p. 475 - 507
Tempered pareto-type modelling using weibull distributions	Albrecher, Hansjörg	p. 509 - 538