Astin bulletin - Volumen 50 Número 1 - enero 2020
| Título | Autor | Páginas |
|---|---|---|
| A Neutral network boosted overdispersed Poisson claims reserving model | Gabrielli, Andrea | p. 25-60 |
| Actuarial applications of word embedding models | Lee, Gee Y | p. 1-24 |
| Bilateral risk sharing with heterogeneous beliefs and exposure constraints | Boonen, Tim J | p. 293-323 |
| Multivariate geometric tail-and range-value-at-risk | Herrmann, Klaus | p. 265-292 |
| Multivariate long-memory cohort mortality models | Yan, Hongxuan | p. 223-263 |
| Natural hedges with immunization strategies of mortality and interest rates | Lin, Tzuling | p. 155-185 |
| On marine liability portfolio modeling | Guevara-Alarcón, William | p. 61-93 |
| On the optimal combination of annuities and tontines | Chen, An | p. 95-129 |
| Reaching bequest goal with life insurance : ambiguity about the risk asset´s drift and mortality´s hazard rate | Liang, Xiaoqing | p. 187-221 |
| The Effect of the asumed interest rate and smoothing on variable annuities | Balter, Anne G. | p. 131-154 |