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European Actuarial Journal-Número 1 - junio 2021
Detalhe
Artigos
Publicação:
European Actuarial Journal
Número:
Número 1 - junio 2021
Tipo:
Normal
Direitos:
InC
Título
Autor
Páginas
Conteúdo
The Standard formula of Solvency II : a critical discussion
Scherer, Matthias
p. 3-20
Objetos digitales
Recurso electrónico / Electronic resource
Current developments in German pension schemes : What are the benefits of the new target pension?
Chen, An
p. 21-47
Objetos digitales
Recurso electrónico / Electronic resource
The Modern tontine
Weinert, Jan-Hendrik
p. 49-86
Objetos digitales
Recurso electrónico / Electronic resource
A Measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio
Eckert, Jonas
p. 87-112
Exchangeable mortality projection
Shapovalov, Vered
113-133
Waiting period from diagnosis for mortgage insurance issued to cancer survivors
p. 135-160
Indifference pricing of reinsurance with reinstatements using coherent monetary criteria
Kazi-Tani, Nabil
p. 161-183
Making Tweedie's compound Poisson model more accessible
Delong, Lukasz
p. 185-226
Objetos digitales
Recurso electrónico / Electronic resource
Multi-population mortality modelling and forecasting : a hierarchical credibility regression approach
Bozikas, Apostolos
p. 231-267
Estimation error and bootstrapping in the chain-ladder model of Mack
Gisler, Alois
p. 269-283
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
Wang, Wenyuan
p. 285-317
An elementary derivation of Hattendorff's theorem
Shiu, Elias S. W.
p. 319-323
Objetos digitales
Recurso electrónico / Electronic resource
Generalization error for Tweedie models : decomposition and error reduction with bagging
Denuit, Michel
p. 325-331
An actuarial approach to pricing barrier options
Gerber, Hans U.
p. 333-339
Correction to : Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
Diez, Franziska
p. 341-347
Arriba