Pesquisa de referências
Centro de Documentação

European Actuarial Journal-Número 1 - junio 2022

Imagem do registro

Publicação: European Actuarial Journal

Número: Número 1 - junio 2022

Tipo: Normal

Direitos: InC

Título Autor Páginas Conteúdo
Modern tontines as a pension solution: a practical overview Winter, Pascal p. 3-33
A comprehensive model for cyber risk based on marked point processes and its application to insurance Zeller, Gabriela p. 33-85
Objetos digitales
Discussion on A comprehensive model for cyber risk based on marked point processes and its applications to insurance' (Zeller, Scherer) Reinhart, Jürgen p. 87-88
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework Zanotto, Alberto p. 89-123
Pricing participating longevity-linked life annuities : a Bayesian Model Ensemble approach Bravo, Jorge Miguel p. 125-159
Socio-economic differentiation in experienced mortality modelling and its pricing implications Salahnejhad Ghalehjooghi, Ahmad p. 161-188
Rule-based strategies for dynamic life cycle investment p. 189-213
Objetos digitales
A long-term care multi-state Markov model revisited : a Markov chain Monte Carlo approach Fleischmann, Anselm p. 215-247
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time Jevtic, Petar p. 249-273
Premium rating without losses Fackler, Michael p. 275-316
Discussion on "Premium rating without losses" (M. Fackler) Riegel, Ulrich p. 317-319
Bounds on Spearman's rho when at least one random variable is discrete Mesfioui, Mhamed p. 321-348
A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models Andréasson, Johan G. p. 349-379
A general framework for analysing the mortality experience of a large portfolio of lives : with an application to the UK universities superannuation scheme P. 381-415
Objetos digitales
Best upper and lower bounds on Spearman's rho for zero-inflated continuous variables and their application to insurance Mesfioui, Mhamed p. 417-423
Efficient evaluation of alternative reinsurance strategies using control variates Kyriakou, Ioannis p. 425-431