Astin bulletin - Volume 56 Issue 1 - January 2026

Números: Volume 56 Issue 1 - January 2026

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
A Nonzero-sum game with reinforcement learning under mean-variance framework		p. 154 - 180
Asymmetric Nash insurance bargaining between risk-averse parties	Boonen, Tim J.	p. 243 - 269
Collaborative and Parametric Insurance on the Ethereum Blockchain	Goffard, Pierre-Olivier	p. 127 - 153
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays		p. 60 - 80
Modeling discrete common-shock risks through matrix distributions		p. 101 - 126
Optimal proportional insurance under claim habit		p. 220 - 242
Quantifying Systemic Risk : conditional Interval Risk Measures and Their Applications	Wen, Limin	p. 181 - 205
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions	Chen, Yuyu	p. 206 - 219
Stationary probabilities and the monotone likelihood ratio in bonus-malus systems	Csaba Ágoston, Kolos	p. 89 - 100
What KAN mortality say: smooth and interpretable mortality modeling using Kolmogorov-Arnold networks	Zhang, Lianzeng	p. 32 - 59
Whittaker - Henderson smoothing revisited : a modern statistical framework for practical use	Biessy, Guillaume	p. 1 - 31
Worst-case distortion risk measures of transformed losses with uncertain distributions lying in Wasserstein balls	Cai, Jun	p. 270 - 294