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Astin bulletin-Volumen 48 Número 3 - septiembre 2018

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Artigos

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Publicação: Astin bulletin

Número: Volumen 48 Número 3 - septiembre 2018

Tipo: Normal

Direitos: InC

Título	Autor	Páginas
Multivariate modelling of household claim frequencies in motor third-party liability insurance	Pechon, Florian	p. 969-994
Linear versus nonlinear allocation rules in risk sharing under financial faimess	Schumacher, Johannes M.	p. 995-1024
Optimum insurance contracts with background risk and higher-order risk attitudes	Chi, Yichun	p. 1025-1048
Modelling and estimating individual and firm effects with count panel data		p. 1049-1078
Aggregation of dependent risks in mixtures of exponential distributions and extensions		p. 1079-1108
Common shock models for claim arrays	Avanzi, Benjamin	p. 1109-1136
Compound poisson claims reserving models: extensions and inference	Meng, Shengwang	p. 1137-1156
An Extreme-value theory approximation scheme in reinsurance and insurance-linked securities	Aviv, Rom	p. 1157-1174
Pricing of cyber insurance contracts in a network model	Fahrenwaldt, Matthias A.	p. 1175-1218
Solvency requirement in a unisex mortality model	Chen, An	p. 1219-1244
Dynamic hedging strategies for cash balance pension plans	Zhu, Xiaobai	p. 1245-1276
Drawing down retirement savings : do pensions, taxes and Government transfers matter much for optimal decisions?		p. 1277-1306
Gaussian proces models for mortality rates and improvement factors	Ludkovski, Mike	p. 1307-1347