ASTIN BULLETIN Volumen 48 Número 1 - enero 2018
Año 2018
Imagen del registro

Detalle

Publicacion: Astin bulletin

Volumen 48 Número 1 - enero 2018

Normal

Artículos

Título Autor Páginas
Chain-ladder method and midyear loss reserving Dahms, René p. 3-24
A Mixture model for payments and payment numbers in claims reserving Gigante, Patrizia p. 25-53
Stochastic claims reserving via a Bayesian Spline Model with random loss ratio effects Gao, Guangyuan p. 55-88
Parsimonious parameterization of age-period-cohort models by Bayesian Shrinkage Venter, Gary p. 89-110
Implementing individual savings decisions for retirement with bounds on wealth p. 111-137
Fourier space time-stepping algorithm for valuing guaranteed minimum withdrawal benefits in variable annuities under regime-switching and siochastic mortality Ignatieva, Katja p. 139-169
Fast computation of risk measures for variable annuities with additional eamings by conditional moment matching Privault, Nicolas p. 171-196
Dynamic hedging of longevity risk : the effect of trading frequency Li, Hong p. 197-232
Natural hedging in Long-Term Care Insurance Levantesi, Susanna p. 233-274
Robust and efficient fitting of severity models and the method of Winsorized Moments Zhao, Qian p. 275-309
On The aggregation of experts' information in Bonus-Malus Systems Blanco, Víctor p. 311-337
Evolutionary hierarchical credibility Taylor, Greg p. 339-374
Analyzing and predicting Cat Bond Premiums : a financial loss premium principle and extreme value modeling Stupfler, Gilles p. 375-411
Stochastic differential games between two insurers with generalized mean-variance premium principle Chen, Shumin p. 413-434
On The compound Poisson Risk Model with periodic capital injections Zhang, Zhimin p. 435-477
Parsimonious parameterization of age-period-cohort models by Bayesian Shrinkage - Erratum Venter, Gary p. 479