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Astin bulletin-Volumen 50 Número 2 - mayo 2020
Detalhe
Artigos
Publicação:
Astin bulletin
Número:
Volumen 50 Número 2 - mayo 2020
Tipo:
Normal
Direitos:
InC
Título
Autor
Páginas
A New inference strategy for general population mortality tables
Boumezoued, Alexandre
p. 325-356
Forecasting multiple functional time series in a group structure : an application to mortality
Lin Shang, Han
p. 357-379
Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin
p. 381-417
Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.
p. 419-447
Optimal insurance strategies : a hybrid deep learning Markov chain approximation approach
Cheng, Xiang
p. 449-477
One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
Delong, Lukasz
p. 479-511
A Generalised property exposure rating framework that incorporates scale-independent losses and maximum possible loss uncertainty
Parodi, Pietro
p. 513-553
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
Tzougas, George
p. 555-583
Poisson models with dynamic random effects and nonnegative credibilities per period
Pinquet, Jean
p. 585-618
Optimal insurance contracts under distortion risk measures with ambiguity aversion
Jiang, Wenjun
p. 619-646
Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan
p. 647-673
Arriba