Printed from https://ideas.repec.org/s/cup/astinb.htmlCambridge University Press
ASTIN Bulletin
Contact information of Cambridge University Press
Serial Information
Description: Papers published in ASTIN Bulletin
Series handle: RePEc:cup:astinb
Citations RSS feed:at CitEc
Impact factors
- Simple(last 10 years)
- Recursive(10)
- Discounted(10)
- Recursive discounted(10)
- H-Index(10)
- Euclid(10)
- Aggregate(10)
Top item:
- By citations
- By downloads (last 12 months)
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle:RePEc:cup:astinb. Seegeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider:https://www.cambridge.org/asb.
Content
January 2026, Volume 56, Issue 1
- 1-31Whittaker–Henderson smoothing revisited: A modern statistical framework for practical use
by Biessy, Guillaume - 32-59What KAN mortality say: smooth and interpretable mortality modeling using Kolmogorov−Arnold networks
by Zhang, Lianzeng & Zhuang, Yuan - 60-88Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
by Abdelrahman, Hassan & Badescu, Andrei L. & Craiu, Radu V. & Lin, X. Sheldon - 89-100Stationary probabilities and the monotone likelihood ratio in bonus-malus systems
by Ágoston, Kolos Csaba & Papp, Dávid - 101-126Modeling discrete common-shock risks through matrix distributions
by Bladt, Martin & Cheung, Eric C. K. & Peralta, Oscar & Woo, Jae-Kyung - 127-153Collaborative and Parametric Insurance on the Ethereum Blockchain
by Goffard, Pierre-Olivier & Loisel, Stéphane - 154-180A nonzero-sum game with reinforcement learning under mean-variance framework
by Guo, Junyi & Han, Xia & Wang, Hao & Yuen, Kam C. - 181-205Quantifying Systemic Risk: Conditional Interval Risk Measures and Their Applications
by Wen, Limin & Li, Junxue & Zhang, Yi - 206-219Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
by Chen, Yuyu & Shneer, Seva - 220-242Optimal proportional insurance under claim habit
by Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin - 243-269Asymmetric Nash insurance bargaining between risk-averse parties
by Boonen, Tim J. & Chi, Yichun - 270-294Worst-case distortion risk measures of transformed losses with uncertain distributions lying in Wasserstein balls
by Cai, Jun & Liu, Fangda & Yin, Mingren
September 2025, Volume 55, Issue 3
- 492-513Worst-case reinsurance strategy with likelihood ratio uncertainty
by Landriault, David & Liu, Fangda & Shi, Ziyue - 514-536On the optimality of linear residual risk sharing
by Yang, Jiajie & Wei, Wei - 537-563Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
by Ghossoub, Mario & Zhu, Michael B. & Chong, Wing Fung - 564-584Impact of insurers’ technology accessibility as private information on market structure
by Lin, Jieyu & Zeng, Yan - 585-614Risk-sharing rules for mortality pooling products with stochastic and correlated mortality rates
by Zhou, Yuxin & Garces, Len Patrick Dominic & Shen, Yang & Sherris, Michael & Ziveyi, Jonathan - 615-643Pareto-optimal risk exchange in a continuous-time economy: Application to target benefit pension
by Tao, Cheng & Shen, Yang & Siu, Tak Kuen - 644-667Fairness and risk sharing in integrated LRD-tontine schemes under Volterra mortality risk
by Kang, Jingwen & Jin, Zhuo & Qian, Linyi & Zhang, Nan - 668-694Multi-asset return risk measures
by Laudagé, Christian & Liebrich, Felix-Benedikt & Sass, Jörn - 695-720Time-varying pareto optimal risk sharing for annuities
by Hanbali, Hamza & Warnakulasooriya, Himasha & Leung, Jessica Wai Yin - 721-746Optimal design of fixed and variable costs in peer-to-peer insurance with heterogeneous risk
by Boonen, Tim J. & Chen, Ze & Hu, Wentao - 747-756Some remarks on the effect of risk sharing and diversification for infinite mean risks
by Müller, Alfred - 757-774A redistributive GSA scheme to cope with socio-economic mortality differentials
by Aragona, Maria & Regis, Luca & Vigna, Elena
May 2025, Volume 55, Issue 2
- 205-241Assessing driving risk through unsupervised detection of anomalies in telematics time series data
by Chan, Ian Weng & Badescu, Andrei L. & Lin, X. Sheldon - 242-262Risk modeling of property insurance claims from weather events
by Gao, Lisa & Shi, Peng - 263-286Market-based insurance ratemaking: Application to pet insurance
by Goffard, Pierre-Olivier & Piette, Pierrick & Peters, Gareth W. - 287-312A maximum likelihood approach for uncertain volumes in the additive reserving model
by Riegel, Ulrich - 313-331Mortality forecasting via multi-task neural networks
by De Mori, Luca & Haberman, Steven & Millossovich, Pietro & Zhu, Rui - 332-351Joint mortality models based on subordinated linear hypercubes
by De Giovanni, Domenico & Pirra, Marco & Viviano, Fabio - 352-373Dynamic tonuity: Adapting retirement benefits to a changing environment
by Chen, An & Chen, Yusha & Rach, Manuel - 374-394Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods
by Li, Zhengxiao & Huang, Yifan & Cao, Yang - 395-425Incident-specific cyber insurance
by Chong, Wing Fung & Linders, Daniël & Quan, Zhiyu & Zhang, Linfeng - 426-448Cybersecurity investments and cyber insurance purchases in a non-cooperative game
by Boonen, Tim J. & Feng, Yang & Tong, Zhiwei - 449-485Conditional expectations given the sum of independent random variables with regularly varying densities
by Denuit, Michel & Ortega-Jiménez, Patricia & Robert, Christian-Yann
January 2025, Volume 55, Issue 1
- 1-28Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score
by Yanez, Juan Sebastian & Guillén, Montserrat & Nielsen, Jens Perch - 29-49Individual claims reserving using the Aalen–Johansen estimator
by Bladt, Martin & Pittarello, Gabriele - 50-75An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes
by Ungolo, Francesco & Laub, Patrick J. - 76-96Yield curve extrapolation with machine learning
by Akiyama, Shinobu & Matsuyama, Naoki - 97-120Forecasting mortality rates with functional signatures
by Yap, Zhong Jing & Pathmanathan, Dharini & Dabo-Niang, Sophie - 121-143Asymptotics for the conditional higher moment coherent risk measure with weak contagion
by Liu, Jiajun & Yi, Qingxin - 144-167Tail variance for generalised hyper-elliptical models
by Ignatieva, Katja & Landsman, Zinoviy - 168-177A note on continuity and asymptotic consistency of measures of risk and variability
by Gao, Niushan & Xanthos, Foivos - 178-203Two stackelberg games in life insurance: Mean-variance criterion
by Liang, Xiaoqing & Young, Virginia R.
September 2024, Volume 54, Issue 3
- 463-494Multiple yield curve modeling and forecasting using deep learning
by Richman, Ronald & Scognamiglio, Salvatore - 495-517A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada
by Bourget, Mathilde & Boudreault, Mathieu & Carozza, David A. & Boudreault, Jérémie & Raymond, Sébastien - 518-545Generic framework for a coherent integration of experience and exposure rating in reinsurance
by Bernegger, Stefan - 546-568Optimal defined-contribution pension management with financial and mortality risks
by Li, Wenyuan & Wei, Pengyu - 569-599Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
by Deelstra, Griselda & Devolder, Pierre & Roelants du Vivier, Benjamin - 600-625Optimal surrender policy for reverse mortgage loans
by Bernard, Carole & Kolkiewicz, Adam & Tang, Junsen - 626-651Optimal annuitization under stochastic interest rates
by Dillschneider, Yannick & Maurer, Raimond & Schober, Peter - 652-678Multidimensional credibility: A new approach based on joint distribution function
by Wen, Limin & Liu, Wei & Zhang, Yiying - 679-711A study of one-factor copula models from a tail dependence perspective
by Shyamalkumar, Nariankadu & Tao, Siyang - 712-737Tail risk driven by investment losses and exogenous shocks
by Man, Xinyue & Tang, Qihe - 738-766Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery
by Yong, Yaodi & Cheung, Ka Chun & Zhang, Yiying - 767-790Strategic underreporting and optimal deductible insurance
by Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin - 791-803Calculating premium principles from the mode of a unimodal weighted distribution
by Psarrakos, Georgios
May 2024, Volume 54, Issue 2
- 213-238Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
by Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard - 239-262Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data
by Duval, Francis & Boucher, Jean-Philippe & Pigeon, Mathieu - 263-279Integration of traditional and telematics data for efficient insurance claims prediction
by Peiris, Hashan & Jeong, Himchan & Kim, Jae-Kwang & Lee, Hangsuck - 280-309A representation-learning approach for insurance pricing with images
by Blier-Wong, Christopher & Lamontagne, Luc & Marceau, Etienne - 310-326Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting
by Engler, Nils & Lindskog, Filip - 327-359Expressive mortality models through Gaussian process kernels
by Risk, Jimmy & Ludkovski, Mike - 360-384A Markov multiple state model for epidemic and insurance modelling
by Tran, Minh-Hoang - 385-409Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
by Devolder, Pierre & Russo, Emilio & Staino, Alessandro - 410-440Signature-based validation of real-world economic scenarios
by Andrès, Hervé & Boumezoued, Alexandre & Jourdain, Benjamin - 441-462Optimal insurance with counterparty and additive background risk
by Chen, Yanhong
January 2024, Volume 54, Issue 1
- 1-24Microscopic traffic models, accidents, and insurance losses
by Kim, Sojung & Kleiber, Marcel & Weber, Stefan - 25-45Construction of rating systems using global sensitivity analysis: A numerical investigation
by Vallarino, Arianna & Rabitti, Giovanni & Khorrami Chokami, Amir - 46-74Multi-population mortality modelling: a Bayesian hierarchical approach
by Shi, Jianjie & Shi, Yanlin & Wang, Pengjie & Zhu, Dan - 75-93Optimal VIX-linked structure for the target benefit pension plan
by Chen, Lv & Li, Danping & Wang, Yumin & Zhu, Xiaobai - 94-128Optimal performance of a tontine overlay subject to withdrawal constraints
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham - 129-158Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
by Havrylenko, Yevhen & Hinken, Maria & Zagst, Rudi - 159-184Pricing and hedging of longevity basis risk through securitisation
by Zeddouk, Fadoua & Devolder, Pierre - 185-212Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits
by Alonso-García, Jennifer & Sherris, Michael & Thirurajah, Samuel & Ziveyi, Jonathan
September 2023, Volume 53, Issue 3
- 489-514Risk management with local least squares Monte Carlo
by Hainaut, Donatien & Akbaraly, Adnane - 515-544Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization
by Chen, An & Kanagawa, Motonobu & Zhang, Fangyuan - 545-579Target benefit versus defined contribution scheme: a multi-period framework
by Chen, Ping & Yao, Haixiang & Yang, Hailiang & Zhu, Dan - 580-595A hybrid data mining framework for variable annuity portfolio valuation
by Gweon, Hyukjun & Li, Shu - 596-618Ratemaking in a changing environment
by Okine, A. Nii-Armah - 619-635Estimating the VaR-induced Euler allocation rule
by Gribkova, N.V. & Su, J. & Zitikis, R. - 636-657Range-based risk measures and their applications
by Righi, Marcelo Brutti & Müller, Fernanda Maria - 658-683Optimal commissions and subscriptions in mutual aid platforms
by Zhao, Yixing & Zeng, Yan - 684-705Cyber insurance-linked securities
by Braun, Alexander & Eling, Martin & Jaenicke, Christoph - 706-728Reinsurance games with $\boldsymbol{{n}}$ variance-premium reinsurers: from tree to chain
by Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin
May 2023, Volume 53, Issue 2
- 185-212Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
by Crevecoeur, Jonas & Antonio, Katrien & Desmedt, Stijn & Masquelein, Alexandre - 213-232The use of autoencoders for training neural networks with mixed categorical and numerical features
by Delong, Łukasz & Kozak, Anna - 233-257Premium control with reinforcement learning
by Palmborg, Lina & Lindskog, Filip - 258-284Tail index partition-based rules extraction with application to tornado damage insurance
by Maillart, Arthur & Robert, Christian Y. - 285-310Modelling socio-economic mortality at neighbourhood level
by Wen, Jie & Cairns, Andrew J.G. & Kleinow, Torsten - 311-331Risk allocation through shapley decompositions, with applications to variable annuities
by Godin, Frédéric & Hamel, Emmanuel & Gaillardetz, Patrice & Hon-Man Ng, Edwin - 332-350Shortcuts for the construction of sub-annual life tables
by Pavía, Jose M. & Lledó, Josep - 351-376A calendar year mortality model in continuous time
by Hainaut, Donatien - 377-391Survival energy models for mortality prediction and future prospects
by Shimizu, Yasutaka & Shirai, Kana & Kojima, Yuta & Mitsuda, Daiki & Inoue, Mahiro - 392-417The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
by Arık, Ayşe & Uğur, Ömür & Kleinow, Torsten - 418-442The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
by Linders, Daniël - 443-465Worst-case moments under partial ambiguity
by Tang, Qihe & Yang, Yunshen - 466-487Measuring non-exchangeable tail dependence using tail copulas
by Koike, Takaaki & Kato, Shogo & Hofert, Marius - 488-488Target benefit pension plan with longevity risk and intergenerational equity – CORRIGENDUM
by Rong, Ximin & Tao, Cheng & Zhao, Hui
January 2023, Volume 53, Issue 1
- 2-28Forecasting mortality rates with a coherent ensemble averaging approach
by Chang, Le & Shi, Yanlin - 29-61Modelling mortality: A bayesian factor-augmented var (favar) approach
by Lu, Yang & Zhu, Dan - 62-83A defined benefit pension plan model with stochastic salary and heterogeneous discounting
by Josa-Fombellida, Ricardo & López-Casado, Paula & Navas, Jorge - 84-103Target benefit pension plan with longevity risk and intergenerational equity
by Rong, Ximin & Tao, Cheng & Zhao, Hui - 104-128Optimal consumption, investment, and insurance under state-dependent risk aversion
by Steffensen, Mogens & Søe, Julie Bjørner - 129-148Distributionally robust reinsurance with expectile
by Xie, Xinqiao & Liu, Haiyan & Mao, Tiantian & Zhu, Xiao Bai - 149-183Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
by Ng, Tak Wa & Nguyen, Thai
September 2022, Volume 52, Issue 3
- 707-734Selecting Bivariate Copula Models Using Image Recognition
by Tsanakas, Andreas & Zhu, Rui - 735-764Multi-State Modelling Of Customer Churn
by Dong, Yumo & Frees, Edward W. & Huang, Fei & Hui, Francis K. C. - 765-787Tree-Based Machine Learning Methods For Modeling And Forecasting Mortality
by Bjerre, Dorethe Skovgaard - 789-812Extending The Lee–Carter Model With Variational Autoencoder: A Fusion Of Neural Network And Bayesian Approach
by Miyata, Akihiro & Matsuyama, Naoki - 813-834Mortality Credits Within Large Survivor Funds
by Denuit, Michel & Hieber, Peter & Robert, Christian Y. - 835-876Estimation Of Future Discretionary Benefits In Traditional Life Insurance
by Gach, Florian & Hochgerner, Simon - 877-920New Loss Reserve Models With Persistence Effects To Forecast Trapezoidal Losses In Run-Off Triangles
by Usman, Farha & Chan, Jennifer S.K. - 921-952Evaluating The Tail Risk Of Multivariate Aggregate Losses
by Jiang, Wenjun & Ren, Jiandong
May 2022, Volume 52, Issue 2
- 363-391Improving Automobile Insurance Claims Frequency Prediction With Telematics Car Driving Data
by Meng, Shengwang & Wang, He & Shi, Yanlin & Gao, Guangyuan - 393-416A New Multivariate Zero-Inflated Hurdle Model With Applications In Automobile Insurance
by Zhang, Pengcheng & Pitt, David & Wu, Xueyuan - 417-448Phase-Type Distributions For Claim Severity Regression Modeling
by Bladt, Martin - 449-482Functional Profile Techniques For Claims Reserving
by Maciak, Matúš & Mizera, Ivan & Pešta, Michal - 483-517The Saint Model: A Decade Later
by Jarner, Søren F. & Jallbjørn, Snorre - 519-561Calibrating The Lee-Carter And The Poisson Lee-Carter Models Via Neural Networks
by Scognamiglio, Salvatore - 563-589Modern Life-Care Tontines
by Hieber, Peter & Lucas, Nathalie - 591-617Target Volatility Strategies For Group Self-Annuity Portfolios
by Olivieri, Annamaria & Thirurajah, Samuel & Ziveyi, Jonathan - 619-643A Simple And Nearly Optimal Investment Strategy To Minimize The Probability Of Lifetime Ruin
by Liang, Xiaoqing & Young, Virginia R. - 645-667Mean–Variance Insurance Design With Counterparty Risk And Incentive Compatibility
by Boonen, Tim J. & Jiang, Wenjun - 669-706Multivariate Distributions With Time And Cross-Dependence: Aggregation And Capital Allocation
by Hu, Xiang & Zhang, Lianzeng
January 2022, Volume 52, Issue 1
- 1-31Geographic Ratemaking With Spatial Embeddings
by Blier-Wong, Christopher & Cossette, Hélène & Lamontagne, Luc & Marceau, Etienne - 33-54Joint Modeling Of Claim Frequencies And Behavioral Signals In Motor Insurance
by Corradin, Alexandre & Denuit, Michel & Detyniecki, Marcin & Grari, Vincent & Sammarco, Matteo & Trufin, Julien - 55-89Discrimination-Free Insurance Pricing
by Lindholm, M. & Richman, R. & Tsanakas, A. & Wüthrich, M.V. - 91-116Joint Model Prediction And Application To Individual-Level Loss Reserving
by Okine, A. Nii-Armah & Frees, Edward W. & Shi, Peng - 117-143A Collective Reserving Model With Claim Openness
by Lindholm, Mathias & Zakrisson, Henning - 145-184Multivariate Composite Copulas
by Xie, Jiehua & Fang, Jun & Yang, Jingping & Bu, Lan - 185-210ON THE $r\mathcal{B}$ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS
by Bhati, Deepesh & Calderín-Ojeda, Enrique - 211-245Insurance Valuation: A Two-Step Generalised Regression Approach
by Barigou, Karim & Bignozzi, Valeria & Tsanakas, Andreas - 247-289A Group Regularisation Approach For Constructing Generalised Age-Period-Cohort Mortality Projection Models
by SriDaran, Dilan & Sherris, Michael & Villegas, Andrés M. & Ziveyi, Jonathan - 291-331Computation Of Bonus In Multi-State Life Insurance
by Ahmad, Jamaal & Buchardt, Kristian & Furrer, Christian - 333-360Point And Interval Forecasts Of Death Rates Using Neural Networks
by Schnürch, Simon & Korn, Ralf - 361-361Multivariate Composite Copulas – Corrigendum
by Xie, Jiehua & Fang, Jun & Yang, Jingping & Bu, Lan
September 2021, Volume 51, Issue 3
- 689-718Neighbouring Prediction For Mortality
by Wang, Chou-Wen & Zhang, Jinggong & Zhu, Wenjun - 719-751Cost-Sensitive Multi-Class Adaboost For Understanding Driving Behavior Based On Telematics
by So, Banghee & Boucher, Jean-Philippe & Valdez, Emiliano A. - 753-778Diversification In Catastrophe Insurance Markets
by Cui, Hengxin & Tan, Ken Seng & Yang, Fan - 779-812On Complex Economic Scenario Generators: Is Less More?
by Bégin, Jean-François - 813-837Test For Changes In The Modeled Solvency Capital Requirement Of An Internal Risk Model
by Gaigall, Daniel - 839-871Applying Economic Measures To Lapse Risk Management With Machine Learning Approaches
by Loisel, Stéphane & Piette, Pierrick & Tsai, Cheng-Hsien Jason - 873-904Fair Transition From Defined Benefit To Target Benefit
by Zhu, Xiaobai & Hardy, Mary & Saunders, David - 905-938Optimal Control Of The Decumulation Of A Retirement Portfolio With Variable Spending And Dynamic Asset Allocation
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham
May 2021, Volume 51, Issue 2
- 349-374A Double Common Factor Model For Mortality Projection Using Best-Performance Mortality Rates As Reference
by Li, Jackie & Lee, Maggie & Guthrie, Simon - 375-410Geographical Diversification And Longevity Risk Mitigation In Annuity Portfolios
by De Rosa, Clemente & Luciano, Elisa & Regis, Luca - 411-447Pricing Longevity-Linked Securities In The Presence Of Mortality Trend Changes
by Freimann, Arne - 449-474Dynamic Asset Allocation For Target Date Funds Under The Benchmark Approach
by Sun, Jin & Zhu, Dan & Platen, Eckhard - 475-507Robust Estimation Of Loss Models For Lognormal Insurance Payment Severity Data
by Poudyal, Chudamani - 509-538Tempered Pareto-Type Modelling Using Weibull Distributions
by Albrecher, Hansjörg & Araujo-Acuna, José Carlos & Beirlant, Jan - 539-570Estimation Of High Conditional Tail Risk Based On Expectile Regression
by Hu, Jie & Chen, Yu & Tan, Keqi - 571-605Asymptotics For Systemic Risk With Dependent Heavy-Tailed Losses
by Liu, Jiajun & Yang, Yang - 607-629Optimal Reinsurance Design With Distortion Risk Measures And Asymmetric Information
by Boonen, Tim J. & Zhang, Yiying - 631-659Optimal Reinsurance From The Viewpoints Of Both An Insurer And A Reinsurer Under The Cvar Risk Measure And Vajda Condition
by Chen, Yanhong - 661-688Optimal Incentive-Compatible Insurance With Background Risk
by Chi, Yichun & Tan, Ken Seng
January 2021, Volume 51, Issue 1
- 1-25Predictive Claim Scores For Dynamic Multi-Product Risk Classification In Insurance
by Verschuren, Robert Matthijs - 27-55Addressing Imbalanced Insurance Data Through Zero-Inflated Poisson Regression With Boosting
by Lee, Simon C.K. - 57-99Generalizing The Log-Moyal Distribution And Regression Models For Heavy-Tailed Loss Data
by Li, Zhengxiao & Beirlant, Jan & Meng, Shengwang - 101-130Quantifying The Trade-Off Between Income Stability And The Number Of Members In A Pooled Annuity Fund
by Bernhardt, Thomas & Donnelly, Catherine - 131-159A Mixed Bond And Equity Fund Model For The Valuation Of Variable Annuities
by Augustyniak, Maciej & Godin, Frédéric & Hamel, Emmanuel - 161-189Mortality Forecasting With A Spatially Penalized Smoothed Var Model
by Chang, Le & Shi, Yanlin - 191-219Why Does A Human Die? A Structural Approach To Cohort-Wise Mortality Prediction Under Survival Energy Hypothesis
by Shimizu, Yasutaka & Minami, Yuki & Ito, Ryunosuke - 221-243Universally Marketable Insurance Under Multivariate Mixtures
by Lo, Ambrose & Tang, Qihe & Tang, Zhaofeng - 245-266A Gamma Moving Average Process For Modelling Dependence Across Development Years In Run-Off Triangles
by Nieto-Barajas, Luis E. & Targino, Rodrigo S. - 267-301Applying State Space Models To Stochastic Claims Reserving
by Hendrych, Radek & Cipra, Tomas - 303-347The Impacts Of Individual Information On Loss Reserving
by Wang, Zhigao & Wu, Xianyi & Qiu, Chunjuan
September 2020, Volume 50, Issue 3
- 675-707Wavelet-Based Feature Extraction For Mortality Projection
by Hainaut, Donatien & Denuit, Michel - 709-742Valuation Of Hybrid Financial And Actuarial Products In Life Insurance By A Novel Three-Step Method
by Deelstra, Griselda & Devolder, Pierre & Gnameho, Kossi & Hieber, Peter - 743-776Joint Optimization Of Transition Rules And The Premium Scale In A Bonus-Malus System
by Ágoston, Kolos Csaba & Gyetvai, Márton - 777-798Testing For Random Effects In Compound Risk Models Via Bregman Divergence
by Jeong, Himchan - 799-825A Statistical Methodology For Assessing The Maximal Strength Of Tail Dependence
by Sun, Ning & Yang, Chen & Zitikis, Ričardas - 827-851Distortion Riskmetrics On General Spaces
by Wang, Qiuqi & Wang, Ruodu & Wei, Yunran - 853-871An Effective Bias-Corrected Bagging Method For The Valuation Of Large Variable Annuity Portfolios
by Gweon, Hyukjun & Li, Shu & Mamon, Rogemar - 873-912Portfolio Insurance Strategies For A Target Annuitization Fund
by Xu, Mengyi & Sherris, Michael & Shao, Adam W. - 913-957Efficient Dynamic Hedging For Large Variable Annuity Portfolios With Multiple Underlying Assets
by Lin, X. Sheldon & Yang, Shuai - 959-999Risk-Based Capital For Variable Annuity Under Stochastic Interest Rate
by Wang, JinDong & Xu, Wei - 1001-1035Taxation Of A Gmwb Variable Annuity In A Stochastic Interest Rate Model
by Molent, Andrea - 1037-1064A Method For Constructing And Interpreting Some Weighted Premium Principles
by Castaño-Martínez, Antonia & López-Blazquez, Fernando & Pigueiras, Gema & Sordo, Miguel Á. - 1065-1092Risk Measures Derived From A Regulator’S Perspective On The Regulatory Capital Requirements For Insurers
by Cai, Jun & Mao, Tiantian - 1093-1122Large-Loss Behavior Of Conditional Mean Risk Sharing
by Denuit, Michel & Robert, Christian Y.
May 2020, Volume 50, Issue 2
- 325-356A New Inference Strategy For General Population Mortality Tables
by Boumezoued, Alexandre & Hoffmann, Marc & Jeunesse, Paulien - 357-379Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality
by Shang, Han Lin & Haberman, Steven - 381-417Less-Expensive Valuation And Reserving Of Long-Dated Variable Annuities When Interest Rates And Mortality Rates Are Stochastic
by Fergusson, Kevin - 419-447Optimal Asset Allocation For Dc Pension Decumulation With A Variable Spending Rule
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham - 449-477Optimal Insurance Strategies: A Hybrid Deep Learning Markov Chain Approximation Approach
by Cheng, Xiang & Jin, Zhuo & Yang, Hailiang - 479-511One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution
by Delong, Łukasz & Szatkowski, Marcin - 513-553A Generalised Property Exposure Rating Framework That Incorporates Scale-Independent Losses And Maximum Possible Loss Uncertainty
by Parodi, Pietro - 555-583An Em Algorithm For Fitting A New Class Of Mixed Exponential Regression Models With Varying Dispersion
by Tzougas, George & Karlis, Dimitris - 585-618Poisson Models With Dynamic Random Effects And Nonnegative Credibilities Per Period
by Pinquet, Jean - 619-646Optimal Insurance Contracts Under Distortion Risk Measures With Ambiguity Aversion
by Jiang, Wenjun & Escobar-Anel, Marcos & Ren, Jiandong - 647-673Weighted Comonotonic Risk Sharing Under Heterogeneous Beliefs
by Liu, Haiyan
January 2020, Volume 50, Issue 1
- 1-24Actuarial Applications Of Word Embedding Models
by Lee, Gee Y & Manski, Scott & Maiti, Tapabrata - 25-60A Neural Network Boosted Double Overdispersed Poisson Claims Reserving Model
by Gabrielli, Andrea - 61-93On Marine Liability Portfolio Modeling
by Guevara-Alarcón, William & Albrecher, Hansjörg & Chowdhury, Parvez - 95-129On The Optimal Combination Of Annuities And Tontines
by Chen, An & Rach, Manuel & Sehner, Thorsten - 131-154The Effect Of The Assumed Interest Rate And Smoothing On Variable Annuities
by Balter, Anne G. & Werker, Bas J. M. - 155-185Natural Hedges With Immunization Strategies Of Mortality And Interest Rates
by Lin, Tzuling & Tsai, Cary Chi-liang - 187-221Reaching A Bequest Goal With Life Insurance: Ambiguity About The Risky Asset'S Drift And Mortality'S Hazard Rate
by Liang, Xiaoqing & Young, Virginia R.
More services and features
About RePEc
[8]ページ先頭
©2009-2026 Movatter.jp