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ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION.
- Published in:
- Astin Bulletin, 2021, v. 51, n. 2, p. 539, doi. 10.1017/asb.2021.3
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- Article
A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE.
- Published in:
- Astin Bulletin, 2021, v. 51, n. 2, p. 349, doi. 10.1017/asb.2020.44
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- Article
TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 509, doi. 10.1017/asb.2020.43
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- Article
ASB volume 51 issue 2 Cover and Back matter.
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- Astin Bulletin, 2021, v. 51, n. 2, p. b1, doi. 10.1017/asb.2021.16
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- Article
ASB volume 51 issue 2 Cover and Front matter.
- Published in:
- Astin Bulletin, 2021, v. 51, n. 2, p. f1, doi. 10.1017/asb.2021.15
- Publication type:
- Article
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS.
- Published in:
- Astin Bulletin, 2021, v. 51, n. 2, p. 375, doi. 10.1017/asb.2021.12
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- Article
ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 571, doi. 10.1017/asb.2021.11
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- Article
OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 631, doi. 10.1017/asb.2021.9
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- Article
OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 607, doi. 10.1017/asb.2021.8
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- Article
OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 661, doi. 10.1017/asb.2021.7
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- Article
DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 449, doi. 10.1017/asb.2021.6
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- Article
PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES.
- Published in:
- Astin Bulletin, 2021, v. 51, n. 2, p. 411, doi. 10.1017/asb.2021.5
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- Article
ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA.
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- Astin Bulletin, 2021, v. 51, n. 2, p. 475, doi. 10.1017/asb.2021.4
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- Article