COMPOSITE BERNSTEIN COPULAS.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 445, doi. 10.1017/asb.2015.1
- By:
- Publication type:
- Article
Works matching IS 05150361 AND DT 2015 AND VI 45 AND IP 2
Results: 7
1
2
RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 421, doi. 10.1017/asb.2014.30
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- Publication type:
- Article
3
OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 397, doi. 10.1017/asb.2014.33
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- Publication type:
- Article
4
VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 355, doi. 10.1017/asb.2014.32
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- Publication type:
- Article
5
CREDIBILITY CLAIMS RESERVING WITH STOCHASTIC DIAGONAL EFFECTS.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 309, doi. 10.1017/asb.2015.3
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- Publication type:
- Article
6
A QUANTITATIVE STUDY OF CHAIN LADDER BASED PRICING APPROACHES FOR LONG-TAIL QUOTA SHARES.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 267, doi. 10.1017/asb.2015.2
- By:
- Publication type:
- Article
7
CALCULATING VARIABLE ANNUITY LIABILITY "GREEKS" USING MONTE CARLO SIMULATION.
- Published in:
- Astin Bulletin, 2015, v. 45, n. 2, p. 239, doi. 10.1017/asb.2014.31
- By:
- Publication type:
- Article