PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE - ERRATUM.
- Published in:
- 2018
- By:
- Publication type:
- Correction Notice
Works matching IS 05150361 AND DT 2018 AND VI 48 AND IP 1
Results: 19
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EDITORIAL.
- Published in:
- 2018
- By:
- Publication type:
- Editorial
3
ASB volume 48 issue 1 Cover and Front matter.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. f1, doi. 10.1017/asb.2017.40
- Publication type:
- Article
4
STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 413, doi. 10.1017/asb.2017.35
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- Publication type:
- Article
5
ASB volume 48 issue 1 Cover and Back matter.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. b1, doi. 10.1017/asb.2017.41
- Publication type:
- Article
6
IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH.
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- Astin Bulletin, 2018, v. 48, n. 1, p. 111, doi. 10.1017/asb.2017.34
- By:
- Publication type:
- Article
7
FAST COMPUTATION OF RISK MEASURES FOR VARIABLE ANNUITIES WITH ADDITIONAL EARNINGS BY CONDITIONAL MOMENT MATCHING.
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- Astin Bulletin, 2018, v. 48, n. 1, p. 171, doi. 10.1017/asb.2017.33
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- Publication type:
- Article
8
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING.
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- Astin Bulletin, 2018, v. 48, n. 1, p. 375, doi. 10.1017/asb.2017.32
- By:
- Publication type:
- Article
9
EVOLUTIONARY HIERARCHICAL CREDIBILITY.
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- Astin Bulletin, 2018, v. 48, n. 1, p. 339, doi. 10.1017/asb.2017.31
- By:
- Publication type:
- Article
10
ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS.
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- Astin Bulletin, 2018, v. 48, n. 1, p. 275, doi. 10.1017/asb.2017.30
- By:
- Publication type:
- Article
11
NATURAL HEDGING IN LONG-TERM CARE INSURANCE.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 233, doi. 10.1017/asb.2017.29
- By:
- Publication type:
- Article
12
DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY.
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- Astin Bulletin, 2018, v. 48, n. 1, p. 197, doi. 10.1017/asb.2017.26
- By:
- Publication type:
- Article
13
ON THE AGGREGATION OF EXPERTS' INFORMATION IN BONUS–MALUS SYSTEMS.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 311, doi. 10.1017/asb.2017.25
- By:
- Publication type:
- Article
14
FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 139, doi. 10.1017/asb.2017.23
- By:
- Publication type:
- Article
15
ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 435, doi. 10.1017/asb.2017.22
- By:
- Publication type:
- Article
16
PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 89, doi. 10.1017/asb.2017.21
- By:
- Publication type:
- Article
17
STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 55, doi. 10.1017/asb.2017.19
- By:
- Publication type:
- Article
18
A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 25, doi. 10.1017/asb.2016.30
- By:
- Publication type:
- Article
19
CHAIN-LADDER METHOD AND MIDYEAR LOSS RESERVING.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 1, p. 3, doi. 10.1017/asb.2017.1
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- Publication type:
- Article