ASB volume 50 issue 3 Cover and Back matter.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. b1, doi. 10.1017/asb.2020.17
- Publication type:
- Article
Works matching IS 05150361 AND DT 2020 AND VI 50 AND IP 3
Results: 16
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WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 675, doi. 10.1017/asb.2020.18
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- Publication type:
- Article
3
PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 873, doi. 10.1017/asb.2020.24
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- Publication type:
- Article
4
RISK MEASURES DERIVED FROM A REGULATOR'S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 1065, doi. 10.1017/asb.2020.22
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- Publication type:
- Article
5
A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 799, doi. 10.1017/asb.2020.21
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- Publication type:
- Article
6
ASB volume 50 issue 3 Cover and Front matter.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. f1, doi. 10.1017/asb.2020.16
- Publication type:
- Article
7
VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 709, doi. 10.1017/asb.2020.25
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- Publication type:
- Article
8
TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 1001, doi. 10.1017/asb.2020.29
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- Publication type:
- Article
9
AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 853, doi. 10.1017/asb.2020.28
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- Publication type:
- Article
10
JOINT OPTIMIZATION OF TRANSITION RULES AND THE PREMIUM SCALE IN A BONUS-MALUS SYSTEM.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 743, doi. 10.1017/asb.2020.27
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- Publication type:
- Article
11
EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 913, doi. 10.1017/asb.2020.26
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- Publication type:
- Article
12
RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 959, doi. 10.1017/asb.2020.20
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- Publication type:
- Article
13
TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 777, doi. 10.1017/asb.2020.19
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- Publication type:
- Article
14
LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 1093, doi. 10.1017/asb.2020.23
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- Publication type:
- Article
15
A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 1037, doi. 10.1017/asb.2020.15
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- Publication type:
- Article
16
DISTORTION RISKMETRICS ON GENERAL SPACES.
- Published in:
- Astin Bulletin, 2020, v. 50, n. 3, p. 827, doi. 10.1017/asb.2020.14
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- Publication type:
- Article