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Search: "Astin bulletin : the journal of the International Actuarial Association"
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Astin bulletin : the journal of the International Actuarial Association
756
ASTIN bulletin : the journal of the International Actuarial Association
144
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OLC EcoSci
574
ECONIS (ZBW)
326
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1
Microscopic traffic models, accidents, and insurance losses
Kim, Sojung
;
Kleiber, Marcel
;
Weber, Stefan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014485524
Saved in:
2
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
3
Optimal performance of a tontine overlay subject to withdrawal constraints
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Westmacott, Graham
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 94-128
Persistent link: https://www.econbiz.de/10014485602
Saved in:
4
Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer
Havrylenko, Yevhen
;
Hinken, Maria
;
Zagst, Rudi
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 129-158
Persistent link: https://www.econbiz.de/10014485603
Saved in:
5
Construction of rating systems using global sensitivity analysis : a numerical investigation
Vallarino, Arianna
;
Rabitti, Giovanni
;
Chokami, Amir …
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 25-45
Persistent link: https://www.econbiz.de/10014485608
Saved in:
6
Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data
Duval, Francis
;
Boucher, Jean-Philippe
;
Pigeon, Mathieu
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 239-262
Persistent link: https://www.econbiz.de/10015055287
Saved in:
7
Integration of traditional and telematics data for efficient insurance claims prediction
Peiris, Hashan
;
Jeong, Himchan
;
Kim, Jae Kwang
;
Lee, …
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 263-279
Persistent link: https://www.econbiz.de/10015055288
Saved in:
8
A representation-learning approach for insurance pricing with images
Blier-Wong, Christopher
;
Lamontagne, Luc
;
Marceau, Etienne
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 280-309
Persistent link: https://www.econbiz.de/10015055289
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9
Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre
;
Russo, Emilio
;
Staino, Alessandro
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
Saved in:
10
Machine learning with high-cardinality categorical features in actuarial applications
Avanzi, Benjamin
;
Taylor, Greg
;
Wang, Melantha
;
Wong, …
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10015055285
Saved in:
11
Mack's estimator motivated by large exposure asymptotics in a compound poisson setting
Engler, Nils
;
Lindskog, Filip
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015055290
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12
A Markov multiple state model for epidemic and insurance modelling
Tran, Minh-Hoang
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 360-384
Persistent link: https://www.econbiz.de/10015055293
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13
The 3-step hedge-based valuation : fair valuation in the presence of systematic risks
Linders, Daniël
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014320284
Saved in:
14
The use of autoencoders for training neural networks with mixed categorical and numerical features
Delong, Łukasz
;
Kozak, Anna
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10014320194
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15
Shortcuts for the construction of sub-annual life tables
Pavia, José Manuel
;
Lledó, Josep
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 332-350
Persistent link: https://www.econbiz.de/10014320265
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16
The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
Arık, Ayşe
;
Uğur, Ömür
;
Kleinow, Torsten
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 392-417
Persistent link: https://www.econbiz.de/10014320277
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17
Modelling mortality : a Bayesian factor-augmented VAR (FAVAR) approach
Lu, Yang
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 29-61
Persistent link: https://www.econbiz.de/10014247639
Saved in:
18
Premium control with reinforcement learning
Palmborg, Lina
;
Lindskog, Filip
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10014320216
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19
Modelling socio-economic mortality at neighbourhood level
Wen, Jie
;
Cairns, Andrew
;
Kleinow, Torsten
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 285-310
Persistent link: https://www.econbiz.de/10014320234
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20
Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
21
Survival energy models for mortality prediction and future prospects
Shimizu, Yasutaka
;
Shirai, Kana
;
Kojima, Yuta
;
Mitsuda, …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 377-391
Persistent link: https://www.econbiz.de/10014320272
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22
Ratemaking in a changing environment
Okine, Nii Armah
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 596-618
Persistent link: https://www.econbiz.de/10014342968
Saved in:
23
Cyber insurance-linked securities
Braun, Alexander
;
Eling, Martin
;
Jaenicke, Christoph
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 684-705
Persistent link: https://www.econbiz.de/10014342972
Saved in:
24
A hybrid data mining framework for variable annuity portfolio valuation
Gweon, Hyukjun
;
Li, Shu
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 580-595
Persistent link: https://www.econbiz.de/10014342524
Saved in:
25
The SAINT model : a decade later
Jarner, Søren F.
;
Jallbjørn, Snorre
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 483-517
Persistent link: https://www.econbiz.de/10013270075
Saved in:
26
Extending the Lee-Carter model with variational autoencoder : a fusion of neural network and bayesian approach
Miyata, Akihiro
;
Matsuyama, Naoki
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 789-812
Persistent link: https://www.econbiz.de/10013426661
Saved in:
27
Evaluating the tail risk of multivariate aggregate losses
Jiang, Wenjun
;
Ren, Jiandong
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 921-952
Persistent link: https://www.econbiz.de/10013426668
Saved in:
28
Discrimination-free insurance pricing
Lindholm, Mathias
;
Richman, Ronald
;
Tsanakas, Andreas
; …
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10012805739
Saved in:
29
Joint model prediction and application to individual-level loss reserving
Okine, Nii Armah
;
Frees, Edward W.
;
Shi, Peng
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10012805741
Saved in:
30
A collective reserving model with claim openness
Lindholm, Mathias
;
Zakrisson, Henning
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10012805742
Saved in:
31
Point and interval forecasts of death rates using neural networks
Schnürch, Simon
;
Korn, Ralf
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
Saved in:
32
A new multivariate zero-inflated hurdle model with applications in automobile insurance
Zhang, Pengcheng
;
Pitt, David C.
;
Wu, Xueyuan
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 393-416
Persistent link: https://www.econbiz.de/10013270069
Saved in:
33
Phase-type distributions for claim severity regression modeling
Bladt, Martin
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 417-448
Persistent link: https://www.econbiz.de/10013270073
Saved in:
34
Modern life-care tontines
Hieber, Peter
;
Lucas, Nathalie
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 563-589
Persistent link: https://www.econbiz.de/10013270077
Saved in:
35
Selecting bivariate copula models using image recognition
Tsanakas, Andreas
;
Zhu, Rui
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 707-734
Persistent link: https://www.econbiz.de/10013426646
Saved in:
36
Mortality credits within large survivor funds
Denuit, Michel
;
Hieber, Peter
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 813-834
Persistent link: https://www.econbiz.de/10013426662
Saved in:
37
Optimal VIX-linked structure for the target benefit pension plan
Lv, Chen
;
Li, Danping
;
Wang, Yumin
;
Zhu, Xiaobai
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10014485596
Saved in:
38
Taxation and policyholder behavior : the case of guaranteed minimum accumulation benefits
Alonso-García, Jennifer
;
Sherris, Michael
;
Thirurajah, …
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 185-212
Persistent link: https://www.econbiz.de/10014485606
Saved in:
39
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
40
Signature-based validation of real-world economic scenarios
Andrès, Hervé
;
Boumezoued, Alexandre
;
Jourdain, Benjamin
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 410-440
Persistent link: https://www.econbiz.de/10015055298
Saved in:
41
Expressive mortality models through Gaussian process kernels
Risk, Jimmy
;
Ludkovski, Mike
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 327-359
Persistent link: https://www.econbiz.de/10015055291
Saved in:
42
Optimal insurance with counterparty and additive background risk
Chen, Yanhong
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 441-462
Persistent link: https://www.econbiz.de/10015055300
Saved in:
43
Pricing longevity-linked securities in the presence of mortality trend changes
Freimann, Arne
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 411-447
Persistent link: https://www.econbiz.de/10012523251
Saved in:
44
On complex economic scenario generators : is less more?
Bégin, Jean-François
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 779-812
Persistent link: https://www.econbiz.de/10012656729
Saved in:
45
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
Crevecoeur, Jonas
;
Antonio, Katrien
;
Desmedt, Stijn
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 185-212
Persistent link: https://www.econbiz.de/10014320190
Saved in:
46
Estimating the VaR-induced Euler allocation rule
Gribkova, N. V.
;
Su, Jianxi
;
Zitikis, R.
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 619-635
Persistent link: https://www.econbiz.de/10014342969
Saved in:
47
Ermanno Pitacco : 1947-2022
Embrechts, Paul
;
Wüthrich, Mario V.
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10014247632
Saved in:
48
Forecasting mortality rates with a coherent ensemble averaging approach
Chang, Le
;
Shi, Yanlin
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 2-28
Persistent link: https://www.econbiz.de/10014247635
Saved in:
49
A defined benefit pension plan model with stochastic salary and heterogeneous discounting
Josa-Fombellida, Ricardo
;
López-Casado, Paula
;
Navas, Jorge
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 62-83
Persistent link: https://www.econbiz.de/10014247641
Saved in:
50
Target benefit pension plan with longevity risk and intergenerational equity
Rong, Ximin
;
Tao, Cheng
;
Zhao, Hui
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
1
,
pp. 84-103
Persistent link: https://www.econbiz.de/10014247645
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