ASTIN Bulletin Journal Issues Research Articles in January 2021 Edition

OTTAWA, Ontario, Jan. 23 -- ASTIN Bulletin, a journal that says it features papers that are relevant to any branch of actuarial science and insurance mathematics from the International Actuarial Association, published research articles on the following topics in its January 2021 edition:

Research Article:

* Predictive Claim Scores For Dynamic Multi-Product Risk Classification In Insurance

* Addressing Imbalanced Insurance Data Through Zero-Inflated Poisson Regression With Boosting

* Generalizing The Log-Moyal Distribution And Regression Models For Heavy-Tailed Loss Data

* Quantifying The Trade-Off Between Income Stability And The Number Of Members In A Pooled Annuity Fund

* A Mixed Bond And Equity Fund Model For The Valuation Of Variable Annuities

* Mortality Forecasting With A Spatially Penalized Smoothed Var Model

* Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis

* Universally Marketable Insurance Under Multivariate Mixtures

* A Gamma Moving Average Process For Modelling Dependence Across Development Years In Run-Off Triangles

The January 2021 edition of the ASTIN Bulletin Journal can be viewed at https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/issue/1AC750856E3A96C3D7F26A9B4CB4F0AC. The Journal is published by Cambridge University Press.