ASTIN Bulletin Journal Issues Research Articles in January 2024 Edition

OTTAWA, Ontario, Jan. 24 -- 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 2024 edition (Vol. 54, Issue 1):

Research Article:

* Microscopic traffic models, accidents, and insurance losses

* Construction of rating systems using global sensitivity analysis: A numerical investigation

* Multi-population mortality modelling: a Bayesian hierarchical approach

* Optimal VIX-linked structure for the target benefit pension plan

* Optimal performance of a tontine overlay subject to withdrawal constraints

* Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer

* Pricing and hedging of longevity basis risk through securitisation

* Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits

The January 2024 edition of the ASTIN Bulletin Journal can be viewed at https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/issue/83212EBB7E5636DE757A69CC86F75DED. The Journal is published by Cambridge University Press.