ASTIN Bulletin Journal Issues Research Articles in May 2020 Edition
* Em Algorithm For Fitting A New Class Of Mixed Exponential Regression Models With Varying Dispersion
* Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality
* Generalised Property Exposure Rating Framework That Incorporates Scale-Independent Losses And Maximum Possible Loss Uncertainty
* Less-Expensive Valuation And Reserving Of Long-Dated Variable Annuities When Interest Rates And Mortality Rates Are Stochastic
* New Inference Strategy For General Population Mortality Tables
* One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution
* Optimal Asset Allocation For Dc Pension Decumulation With A Variable Spending Rule
* Optimal Insurance Contracts Under Distortion Risk Measures With Ambiguity Aversion
* Optimal Insurance Strategies: A Hybrid Deep Learning Markov Chain Approximation Approach
* Poisson Models With Dynamic Random Effects And Nonnegative Credibilities Per Period
* Weighted Comonotonic Risk Sharing Under Heterogeneous Beliefs
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