ASTIN Bulletin Journal Issues Research Articles in May 2020 Edition

OTTAWA, Ontario, June 1 -- 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 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

The May 2020 edition of the ASTIN Bulletin Journal can be viewed at https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/issue/76CD449A563B1971618A1F21FDBE9BBC. The Journal is published by Cambridge University Press.