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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
169
The journal of risk and insurance : the journal of the American Risk and Insurance Association
126
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
88
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
64
Risks : open access journal
56
Working paper / National Bureau of Economic Research, Inc.
51
NBER working paper series
50
Scandinavian actuarial journal
36
Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider
36
NBER Working Paper
35
The journal of structured finance
31
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
22
Asia-Pacific journal of risk and insurance : APJRI
22
The journal of insurance issues : official journal of the Western Risk and Insurance Association
22
Astin bulletin : the journal of the International Actuarial Association
21
Risk management and insurance review
21
Life markets : trading mortality and longevity risk with life settlements and linked securities
19
Journal of banking & finance
16
Discussion paper / The Pensions Institute, Cass Business School, City University
15
The Geneva papers on risk and insurance - issues and practice
15
Working paper
15
Working paper series / International Center for Insurance Regulation
14
Financial services review : the journal of individual financial management
12
Working papers on finance
12
ifa-Schriftenreihe
12
CESifo working papers
11
Developing an annuity market in Europe
11
Discussion paper
11
European journal of operational research : EJOR
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Journal of risk finance : the convergence of financial products and insurance
11
North American actuarial journal
11
The American economic review
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The handbook of insurance-linked securities
11
Life insurance in Europe : risk analysis and market challenges
10
Netspar Discussion Paper
10
The Geneva risk and insurance review
10
Journal of pension economics and finance
9
Journal of public economics
9
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
9
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
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:
5
Computation of bonus in multi-state life insurance
Ahmad, Jamaal
;
Buchardt, Kristian
;
Furrer, Christian
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 291-331
Persistent link: https://www.econbiz.de/10012805748
Saved in:
6
Estimation of future discretionary benefits in traditional life insurance
Gach, Florian
;
Hochgerner, Simon
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 835-876
Persistent link: https://www.econbiz.de/10013426665
Saved in:
7
Applying economic measures to lapse risk management with machine learning approaches
Loisel, Stéphane
;
Piette, Pierrick
;
Tsai, Cheng-Hsien Jason
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
3
,
pp. 839-871
Persistent link: https://www.econbiz.de/10012656733
Saved in:
8
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Saved in:
9
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
10
An effective bias-corrected bagging method for the valuation of large variable annuity portfolios
Gweon, Hyukjun Jay
;
Li, Shu
;
Mamon, Rogemar
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 853-871
Persistent link: https://www.econbiz.de/10012307387
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