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Insurance valuation : a two-step generalised regression approach
Barigou, Karim; Bignozzi, Valeria; Tsanakas, Andreas - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
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Diversification in catastrophe insurance markets
Cui, Hengxin; Tan, Ken Seng; Yang, Fan - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 753-778
Persistent link: https://www.econbiz.de/10012656726
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Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 905-938
Persistent link: https://www.econbiz.de/10012656736
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Target volatility strategies for group self-annuity portfolios
Olivieri, Annamaria; Thirurajah, Samuel; Ziveyi, Jonathan - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 591-617
Persistent link: https://www.econbiz.de/10013270078
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A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing; Young, Virginia R. - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
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Multivariate distributions with time and cross-dependence : aggregation and capital allocation
Hu, Xiang; Lianzeng, Zhang - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 669-706
Persistent link: https://www.econbiz.de/10013270081
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Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic
Fergusson, Kevin - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 381-417
Persistent link: https://www.econbiz.de/10012243342
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Optimal asset allocation for DC pension decumulation with a variable spending rule
Forsyth, Peter A.; Vetzal, Kenneth R.; Westmacott, Graham - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 419-447
Persistent link: https://www.econbiz.de/10012243346
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Weighted comonotonic risk sharing under heterogeneous beliefs
Liu, Haiyan - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 647-673
Persistent link: https://www.econbiz.de/10012243394
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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