ASTIN Bulletin
1958 - 2023
From Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK. Bibliographic data for series maintained by Kirk Stebbing (). Access Statistics for this journal.
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Volume 53, issue 2, 2023
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims pp. 185-212

- Jonas Crevecoeur, Katrien Antonio, Stijn Desmedt and Alexandre Masquelein
- The use of autoencoders for training neural networks with mixed categorical and numerical features pp. 213-232

- Łukasz Delong and Anna Kozak
- Premium control with reinforcement learning pp. 233-257

- Lina Palmborg and Filip Lindskog
- Tail index partition-based rules extraction with application to tornado damage insurance pp. 258-284

- Arthur Maillart and Christian Y. Robert
- Modelling socio-economic mortality at neighbourhood level pp. 285-310

- Jie Wen, Andrew J.G. Cairns and Torsten Kleinow
- Risk allocation through shapley decompositions, with applications to variable annuities pp. 311-331

- Frédéric Godin, Emmanuel Hamel, Patrice Gaillardetz and Edwin Hon-Man Ng
- Shortcuts for the construction of sub-annual life tables pp. 332-350

- Jose M. Pavía and Josep Lledó
- A calendar year mortality model in continuous time pp. 351-376

- Donatien Hainaut
- Survival energy models for mortality prediction and future prospects pp. 377-391

- Yasutaka Shimizu, Kana Shirai, Yuta Kojima, Daiki Mitsuda and Mahiro Inoue
- The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices pp. 392-417

- Ayşe Arık, Ömür Uğur and Torsten Kleinow
- The 3-step hedge-based valuation: fair valuation in the presence of systematic risks pp. 418-442

- Daniël Linders
- Worst-case moments under partial ambiguity pp. 443-465

- Qihe Tang and Yunshen Yang
- Measuring non-exchangeable tail dependence using tail copulas pp. 466-487

- Takaaki Koike, Shogo Kato and Marius Hofert
- Target benefit pension plan with longevity risk and intergenerational equity – CORRIGENDUM pp. 488-488

- Ximin Rong, Cheng Tao and Hui Zhao
Volume 53, issue 1, 2023
- Forecasting mortality rates with a coherent ensemble averaging approach pp. 2-28

- Le Chang and Yanlin Shi
- Modelling mortality: A bayesian factor-augmented var (favar) approach pp. 29-61

- Yang Lu and Dan Zhu
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting pp. 62-83

- Ricardo Josa-Fombellida, Paula López-Casado and Jorge Navas
- Target benefit pension plan with longevity risk and intergenerational equity pp. 84-103

- Ximin Rong, Cheng Tao and Hui Zhao
- Optimal consumption, investment, and insurance under state-dependent risk aversion pp. 104-128

- Mogens Steffensen and Julie Bjørner Søe
- Distributionally robust reinsurance with expectile pp. 129-148

- Xinqiao Xie, Haiyan Liu, Tiantian Mao and Xiao Bai Zhu
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion pp. 149-183

- Tak Wa Ng and Thai Nguyen
Volume 52, issue 3, 2022
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION pp. 707-734

- Andreas Tsanakas and Rui Zhu
- MULTI-STATE MODELLING OF CUSTOMER CHURN pp. 735-764

- Yumo Dong, Edward W. Frees, Fei Huang and Francis K. C. Hui
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY pp. 765-787

- Dorethe Skovgaard Bjerre
- EXTENDING THE LEE–CARTER MODEL WITH VARIATIONAL AUTOENCODER: A FUSION OF NEURAL NETWORK AND BAYESIAN APPROACH pp. 789-812

- Akihiro Miyata and Naoki Matsuyama
- MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS pp. 813-834

- Michel Denuit, Peter Hieber and Christian Y. Robert
- ESTIMATION OF FUTURE DISCRETIONARY BENEFITS IN TRADITIONAL LIFE INSURANCE pp. 835-876

- Florian Gach and Simon Hochgerner
- NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES pp. 877-920

- Farha Usman and Jennifer S.K. Chan
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES pp. 921-952

- Wenjun Jiang and Jiandong Ren
Volume 52, issue 2, 2022
- IMPROVING AUTOMOBILE INSURANCE CLAIMS FREQUENCY PREDICTION WITH TELEMATICS CAR DRIVING DATA pp. 363-391

- Shengwang Meng, He Wang, Yanlin Shi and Guangyuan Gao
- A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE pp. 393-416

- Pengcheng Zhang, David Pitt and Xueyuan Wu
- PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING pp. 417-448

- Martin Bladt
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING pp. 449-482

- Matúš Maciak, Ivan Mizera and Michal Pešta
- THE SAINT MODEL: A DECADE LATER pp. 483-517

- Søren F. Jarner and Snorre Jallbjørn
- CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS pp. 519-561

- Salvatore Scognamiglio
- MODERN LIFE-CARE TONTINES pp. 563-589

- Peter Hieber and Nathalie Lucas
- TARGET VOLATILITY STRATEGIES FOR GROUP SELF-ANNUITY PORTFOLIOS pp. 591-617

- Annamaria Olivieri, Samuel Thirurajah and Jonathan Ziveyi
- A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN pp. 619-643

- Xiaoqing Liang and Virginia R. Young
- MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY pp. 645-667

- Tim J. Boonen and Wenjun Jiang
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION pp. 669-706

- Xiang Hu and Lianzeng Zhang
Volume 52, issue 1, 2022
- GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS pp. 1-31

- Christopher Blier-Wong, Hélène Cossette, Luc Lamontagne and Etienne Marceau
- JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE pp. 33-54

- Alexandre Corradin, Michel Denuit, Marcin Detyniecki, Vincent Grari, Matteo Sammarco and Julien Trufin
- DISCRIMINATION-FREE INSURANCE PRICING pp. 55-89

- M. Lindholm, R. Richman, A. Tsanakas and M.V. Wüthrich
- JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING pp. 91-116

- A. Nii-Armah Okine, Edward W. Frees and Peng Shi
- A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS pp. 117-143

- Mathias Lindholm and Henning Zakrisson
- MULTIVARIATE COMPOSITE COPULAS pp. 145-184

- Jiehua Xie, Jun Fang, Jingping Yang and Lan Bu
- ON THE $r\mathcal{B}$ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS pp. 185-210

- Deepesh Bhati and Enrique Calderín-Ojeda
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH pp. 211-245

- Karim Barigou, Valeria Bignozzi and Andreas Tsanakas
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS pp. 247-289

- Dilan SriDaran, Michael Sherris, Andrés M. Villegas and Jonathan Ziveyi
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE pp. 291-331

- Jamaal Ahmad, Kristian Buchardt and Christian Furrer
- POINT AND INTERVAL FORECASTS OF DEATH RATES USING NEURAL NETWORKS pp. 333-360

- Simon Schnürch and Ralf Korn
- MULTIVARIATE COMPOSITE COPULAS – CORRIGENDUM pp. 361-361

- Jiehua Xie, Jun Fang, Jingping Yang and Lan Bu
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