ASTIN Bulletin

The Journal of the International Actuarial Association

Table of Contents - Volume  43  - Issue 03 - Sun Sep 01 00:00:00 BST 2013

Research Articles

VAR-BASED OPTIMAL PARTIAL HEDGING

 
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Jianfa Cong, Ken Seng Tan and Chengguo Weng

ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp 271 - 299

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.19 (About DOI), Published online: Mon Jul 29 00:00:00 BST 2013

 

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MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING

 
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Andreas Tsanakas, Mario V. Wüthrich and Aleš Černý

ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp 301 - 322

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.18 (About DOI), Published online: Thu Jul 18 00:00:00 BST 2013

 

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SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK

 
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Marcus C. Christiansen and Mogens Steffensen

ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp 323 - 357

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.16 (About DOI), Published online: Wed Jul 10 00:00:00 BST 2013

 

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ON OPTIMAL DIVIDENDS IN THE DUAL MODEL

 
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Erhan Bayraktar, Andreas E. Kyprianou and Kazutoshi Yamazaki

ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp 359 - 372

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.17 (About DOI), Published online: Wed Jul 10 00:00:00 BST 2013

 

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EXOGENOUS AND ENDOGENOUS RISK FACTORS MANAGEMENT TO PREDICT SURRENDER BEHAVIOURS

 
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Xavier Milhaud

ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp 373 - 398

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.2 (About DOI), Published online: Thu Jul 11 00:00:00 BST 2013

 

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INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK

 
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Mathieu Pigeon, Katrien Antonio and Michel Denuit

ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp 399 - 428

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.20 (About DOI), Published online: Tue Aug 06 00:00:00 BST 2013

 

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Front Cover (OFC, IFC) and matter

ASB volume 43 issue 3 Cover and Front matter

 
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ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp f1 - f2

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.21 (About DOI), Published online: Tue Aug 13 00:00:00 BST 2013

 

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Back Cover (IBC, OBC) and matter

ASB volume 43 issue 3 Cover and Back matter

 
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ASTIN Bulletin / Volume  43 / Issue 03 / Sun Sep 01 00:00:00 BST 2013, pp b1 - b4

Copyright © ASTIN Bulletin 2013 

DOI: http://dx.doi.org/10.1017/asb.2013.22 (About DOI), Published online: Tue Aug 13 00:00:00 BST 2013

 

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