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ASTIN Bulletin

Cambridge University Press

AJG 2ABDC A*
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Multifactor cat bond pricing using distortion operator models with recurrent neural networks
Xiaowei Chen et al.
20260 citations
Mortality Forecasting in Geographical Space and Time
Gábor Szentkereszti & Péter Vékás
20260 citations
Optimal reinsurance under endogenous default and background risk
Z. Liang et al.
20260 citations
Optimal reinsurance under endogenous default and background risk
Zongxia Liang et al.
20260 citations
Financial valuation of retirement village via stochastic modelling of disability prevalence rates
Jackie Li et al.
20260 citations
Optimal hurdle rate and investment policy in lifetime pension pools
Jean‐François Bégin et al.
20260 citations
On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events
Hélène Cossette et al.
20260 citations
Guaranteed minimum income benefit valuation via a numéraire transformation approach
Yiming Huang et al.
20260 citations
On evaluation of joint risk for nonnegative multivariate risks under dependence uncertainty
Shuo Gong et al.
20260 citations
Individual loss reserving for multi-coverage insurance
Roxane Turcotte & Peng Shi
20260 citations
Hedging targeted risks with reinforcement learning: application to life insurance contracts with embedded guarantees
Carlos Octavio Pérez-Mendoza & Frédéric Godin
20260 citations
Indifference pricing of mortality-linked securities using backward stochastic differential equations
Len Patrick Dominic Garces et al.
20260 citations
Mortality forecasting via multi-task neural networks
Luca De Mori et al.
20254 citations
On the optimality of linear residual risk sharing
Jiajie Yang & Wei We
20254 citations
Improving healthcare cost prediction for chronic disease through covariate clustering and subgroup analysis methods
Zhengxiao Li et al.
20253 citations
Assessing driving risk through unsupervised detection of anomalies in telematics time series data
Ian Weng Chan et al.
20253 citations
Risk modeling of property insurance claims from weather events
Lisa Gao & Peng Shi
20253 citations
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
Hassan Abdelrahman et al.
20252 citations
Some remarks on the effect of risk sharing and diversification for infinite mean risks
Alfred Müller
20252 citations
Optimal design of fixed and variable costs in peer-to-peer insurance with heterogeneous risk
Tim J. Boonen et al.
20252 citations

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