438 results in Annals of Actuarial Science
Cohort effects in mortality modelling: a Bayesian state-space approach
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 11 June 2018, pp. 109-144
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Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 11 May 2018, pp. 92-108
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Mixture copulas and insurance applications
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 26 April 2018, pp. 391-411
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On age difference in joint lifetime modelling with life insurance annuity applications
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 03 April 2018, pp. 350-371
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Leases for Lives – Life Contingent Contracts and the Emergence of Actuarial Science in 18th-Century England, by David R. Bellhouse, CambridgeCambridge: Cambridge University Press, 2017 xii, 261 pp; ISBN:9781107111769
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 14 March 2018, pp. 214-216
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A simple isochore model evidencing regulation risk
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 27 February 2018, pp. 233-248
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Optimal barrier strategy for spectrally negative Lévy process discounted by a class of exponential Lévy processes
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 27 February 2018, pp. 326-337
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A change of paradigm for the insurance industry
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 26 February 2018, pp. 211-232
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An analysis of power law distributions and tipping points during the global financial crisis
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 26 February 2018, pp. 80-91
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Dynamic risk measures for stochastic asset processes from ruin theory
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 19 February 2018, pp. 249-268
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Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 08 February 2018, pp. 36-66
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Real-time Bayesian non-parametric prediction of solvency risk
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 07 February 2018, pp. 67-79
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An actuarial investigation into maternal out-of-hospital cost risk factors
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- Annals of Actuarial Science / Volume 13 / Issue 1 / March 2019
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- 05 February 2018, pp. 1-35
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The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 21 January 2018, pp. 372-390
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Conditional Monte Carlo for sums, with applications to insurance and finance
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 14 January 2018, pp. 455-478
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Projection models for health expenses
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- Annals of Actuarial Science / Volume 12 / Issue 1 / March 2018
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- 18 December 2017, pp. 185-203
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Validation of aggregated risks models
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 04 December 2017, pp. 433-454
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Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window
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- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
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- 08 November 2017, pp. 269-295
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Optimal reinsurance: a reinsurer’s perspective
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- Annals of Actuarial Science / Volume 12 / Issue 1 / March 2018
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- 04 September 2017, pp. 147-184
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AAS volume 11 issue 2 Cover and Back matter
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- Annals of Actuarial Science / Volume 11 / Issue 2 / September 2017
- Published online by Cambridge University Press:
- 01 September 2017, pp. b1-b5
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