Obituary
Ermanno Pitacco (1947–2022)
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- Published online by Cambridge University Press:
- 24 November 2022, p. 1
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Research Article
Forecasting mortality rates with a coherent ensemble averaging approach
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- 25 November 2022, pp. 2-28
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Modelling mortality: A bayesian factor-augmented var (favar) approach
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- 25 November 2022, pp. 29-61
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A defined benefit pension plan model with stochastic salary and heterogeneous discounting
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- 01 December 2022, pp. 62-83
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Target benefit pension plan with longevity risk and intergenerational equity
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- 12 January 2023, pp. 84-103
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Optimal consumption, investment, and insurance under state-dependent risk aversion
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- 23 January 2023, pp. 104-128
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Distributionally robust reinsurance with expectile
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- 16 February 2023, pp. 129-148
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Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
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- 16 January 2023, pp. 149-183
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Front Cover (OFC, IFC) and matter
ASB volume 53 issue 1 Cover and Front matter
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- 06 March 2023, pp. f1-f2
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Back Cover (IBC, OBC) and matter
ASB volume 53 issue 1 Cover and Back matter
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- 06 March 2023, pp. b1-b4
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