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MORTALITY FORECASTING WITH A SPATIALLY PENALIZED SMOOTHED VAR MODEL
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 04 November 2020, pp. 161-189
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- January 2021
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A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 04 November 2020, pp. 131-159
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- January 2021
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A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 04 November 2020, pp. 245-266
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- January 2021
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GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 04 November 2020, pp. 57-99
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- January 2021
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PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 04 November 2020, pp. 1-25
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- January 2021
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QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 1 / January 2021
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- 22 October 2020, pp. 101-130
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- January 2021
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ASB volume 50 issue 3 Cover and Back matter
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 22 September 2020, pp. b1-b5
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- September 2020
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AN EFFECTIVE BIAS-CORRECTED BAGGING METHOD FOR THE VALUATION OF LARGE VARIABLE ANNUITY PORTFOLIOS
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 08 September 2020, pp. 853-871
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- September 2020
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TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 02 September 2020, pp. 1001-1035
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- September 2020
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ASB volume 50 issue 3 Cover and Front matter
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 22 September 2020, pp. f1-f2
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- September 2020
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JOINT OPTIMIZATION OF TRANSITION RULES AND THE PREMIUM SCALE IN A BONUS-MALUS SYSTEM
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 11 September 2020, pp. 743-776
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- September 2020
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VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 14 August 2020, pp. 709-742
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- September 2020
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EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 11 August 2020, pp. 913-957
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- September 2020
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RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 22 July 2020, pp. 1065-1092
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- September 2020
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LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 13 July 2020, pp. 1093-1122
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- September 2020
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TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 02 July 2020, pp. 777-798
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- September 2020
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PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 01 July 2020, pp. 873-912
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- September 2020
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A STATISTICAL METHODOLOGY FOR ASSESSING THE MAXIMAL STRENGTH OF TAIL DEPENDENCE
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 29 June 2020, pp. 799-825
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- September 2020
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WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 25 June 2020, pp. 675-707
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- September 2020
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RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 25 June 2020, pp. 959-999
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- September 2020
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