Original Research Paper
A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components
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- Published online by Cambridge University Press:
- 30 September 2022, pp. 527-546
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Imprecise credibility theory
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- 15 April 2021, pp. 136-150
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On RVaR-based optimal partial hedging
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- 25 January 2022, pp. 349-366
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Optimal investment strategy for a DC pension fund plan in a finite horizon time: an optimal stochastic control approach
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- 18 February 2022, pp. 367-383
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A robust random coefficient regression representation of the chain-ladder method
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- 09 June 2021, pp. 151-182
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On the integration of deterministic opinions into mortality smoothing and forecasting
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- 09 February 2022, pp. 384-400
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Conditional mean risk sharing in the individual model with graphical dependencies
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- 17 June 2021, pp. 183-209
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Bayesian vine copulas for modelling dependence in data breach losses
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- 03 February 2022, pp. 401-424
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