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Optimal surrender policy for reverse mortgage loans
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- ASTIN Bulletin: The Journal of the IAA , First View
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- 24 September 2024, pp. 1-26
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Part II - Additional Dependence Constraints
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- Model Risk Management
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- 21 December 2023
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- 25 January 2024, pp 71-74
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Part IV - Risk Bounds under Moment Information
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- 21 December 2023
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- 25 January 2024, pp 219-221
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7 - Distributions Specified on a Subset
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- 21 December 2023
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- 25 January 2024, pp 122-142
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9 - Partially Specified Risk Factor Models
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- 25 January 2024, pp 161-185
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Part III - Additional Information on the Structure
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- 25 January 2024, pp 143-145
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1 - Risk Bounds with Known Marginal Distributions
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- 25 January 2024, pp 5-22
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12 - Bounds for Distortion Risk Measures under Moment Information
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- 25 January 2024, pp 243-263
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4 - Asymptotic Equivalence Results
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- 25 January 2024, pp 59-70
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8 - Additional Information on Functionals of the Risk Vector
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- 25 January 2024, pp 146-160
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5 - Improved Standard Bounds
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- 25 January 2024, pp 75-91
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13 - Bounds for VaR, TVaR, and RVaR under Unimodality Constraints
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- 25 January 2024, pp 266-282
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14 - Moment Bounds in Neighborhood Models
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- 25 January 2024, pp 283-308
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2 - The Rearrangement Algorithm
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- 25 January 2024, pp 23-46
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References
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- 25 January 2024, pp 309-319
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Index
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- 25 January 2024, pp 320-324
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11 - Bounds on VaR, TVaR, and RVaR under Moment Information
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- 25 January 2024, pp 222-242
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Frontmatter
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- 25 January 2024, pp i-iv
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10 - Models with a Specified Subgroup Structure
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- 25 January 2024, pp 186-218
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3 - Dual Bounds
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- 25 January 2024, pp 47-58
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