European actuarial journal

Keyphrases

Publications

2023

Laura Iveth Aburto Barrera, Joël Wagner
A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds. European actuarial journal (2023)
Laura Iveth Aburto Barrera, Joël Wagner
A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds. European actuarial journal (2023)

2022

Axel Bücher, Alexander Rosenstock
Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks. European actuarial journal (2022)
Ulrich Riegel
An incremental loss ratio method using prior information on calendar year effects. European actuarial journal (2022)
Jean-Loup Dupret, Jérôme Barbarin, Donatien Hainaut
Impact of rough stochastic volatility models on long-term life insurance pricing. European actuarial journal (2022)
Xiaobai Zhu, Kenneth Q Zhou
Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach. European actuarial journal (2022)

volume 12, number 2, 2022

Frank Schiller, Jérôme Crugnola-Humbert
The only constant is change: opportunities and challenges for actuaries in a changing world. European actuarial journal 12 (2) (2022)

2021

volume 12, number 2, 2021

Sascha Desmettre, Markus Wahl, Rudi Zagst
Dynamic surplus optimization with performance- and index-linked liabilities. European actuarial journal 12 (2) (2021)

volume 10, number 1, 2020

Shanoja Naik, Peter Adamic
Life expectancy improvement for multiple cure distributions. European actuarial journal 10 (1) (2020)

volume 10, number 2, 2020

Michel Fuino, Iegor Rudnytskyi, Joël Wagner
On the characteristics of reporting ADL limitations and formal LTC usage across Europe. European actuarial journal 10 (2) (2020)

volume 9, number 2, 2019

Josef Anton Strini, Stefan Thonhauser
On a dividend problem with random funding. European actuarial journal 9 (2) (2019)

volume 8, number 1, 2018

Ree Yongqing Chen, Pietro Millossovich
Sex-specific mortality forecasting for UK countries: a coherent approach. European actuarial journal 8 (1) (2018)
Zbigniew Palmowski, Lewis Ramsden, Apostolos D Papaioannou
Parisian ruin for the dual risk process in discrete-time. European actuarial journal 8 (1) (2018)

volume 7, number 1, 2017

Liang Chen, Andrew J G Cairns, Torsten Kleinow
Small population bias and sampling effects in stochastic mortality modelling. European actuarial journal 7 (1) (2017)

volume 7, number 2, 2017

Andreas Eichler, Gunther Leobacher, Michaela Szölgyenyi
Utility indifference pricing of insurance catastrophe derivatives. European actuarial journal 7 (2) (2017)
Tim J Boonen
Solvency II solvency capital requirement for life insurance companies based on expected shortfall. European actuarial journal 7 (2) (2017)

volume 6, number 2, 2016

Antoon Pelsser, Janina Schweizer
The difference between LSMC and replicating portfolio in insurance liability modeling. European actuarial journal 6 (2) (2016)
Marie-Pier Côté, Christian Genest, Anas Abdallah
Rank-based methods for modeling dependence between loss triangles. European actuarial journal 6 (2) (2016)