Prediction intervals for future Pareto record claims Christina EmpacherUdo KampsAnja Bettina Schmiedt Original Research Paper Open access 07 October 2024
The capital-on-capital cost in solvency II risk margin Anna Maria Gambaro Original Research Paper Open access 25 September 2024
Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework Oussama BelhouariGriselda DeelstraPierre Devolder Original Research Paper 13 September 2024
Dataset of an actual motor vehicle insurance portfolio Jorge Segura-GisbertJosep LledóJose M. Pavía Case Study Open access 02 September 2024
Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance Antoine HeranvalOlivier LopezMaud Thomas Original Research Paper 30 August 2024
Claim reserving via inverse probability weighting: a micro-level Chain-Ladder method Sebastián Calcetero VanegasAndrei L. BadescuX. Sheldon Lin Original Research Paper 28 August 2024
Robust asymptotic insurance-finance arbitrage Katharina OberprillerMoritz RitterThorsten Schmidt Original Research Paper Open access 08 August 2024
Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model Sascha GüntherPeter Hieber Original Research Paper Open access 29 July 2024
An iterative least-squares Monte Carlo approach for the simulation of cohort based biometric indices Anna Rita BacinelloPietro MillossovichFabio Viviano Original Research Paper 26 July 2024
Measuring and mitigating biases in motor insurance pricing Mulah MoriahFranck VermetArthur Charpentier Original Research Paper 09 July 2024
Credibility theory based on winsorizing Qian ZhaoChudamani Poudyal Original Research Paper 06 July 2024
Fairness: plurality, causality, and insurability Matthias FahrenwaldtChristian FurrerAndreas Tsanakas Survey Paper Open access 19 June 2024 Pages: 317 - 328
Stripping the Swiss discount curve using kernel ridge regression Nicolas CamenzindDamir Filipović Original Research Paper Open access 07 June 2024 Pages: 371 - 410
On duration effects in non-life insurance pricing Mathias LindholmTaariq Nazar Original Research Paper Open access 27 May 2024
Profit and loss attribution: an empirical study Solveig FlaigGero Junike Letter Open access 24 May 2024
Is accumulation risk in cyber methodically underestimated? Gabriela ZellerMatthias Scherer Original Research Paper Open access 16 May 2024
Network analytics for insurance fraud detection: a critical case study Bruno DeprezFélix VandervorstBart Baesens Case Study 14 May 2024
Optimal annuitisation, housing and reverse mortgage in retirement in the presence of a means-tested public pension Johan G. AndréassonPavel V. Shevchenko Original Research Paper Open access 09 May 2024
Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance Axel BücherAlexander Rosenstock Original Research Paper Open access 24 April 2024 Pages: 623 - 655
Discussion on ‘A resimulation framework for event loss tables based on clustering’ by Benedikt Funke and Harmen Roering Mathias Raschke Discussion on recent papers 03 April 2024 Pages: 705 - 710
Asymptotic capital allocation based on the higher moment risk measure Yiqing ChenJiajun Liu Original Research Paper 21 March 2024 Pages: 657 - 684
A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population Maximilian EuthumMatthias SchererFrancesco Ungolo Case Study Open access 06 March 2024 Pages: 495 - 524
Evaluation of participating endowment life insurance policies in a stochastic environment Ramin EghbalzadehPatrice GaillardetzFrédéric Godin Original Research Paper 19 January 2024 Pages: 467 - 494
Forecasting, interventions and selection: the benefits of a causal mortality model Snorre JallbjørnSøren F. JarnerNiels R. Hansen Original Research Paper 20 December 2023 Pages: 437 - 466
A first look back: model performance under Solvency II Ralf KornGerhard Stahl Letters Open access 19 December 2023 Pages: 307 - 315
Publisher Correction: A new approximation of annuity prices for age–period–cohort models Jean-François BéginNikhil KapoorBarbara Sanders Publisher Correction 16 December 2023 Pages: 1 - 2
A COVID-19 stress test for life insurance: insights into the effectiveness of different risk mitigation strategies Moritz Hanika Case Study Open access 07 December 2023 Pages: 525 - 550
A new approximation of annuity prices for age–period–cohort models Jean-François BéginNikhil KapoorBarbara Sanders Letter 08 November 2023 Pages: 697 - 703
A Bonus-Malus framework for cyber risk insurance and optimal cybersecurity provisioning Qikun XiangAriel NeufeldAnwitaman Datta Original Research Paper 08 November 2023 Pages: 581 - 621
A multi-task network approach for calculating discrimination-free insurance prices Mathias LindholmRonald RichmanMario V. Wüthrich Original Research Paper Open access 08 November 2023 Pages: 329 - 369
Detection of interacting variables for generalized linear models via neural networks Yevhen HavrylenkoJulia Heger Original Research Paper Open access 01 November 2023 Pages: 551 - 580
Adversarial AI in insurance: an overview Matteo CattaneoRon S. KenettElisa Luciano Letter 29 October 2023 Pages: 297 - 306
The impact of dependencies between climate risks on the asset and liability side of non-life insurers Nadine GatzertOnur Özdil Original Research Paper Open access 20 October 2023 Pages: 1 - 19
Two-dimensional forward and backward transition rates Theis BathkeMarcus C. Christiansen Original Research Paper Open access 07 October 2023 Pages: 411 - 436
Including individual customer lifetime value and competing risks in tree-based lapse management strategies Mathias VallaXavier MilhaudAnani Olympio Original Research Paper 12 September 2023 Pages: 99 - 144
On the impact of outliers in loss reserving Benjamin AvanziMark LavenderBernard Wong Original Research Paper Open access 05 September 2023 Pages: 257 - 296
Asymptotics of the loss-based tail risk measures in the presence of extreme risks Jiajun LiuTomer Shushi Original Research Paper 30 August 2023 Pages: 205 - 224
Discussion on “Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues.” (Louloudis et al) Adrien Pothon Discussion on recent papers 21 August 2023 Pages: 883 - 885
Coherent extrapolation of mortality rates at old ages applied to long term care Léonie Le Bastard Original Research Paper 10 August 2023 Pages: 145 - 174
Discussion on “Selection effect modification to the Lee-Carter model” (J. C. Yue et al.) Razvan IonescuTiziana Torri Discussion on recent papers 18 July 2023 Pages: 879 - 881
Individual claims reserving using activation patterns Marie MichaelidesMathieu PigeonHélène Cossette Case Study 11 July 2023 Pages: 837 - 869
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates Vanessa HannaPierre Devolder Original Research Paper 23 June 2023 Pages: 63 - 98
EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects Zezhun ChenAngelos DassiosGeorge Tzougas Original Research Paper Open access 06 June 2023 Pages: 225 - 255
Efficient projections of with-profit life insurance using lumping Ida E. AndersenAlexander S. Lollike Original Research Paper 05 June 2023 Pages: 21 - 61
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration Michel DenuitJulien Trufin Letter 26 May 2023 Pages: 871 - 878
Holt–Winters method for run-off triangles in claims reserving Tomáš CipraRadek Hendrych Original Research Paper Open access 26 May 2023 Pages: 815 - 836
Multivariate Lévy-type drift change detection and mortality modeling Michał KrawiecZbigniew Palmowski Original Research Paper Open access 22 May 2023 Pages: 175 - 203
