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
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
Asymptotic capital allocation based on the higher moment risk measure Yiqing ChenJiajun Liu Original Research Paper 21 March 2024
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
Evaluation of participating endowment life insurance policies in a stochastic environment Ramin EghbalzadehPatrice GaillardetzFrédéric Godin Original Research Paper 19 January 2024
Forecasting, interventions and selection: the benefits of a causal mortality model Snorre JallbjørnSøren F. JarnerNiels R. Hansen Original Research Paper 20 December 2023
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
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
A new approximation of annuity prices for age–period–cohort models Jean-François BéginNikhil KapoorBarbara Sanders Letter 08 November 2023
A multi-task network approach for calculating discrimination-free insurance prices Mathias LindholmRonald RichmanMario V. Wüthrich Original Research Paper Open access 08 November 2023
A Bonus-Malus framework for cyber risk insurance and optimal cybersecurity provisioning Qikun XiangAriel NeufeldAnwitaman Datta Original Research Paper 08 November 2023
Detection of interacting variables for generalized linear models via neural networks Yevhen HavrylenkoJulia Heger Original Research Paper Open access 01 November 2023
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
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
Phase-type representations of stochastic interest rates with applications to life insurance Jamaal AhmadMogens Bladt Original Research Paper Open access 22 May 2023 Pages: 571 - 606
A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds Laura Iveth Aburto BarreraJoël Wagner Survey Paper Open access 10 May 2023 Pages: 653 - 701
Publisher Correction: Book review: pricing insurance risk – theory and practice Jan DhaeneStephen J. MildenhallJohn A. Major Correction 10 April 2023 Pages: 1 - 1
A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance Jinbo ZhaoMichael Salter-TownshendAdrian O’Hagan Original Research Paper Open access 06 April 2023 Pages: 775 - 813
Book review: Pricing insurance risk – theory and practice (by Stephen J. Mildenhall and John A. Major) Jan Dhaene Book Reviews 16 March 2023 Pages: 491 - 493
A market- and time-consistent extension for the EIOPA risk-margin Ahmad Salahnejhad GhalehjooghiAntoon Pelsser Original Research Paper 08 February 2023 Pages: 517 - 539
Optimal portfolios with sustainable assets: aspects for life insurers Ralf KornAjla Nurkanovic Original Research Paper Open access 03 February 2023 Pages: 125 - 145
Modeling and pricing cyber insurance Kerstin AwiszusThomas KnispelStefan Weber Survey Paper Open access 23 January 2023 Pages: 1 - 53
Model selection with Gini indices under auto-calibration Mario V. Wüthrich Letter 11 January 2023 Pages: 469 - 477
What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products Jochen RußStefan SchellingMark B. Schultze Original Research Paper Open access 11 January 2023 Pages: 607 - 635
Natural hedging in continuous time life insurance Anna Kamille Nyegaard Original Research Paper 09 January 2023 Pages: 497 - 515
A resimulation framework for event loss tables based on clustering Benedikt FunkeHarmen Roering Original Research Paper Open access 26 December 2022 Pages: 755 - 774
Identifying the determinants of lapse rates in life insurance: an automated Lasso approach Lucas ReckJohannes SchuppAndreas Reuß Original Research Paper Open access 10 November 2022 Pages: 541 - 569
Discussion on “Mortality by socio‑economic class and its impact on the retirement schemes: how to render the systems fairer?” Barbara D’Ambrogi-Ola Discussion on recent papers 01 November 2022 Pages: 745 - 747
Discussion on ‘A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach’ (Fleichmann et al.) Guillaume Biessy Discussion on recent papers 31 October 2022 Pages: 439 - 442
Optimal insurance for a prudent decision maker under heterogeneous beliefs Mario GhossoubWenjun JiangJiandong Ren Original Research Paper 28 October 2022 Pages: 703 - 730
Correction to: Does autocalibration improve goodness of lift? Nicolas CiattoHarrison VerelstMichel Denuit Correction 19 October 2022 Pages: 487 - 489
The only constant is change: opportunities and challenges for actuaries in a changing world Frank SchillerJérôme Crugnola-Humbert Letters 10 October 2022 Pages: 887 - 894
