A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes Stefan GrafRalf Korn Survey Paper Open access 22 May 2020 Pages: 273 - 293
Discussion on “A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes” (Graf and Korn) Jürgen Bierbaum Discussion on recent papers 31 August 2020 Pages: 295 - 298
Discussion on “A guide to Monte Carlo simulation concepts for assessment of risk‑return profiles for regulatory purposes” (Graf and Korn, 2020) Norbert Quapp Discussion on recent papers 09 October 2020 Pages: 299 - 301
Cyber risk research in business and actuarial science Martin Eling Survey Paper 14 October 2020 Pages: 303 - 333
Investing in your own and peers’ risks: the simple analytics of P2P insurance Michel Denuit Original Research Paper 05 June 2020 Pages: 335 - 359
An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance José L. Vilar-ZanónAntonio HerasEstela de Frutos Original Research Paper 30 May 2020 Pages: 361 - 375
A recommendation system for car insurance Laurent LesageMadalina DeaconuRadu State Original Research Paper 19 June 2020 Pages: 377 - 398
Quantiles in a multi-stage nested classification credibility model Georgios Pitselis Original Research Paper 20 June 2020 Pages: 399 - 423
Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets Saeed AsadiMazin A. M. Al Janabi Original Research Paper 27 May 2020 Pages: 425 - 456
A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula Aurélien AlfonsiAdel CherchaliJose Arturo Infante Acevedo Original Research Paper 30 June 2020 Pages: 457 - 498
Mean reversion in stochastic mortality: why and how? Fadoua ZeddoukPierre Devolder Original Research Paper 04 July 2020 Pages: 499 - 525
PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products Stefan GrafAlexander Kling Original Research Paper 10 August 2020 Pages: 527 - 555
On the characteristics of reporting ADL limitations and formal LTC usage across Europe Michel FuinoIegor RudnytskyiJoël Wagner Original Research Paper Open access 16 July 2020 Pages: 557 - 597
Health policyholder clustering using medical consumption Romain GauchonStéphane LoiselJean-Louis Rullière Original Research Paper 08 August 2020 Pages: 599 - 626