Measuring profitability of life insurance products under Solvency II Karen Tanja RödelStefan GrafAndreas Reuß Original Research Paper 04 March 2021 Pages: 349 - 376
Discussion on “Measuring profitability of life insurance products under Solvency II” (Rödel et al.) Frank Schiller Discussion on recent papers 17 April 2021 Pages: 377 - 379
Modelling and forecasting mortality improvement rates with random effects Arthur RenshawSteven Haberman Original Research Paper Open access 06 May 2021 Pages: 381 - 412
Correlated age-specific mortality model: an application to annuity portfolio management Tzuling LinChou-Wen WangCary Chi-Liang Tsai Original Research Paper 06 March 2021 Pages: 413 - 440
On the calculation of prospective and retrospective reserves in non-Markov models Marcus C. Christiansen Original Research Paper Open access 04 May 2021 Pages: 441 - 462
Multi-year analysis of solvency capital in life insurance Karen Tanja RödelStefan GrafAlexander Kling Original Research Paper 13 March 2021 Pages: 463 - 501
Two-part models for assessing misrepresentation on risk status Li-Chieh ChenJianxi SuMichelle Xia Original Research Paper 21 February 2021 Pages: 503 - 539
An individual claims reserving model for reported claims Andrea Gabrielli Original Research Paper Open access 12 April 2021 Pages: 541 - 577
Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data Arthur Maillart Original Research Paper 19 March 2021 Pages: 579 - 617
Tweedie double GLM loss triangles with dependence within and across business lines Carlos Andrés Araiza IturriaFrédéric GodinMélina Mailhot Original Research Paper 06 May 2021 Pages: 619 - 653
The 1-year premium risk David FischingerFlorian Gach Original Research Paper 12 March 2021 Pages: 655 - 675
The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration Christoph BerningerJulian Pfeiffer Original Research Paper Open access 09 February 2021 Pages: 677 - 705
Correction to: The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration Christoph BerningerJulian Pfeiffer Correction 01 June 2021 Pages: 707 - 707
On the risk consistency and monotonicity of ruin theory Hirbod AssaCorina Constantinescu Letters 08 April 2021 Pages: 709 - 715
A new measure of mortality differentials based on precedence probability Meitner CadenaMichel Denuit Letters 06 May 2021 Pages: 717 - 724
Equivalence principle and Jewell’s inequality Hans U. GerberElias S. W. Shiu Letter 24 August 2021 Pages: 725 - 730
Discussion on “Exchangeable mortality projection” (Shapovalov et al.) Alexandre Boumezoued Discussion on recent papers 11 June 2021 Pages: 731 - 733
Correction to: Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products Franziska DiezRalf Korn Correction 02 June 2021 Pages: 735 - 742