1. Editorial

   Editorial 02 June 2022 Pages: 1 - 2

2. Modern tontines as a pension solution: a practical overview

   • Pascal Winter
   • Frédéric Planchet

   Survey Paper 13 October 2021 Pages: 3 - 32

   

3. A comprehensive model for cyber risk based on marked point processes and its application to insurance

   • Gabriela Zeller
   • Matthias Scherer

   Original Research Paper Open access 17 August 2021 Pages: 33 - 85

   

4. Discussion on ‘A comprehensive model for cyber risk based on marked point processes and its applications to insurance’ (Zeller, Scherer)

   • Jürgen Reinhart

   Discussion on recent papers 27 April 2022 Pages: 87 - 88

5. An optimal reinsurance simulation model for non-life insurance in the Solvency II framework

   • Alberto Zanotto
   • Gian Paolo Clemente

   Original Research Paper Open access 04 June 2021 Pages: 89 - 123

   

6. Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach

   • Jorge Miguel Bravo

   Original Research Paper 13 May 2021 Pages: 125 - 159

   

7. Socio-economic differentiation in experienced mortality modelling and its pricing implications

   • Ahmad Salahnejhad Ghalehjooghi
   • Pintao Lyu

   Original Research Paper 25 May 2021 Pages: 161 - 188

   

8. Rule-based strategies for dynamic life cycle investment

   • T. R. B. den Haan
   • K. W. Chau
   • C. W. Oosterlee

   Original Research Paper Open access 31 May 2021 Pages: 189 - 213

   

9. A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach

   • Anselm Fleischmann
   • Jonas Hirz
   • Daniel Sirianni

   Original Research Paper 06 June 2021 Pages: 215 - 247

   

10. Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time

    • Petar Jevtić
    • Minsuk Kwak
    • Traian A. Pirvu

    Original Research Paper 18 June 2021 Pages: 249 - 273

    

11. Premium rating without losses

    • Michael Fackler

    Original Research Paper 24 January 2022 Pages: 275 - 316

    

12. Discussion on “Premium rating without losses” (M. Fackler)

    • Ulrich Riegel

    Discussion on recent papers 31 March 2022 Pages: 317 - 319

13. Bounds on Spearman’s rho when at least one random variable is discrete

    • Mhamed Mesfioui
    • Julien Trufin
    • Pierre Zuyderhoff

    Original Research Paper 01 July 2021 Pages: 321 - 348

    

14. A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models

    • Johan G. Andréasson
    • Pavel V. Shevchenko

    Original Research Paper 03 July 2021 Pages: 349 - 379

    

15. A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme

    • Andrew J. G. Cairns
    • David Blake
    • Jeffrey Rowney

    Case Study Open access 29 April 2022 Pages: 381 - 415

    

16. Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance

    • Mhamed Mesfioui
    • Julien Trufin

    Letter 10 November 2021 Pages: 417 - 423

    

17. Efficient evaluation of alternative reinsurance strategies using control variates

    • Ioannis Kyriakou
    • Andreas Tsanakas

    Letter 20 January 2022 Pages: 425 - 431

    

18. Correction to: Current developments in German pension schemes: What are the benefits of the new target pension?

    • An Chen
    • Manuel Rach

    Correction 30 October 2021 Pages: 433 - 433