Natural hedging in continuous time life insurance Anna Kamille Nyegaard Original Research Paper 09 January 2023 Pages: 497 - 515
A market- and time-consistent extension for the EIOPA risk-margin Ahmad Salahnejhad GhalehjooghiAntoon Pelsser Original Research Paper 08 February 2023 Pages: 517 - 539
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
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
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
Duration gap with multiple liabilities for nonparallel shifts Joel R. Barber Original Research Paper 29 September 2022 Pages: 637 - 651
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
Optimal insurance for a prudent decision maker under heterogeneous beliefs Mario GhossoubWenjun JiangJiandong Ren Original Research Paper 28 October 2022 Pages: 703 - 730
Application of machine learning methods to predict drought cost in France Antoine HeranvalOlivier LopezMaud Thomas Original Research Paper 30 August 2022 Pages: 731 - 753
A resimulation framework for event loss tables based on clustering Benedikt FunkeHarmen Roering Original Research Paper Open access 26 December 2022 Pages: 755 - 774
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
Holt–Winters method for run-off triangles in claims reserving Tomáš CipraRadek Hendrych Original Research Paper Open access 26 May 2023 Pages: 815 - 836
Individual claims reserving using activation patterns Marie MichaelidesMathieu PigeonHélène Cossette Case Study 11 July 2023 Pages: 837 - 869
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration Michel DenuitJulien Trufin Letter 26 May 2023 Pages: 871 - 878
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
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