1. Markov chain modeling of policyholder behavior in life insurance and pension

   • Lars Frederik Brandt Henriksen
   • Jeppe Woetmann Nielsen
   • Christian Svensson

   Original Research Paper 17 May 2014 Pages: 1 - 29

   

2. Discontinued business in non-life insurance: an empirical test of the market development in the German-speaking countries

   • Martin Eling
   • David Pankoke

   Original Research Paper 23 January 2014 Pages: 31 - 48

   

3. Hedging of long term zero-coupon bonds in a market model with reinvestment risk

   • David Stefanovits
   • Mario V. Wüthrich

   Original Research Paper 14 January 2014 Pages: 49 - 75

   

4. Interest rate risk and the Swiss Solvency Test

   • Armin Eder
   • Sebastian Keiler
   • Hannes Pichl

   Original Research Paper 25 January 2014 Pages: 77 - 99

   

5. Practical valuation of long-term guarantees in inactive financial markets

   • Jürgen Bierbaum
   • Holger Bartel
   • Jens Winter

   Original Research Paper 13 May 2014 Pages: 101 - 124

   

6. Market-consistent valuation of long-term insurance contracts: valuation framework and application to German private health insurance

   • Jan-Philipp Schmidt

   Original Research Paper 09 April 2014 Pages: 125 - 153

   

7. Empirical investigation of insurance claim dependencies using mixture models

   • Emiliano A. Valdez

   Original Research Paper 12 April 2014 Pages: 155 - 179

   

8. Best estimate calculations of savings contracts by closed formulas: application to the ORSA

   • François Bonnin
   • Frédéric Planchet
   • Marc Juillard

   Original Research Paper 29 March 2014 Pages: 181 - 196

   

9. Modeling the effect of health: phase-type approach

   • Maria Govorun
   • Guy Latouche

   Original Research Paper 10 June 2014 Pages: 197 - 218

   

10. On a generalization of the expected discounted penalty function to include deficits at and beyond ruin

    • Zied Ben Salah

    Original Research Paper 08 June 2014 Pages: 219 - 246