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Content
January 2025, Volume 55, Issue 1
- 1-28 Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score
by Yanez, Juan Sebastian & Guillén, Montserrat & Nielsen, Jens Perch
- 29-49 Individual claims reserving using the Aalen–Johansen estimator
by Bladt, Martin & Pittarello, Gabriele
- 50-75 An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes
by Ungolo, Francesco & Laub, Patrick J.
- 76-96 Yield curve extrapolation with machine learning
by Akiyama, Shinobu & Matsuyama, Naoki
- 97-120 Forecasting mortality rates with functional signatures
by Yap, Zhong Jing & Pathmanathan, Dharini & Dabo-Niang, Sophie
- 121-143 Asymptotics for the conditional higher moment coherent risk measure with weak contagion
by Liu, Jiajun & Yi, Qingxin
- 144-167 Tail variance for generalised hyper-elliptical models
by Ignatieva, Katja & Landsman, Zinoviy
- 168-177 A note on continuity and asymptotic consistency of measures of risk and variability
by Gao, Niushan & Xanthos, Foivos
- 178-203 Two stackelberg games in life insurance: Mean-variance criterion
by Liang, Xiaoqing & Young, Virginia R.
September 2024, Volume 54, Issue 3
- 463-494 Multiple yield curve modeling and forecasting using deep learning
by Richman, Ronald & Scognamiglio, Salvatore
- 495-517 A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada
by Bourget, Mathilde & Boudreault, Mathieu & Carozza, David A. & Boudreault, Jérémie & Raymond, Sébastien
- 518-545 Generic framework for a coherent integration of experience and exposure rating in reinsurance
by Bernegger, Stefan
- 546-568 Optimal defined-contribution pension management with financial and mortality risks
by Li, Wenyuan & Wei, Pengyu
- 569-599 Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
by Deelstra, Griselda & Devolder, Pierre & Roelants du Vivier, Benjamin
- 600-625 Optimal surrender policy for reverse mortgage loans
by Bernard, Carole & Kolkiewicz, Adam & Tang, Junsen
- 626-651 Optimal annuitization under stochastic interest rates
by Dillschneider, Yannick & Maurer, Raimond & Schober, Peter
- 652-678 Multidimensional credibility: A new approach based on joint distribution function
by Wen, Limin & Liu, Wei & Zhang, Yiying
- 679-711 A study of one-factor copula models from a tail dependence perspective
by Shyamalkumar, Nariankadu & Tao, Siyang
- 712-737 Tail risk driven by investment losses and exogenous shocks
by Man, Xinyue & Tang, Qihe
- 738-766 Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery
by Yong, Yaodi & Cheung, Ka Chun & Zhang, Yiying
- 767-790 Strategic underreporting and optimal deductible insurance
by Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin
- 791-803 Calculating premium principles from the mode of a unimodal weighted distribution
by Psarrakos, Georgios
May 2024, Volume 54, Issue 2
- 213-238 Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
by Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard
- 239-262 Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data
by Duval, Francis & Boucher, Jean-Philippe & Pigeon, Mathieu
- 263-279 Integration of traditional and telematics data for efficient insurance claims prediction
by Peiris, Hashan & Jeong, Himchan & Kim, Jae-Kwang & Lee, Hangsuck
- 280-309 A representation-learning approach for insurance pricing with images
by Blier-Wong, Christopher & Lamontagne, Luc & Marceau, Etienne
- 310-326 Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting
by Engler, Nils & Lindskog, Filip
- 327-359 Expressive mortality models through Gaussian process kernels
by Risk, Jimmy & Ludkovski, Mike
- 360-384 A Markov multiple state model for epidemic and insurance modelling
by Tran, Minh-Hoang
- 385-409 Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
by Devolder, Pierre & Russo, Emilio & Staino, Alessandro
- 410-440 Signature-based validation of real-world economic scenarios
by Andrès, Hervé & Boumezoued, Alexandre & Jourdain, Benjamin
- 441-462 Optimal insurance with counterparty and additive background risk
by Chen, Yanhong
January 2024, Volume 54, Issue 1
- 1-24 Microscopic traffic models, accidents, and insurance losses
by Kim, Sojung & Kleiber, Marcel & Weber, Stefan
- 25-45 Construction of rating systems using global sensitivity analysis: A numerical investigation
by Vallarino, Arianna & Rabitti, Giovanni & Khorrami Chokami, Amir
- 46-74 Multi-population mortality modelling: a Bayesian hierarchical approach
by Shi, Jianjie & Shi, Yanlin & Wang, Pengjie & Zhu, Dan
- 75-93 Optimal VIX-linked structure for the target benefit pension plan
by Chen, Lv & Li, Danping & Wang, Yumin & Zhu, Xiaobai
- 94-128 Optimal performance of a tontine overlay subject to withdrawal constraints
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham
- 129-158 Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
by Havrylenko, Yevhen & Hinken, Maria & Zagst, Rudi
- 159-184 Pricing and hedging of longevity basis risk through securitisation
by Zeddouk, Fadoua & Devolder, Pierre
- 185-212 Taxation and policyholder behavior: the case of guaranteed minimum accumulation benefits
by Alonso-García, Jennifer & Sherris, Michael & Thirurajah, Samuel & Ziveyi, Jonathan
September 2023, Volume 53, Issue 3
- 489-514 Risk management with local least squares Monte Carlo
by Hainaut, Donatien & Akbaraly, Adnane
- 515-544 Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization
by Chen, An & Kanagawa, Motonobu & Zhang, Fangyuan
- 545-579 Target benefit versus defined contribution scheme: a multi-period framework
by Chen, Ping & Yao, Haixiang & Yang, Hailiang & Zhu, Dan
- 580-595 A hybrid data mining framework for variable annuity portfolio valuation
by Gweon, Hyukjun & Li, Shu
- 596-618 Ratemaking in a changing environment
by Okine, A. Nii-Armah
- 619-635 Estimating the VaR-induced Euler allocation rule
by Gribkova, N.V. & Su, J. & Zitikis, R.
- 636-657 Range-based risk measures and their applications
by Righi, Marcelo Brutti & Müller, Fernanda Maria
- 658-683 Optimal commissions and subscriptions in mutual aid platforms
by Zhao, Yixing & Zeng, Yan
- 684-705 Cyber insurance-linked securities
by Braun, Alexander & Eling, Martin & Jaenicke, Christoph
- 706-728 Reinsurance games with $\boldsymbol{{n}}$ variance-premium reinsurers: from tree to chain
by Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin
May 2023, Volume 53, Issue 2
- 185-212 Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
by Crevecoeur, Jonas & Antonio, Katrien & Desmedt, Stijn & Masquelein, Alexandre
- 213-232 The use of autoencoders for training neural networks with mixed categorical and numerical features
by Delong, Łukasz & Kozak, Anna
- 233-257 Premium control with reinforcement learning
by Palmborg, Lina & Lindskog, Filip
- 258-284 Tail index partition-based rules extraction with application to tornado damage insurance
by Maillart, Arthur & Robert, Christian Y.
- 285-310 Modelling socio-economic mortality at neighbourhood level
by Wen, Jie & Cairns, Andrew J.G. & Kleinow, Torsten
- 311-331 Risk allocation through shapley decompositions, with applications to variable annuities
by Godin, Frédéric & Hamel, Emmanuel & Gaillardetz, Patrice & Hon-Man Ng, Edwin
- 332-350 Shortcuts for the construction of sub-annual life tables
by Pavía, Jose M. & Lledó, Josep
- 351-376 A calendar year mortality model in continuous time
by Hainaut, Donatien
- 377-391 Survival energy models for mortality prediction and future prospects
by Shimizu, Yasutaka & Shirai, Kana & Kojima, Yuta & Mitsuda, Daiki & Inoue, Mahiro
- 392-417 The impact of simultaneous shocks to financial markets and mortality on pension buy-out prices
by Arık, Ayşe & Uğur, Ömür & Kleinow, Torsten
- 418-442 The 3-step hedge-based valuation: fair valuation in the presence of systematic risks
by Linders, Daniël
- 443-465 Worst-case moments under partial ambiguity
by Tang, Qihe & Yang, Yunshen
- 466-487 Measuring non-exchangeable tail dependence using tail copulas
by Koike, Takaaki & Kato, Shogo & Hofert, Marius
- 488-488 Target benefit pension plan with longevity risk and intergenerational equity – CORRIGENDUM
by Rong, Ximin & Tao, Cheng & Zhao, Hui
January 2023, Volume 53, Issue 1
- 2-28 Forecasting mortality rates with a coherent ensemble averaging approach
by Chang, Le & Shi, Yanlin
- 29-61 Modelling mortality: A bayesian factor-augmented var (favar) approach
by Lu, Yang & Zhu, Dan
- 62-83 A defined benefit pension plan model with stochastic salary and heterogeneous discounting
by Josa-Fombellida, Ricardo & López-Casado, Paula & Navas, Jorge
- 84-103 Target benefit pension plan with longevity risk and intergenerational equity
by Rong, Ximin & Tao, Cheng & Zhao, Hui
- 104-128 Optimal consumption, investment, and insurance under state-dependent risk aversion
by Steffensen, Mogens & Søe, Julie Bjørner
- 129-148 Distributionally robust reinsurance with expectile
by Xie, Xinqiao & Liu, Haiyan & Mao, Tiantian & Zhu, Xiao Bai
- 149-183 Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
by Ng, Tak Wa & Nguyen, Thai
September 2022, Volume 52, Issue 3
- 707-734 Selecting Bivariate Copula Models Using Image Recognition
by Tsanakas, Andreas & Zhu, Rui
- 735-764 Multi-State Modelling Of Customer Churn
by Dong, Yumo & Frees, Edward W. & Huang, Fei & Hui, Francis K. C.
- 765-787 Tree-Based Machine Learning Methods For Modeling And Forecasting Mortality
by Bjerre, Dorethe Skovgaard
- 789-812 Extending The Lee–Carter Model With Variational Autoencoder: A Fusion Of Neural Network And Bayesian Approach
by Miyata, Akihiro & Matsuyama, Naoki
- 813-834 Mortality Credits Within Large Survivor Funds
by Denuit, Michel & Hieber, Peter & Robert, Christian Y.
- 835-876 Estimation Of Future Discretionary Benefits In Traditional Life Insurance
by Gach, Florian & Hochgerner, Simon
- 877-920 New Loss Reserve Models With Persistence Effects To Forecast Trapezoidal Losses In Run-Off Triangles
by Usman, Farha & Chan, Jennifer S.K.
- 921-952 Evaluating The Tail Risk Of Multivariate Aggregate Losses
by Jiang, Wenjun & Ren, Jiandong
May 2022, Volume 52, Issue 2
- 363-391 Improving Automobile Insurance Claims Frequency Prediction With Telematics Car Driving Data
by Meng, Shengwang & Wang, He & Shi, Yanlin & Gao, Guangyuan
- 393-416 A New Multivariate Zero-Inflated Hurdle Model With Applications In Automobile Insurance
by Zhang, Pengcheng & Pitt, David & Wu, Xueyuan
- 417-448 Phase-Type Distributions For Claim Severity Regression Modeling
by Bladt, Martin
- 449-482 Functional Profile Techniques For Claims Reserving
by Maciak, Matúš & Mizera, Ivan & Pešta, Michal
- 483-517 The Saint Model: A Decade Later
by Jarner, Søren F. & Jallbjørn, Snorre
- 519-561 Calibrating The Lee-Carter And The Poisson Lee-Carter Models Via Neural Networks
by Scognamiglio, Salvatore
- 563-589 Modern Life-Care Tontines
by Hieber, Peter & Lucas, Nathalie
- 591-617 Target Volatility Strategies For Group Self-Annuity Portfolios
by Olivieri, Annamaria & Thirurajah, Samuel & Ziveyi, Jonathan
- 619-643 A Simple And Nearly Optimal Investment Strategy To Minimize The Probability Of Lifetime Ruin
by Liang, Xiaoqing & Young, Virginia R.
- 645-667 Mean–Variance Insurance Design With Counterparty Risk And Incentive Compatibility
by Boonen, Tim J. & Jiang, Wenjun
- 669-706 Multivariate Distributions With Time And Cross-Dependence: Aggregation And Capital Allocation
by Hu, Xiang & Zhang, Lianzeng
January 2022, Volume 52, Issue 1
- 1-31 Geographic Ratemaking With Spatial Embeddings
by Blier-Wong, Christopher & Cossette, Hélène & Lamontagne, Luc & Marceau, Etienne
- 33-54 Joint Modeling Of Claim Frequencies And Behavioral Signals In Motor Insurance
by Corradin, Alexandre & Denuit, Michel & Detyniecki, Marcin & Grari, Vincent & Sammarco, Matteo & Trufin, Julien
- 55-89 Discrimination-Free Insurance Pricing
by Lindholm, M. & Richman, R. & Tsanakas, A. & Wüthrich, M.V.
- 91-116 Joint Model Prediction And Application To Individual-Level Loss Reserving
by Okine, A. Nii-Armah & Frees, Edward W. & Shi, Peng
- 117-143 A Collective Reserving Model With Claim Openness
by Lindholm, Mathias & Zakrisson, Henning
- 145-184 Multivariate Composite Copulas
by Xie, Jiehua & Fang, Jun & Yang, Jingping & Bu, Lan
- 185-210 ON THE $r\mathcal{B}$ELL FAMILY OF DISTRIBUTIONS WITH ACTUARIAL APPLICATIONS
by Bhati, Deepesh & Calderín-Ojeda, Enrique
- 211-245 Insurance Valuation: A Two-Step Generalised Regression Approach
by Barigou, Karim & Bignozzi, Valeria & Tsanakas, Andreas
- 247-289 A Group Regularisation Approach For Constructing Generalised Age-Period-Cohort Mortality Projection Models
by SriDaran, Dilan & Sherris, Michael & Villegas, Andrés M. & Ziveyi, Jonathan
- 291-331 Computation Of Bonus In Multi-State Life Insurance
by Ahmad, Jamaal & Buchardt, Kristian & Furrer, Christian
- 333-360 Point And Interval Forecasts Of Death Rates Using Neural Networks
by Schnürch, Simon & Korn, Ralf
- 361-361 Multivariate Composite Copulas – Corrigendum
by Xie, Jiehua & Fang, Jun & Yang, Jingping & Bu, Lan
September 2021, Volume 51, Issue 3
- 689-718 Neighbouring Prediction For Mortality
by Wang, Chou-Wen & Zhang, Jinggong & Zhu, Wenjun
- 719-751 Cost-Sensitive Multi-Class Adaboost For Understanding Driving Behavior Based On Telematics
by So, Banghee & Boucher, Jean-Philippe & Valdez, Emiliano A.
- 753-778 Diversification In Catastrophe Insurance Markets
by Cui, Hengxin & Tan, Ken Seng & Yang, Fan
- 779-812 On Complex Economic Scenario Generators: Is Less More?
by Bégin, Jean-François
- 813-837 Test For Changes In The Modeled Solvency Capital Requirement Of An Internal Risk Model
by Gaigall, Daniel
- 839-871 Applying Economic Measures To Lapse Risk Management With Machine Learning Approaches
by Loisel, Stéphane & Piette, Pierrick & Tsai, Cheng-Hsien Jason
- 873-904 Fair Transition From Defined Benefit To Target Benefit
by Zhu, Xiaobai & Hardy, Mary & Saunders, David
- 905-938 Optimal Control Of The Decumulation Of A Retirement Portfolio With Variable Spending And Dynamic Asset Allocation
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham
May 2021, Volume 51, Issue 2
- 349-374 A Double Common Factor Model For Mortality Projection Using Best-Performance Mortality Rates As Reference
by Li, Jackie & Lee, Maggie & Guthrie, Simon
- 375-410 Geographical Diversification And Longevity Risk Mitigation In Annuity Portfolios
by De Rosa, Clemente & Luciano, Elisa & Regis, Luca
- 411-447 Pricing Longevity-Linked Securities In The Presence Of Mortality Trend Changes
by Freimann, Arne
- 449-474 Dynamic Asset Allocation For Target Date Funds Under The Benchmark Approach
by Sun, Jin & Zhu, Dan & Platen, Eckhard
- 475-507 Robust Estimation Of Loss Models For Lognormal Insurance Payment Severity Data
by Poudyal, Chudamani
- 509-538 Tempered Pareto-Type Modelling Using Weibull Distributions
by Albrecher, Hansjörg & Araujo-Acuna, José Carlos & Beirlant, Jan
- 539-570 Estimation Of High Conditional Tail Risk Based On Expectile Regression
by Hu, Jie & Chen, Yu & Tan, Keqi
- 571-605 Asymptotics For Systemic Risk With Dependent Heavy-Tailed Losses
by Liu, Jiajun & Yang, Yang
- 607-629 Optimal Reinsurance Design With Distortion Risk Measures And Asymmetric Information
by Boonen, Tim J. & Zhang, Yiying
- 631-659 Optimal Reinsurance From The Viewpoints Of Both An Insurer And A Reinsurer Under The Cvar Risk Measure And Vajda Condition
by Chen, Yanhong
- 661-688 Optimal Incentive-Compatible Insurance With Background Risk
by Chi, Yichun & Tan, Ken Seng
January 2021, Volume 51, Issue 1
- 1-25 Predictive Claim Scores For Dynamic Multi-Product Risk Classification In Insurance
by Verschuren, Robert Matthijs
- 27-55 Addressing Imbalanced Insurance Data Through Zero-Inflated Poisson Regression With Boosting
by Lee, Simon C.K.
- 57-99 Generalizing The Log-Moyal Distribution And Regression Models For Heavy-Tailed Loss Data
by Li, Zhengxiao & Beirlant, Jan & Meng, Shengwang
- 101-130 Quantifying The Trade-Off Between Income Stability And The Number Of Members In A Pooled Annuity Fund
by Bernhardt, Thomas & Donnelly, Catherine
- 131-159 A Mixed Bond And Equity Fund Model For The Valuation Of Variable Annuities
by Augustyniak, Maciej & Godin, Frédéric & Hamel, Emmanuel
- 161-189 Mortality Forecasting With A Spatially Penalized Smoothed Var Model
by Chang, Le & Shi, Yanlin
- 191-219 Why Does A Human Die? A Structural Approach To Cohort-Wise Mortality Prediction Under Survival Energy Hypothesis
by Shimizu, Yasutaka & Minami, Yuki & Ito, Ryunosuke
- 221-243 Universally Marketable Insurance Under Multivariate Mixtures
by Lo, Ambrose & Tang, Qihe & Tang, Zhaofeng
- 245-266 A Gamma Moving Average Process For Modelling Dependence Across Development Years In Run-Off Triangles
by Nieto-Barajas, Luis E. & Targino, Rodrigo S.
- 267-301 Applying State Space Models To Stochastic Claims Reserving
by Hendrych, Radek & Cipra, Tomas
- 303-347 The Impacts Of Individual Information On Loss Reserving
by Wang, Zhigao & Wu, Xianyi & Qiu, Chunjuan
September 2020, Volume 50, Issue 3
- 675-707 Wavelet-Based Feature Extraction For Mortality Projection
by Hainaut, Donatien & Denuit, Michel
- 709-742 Valuation Of Hybrid Financial And Actuarial Products In Life Insurance By A Novel Three-Step Method
by Deelstra, Griselda & Devolder, Pierre & Gnameho, Kossi & Hieber, Peter
- 743-776 Joint Optimization Of Transition Rules And The Premium Scale In A Bonus-Malus System
by Ágoston, Kolos Csaba & Gyetvai, Márton
- 777-798 Testing For Random Effects In Compound Risk Models Via Bregman Divergence
by Jeong, Himchan
- 799-825 A Statistical Methodology For Assessing The Maximal Strength Of Tail Dependence
by Sun, Ning & Yang, Chen & Zitikis, Ričardas
- 827-851 Distortion Riskmetrics On General Spaces
by Wang, Qiuqi & Wang, Ruodu & Wei, Yunran
- 853-871 An Effective Bias-Corrected Bagging Method For The Valuation Of Large Variable Annuity Portfolios
by Gweon, Hyukjun & Li, Shu & Mamon, Rogemar
- 873-912 Portfolio Insurance Strategies For A Target Annuitization Fund
by Xu, Mengyi & Sherris, Michael & Shao, Adam W.
- 913-957 Efficient Dynamic Hedging For Large Variable Annuity Portfolios With Multiple Underlying Assets
by Lin, X. Sheldon & Yang, Shuai
- 959-999 Risk-Based Capital For Variable Annuity Under Stochastic Interest Rate
by Wang, JinDong & Xu, Wei
- 1001-1035 Taxation Of A Gmwb Variable Annuity In A Stochastic Interest Rate Model
by Molent, Andrea
- 1037-1064 A Method For Constructing And Interpreting Some Weighted Premium Principles
by Castaño-Martínez, Antonia & López-Blazquez, Fernando & Pigueiras, Gema & Sordo, Miguel Á.
- 1065-1092 Risk Measures Derived From A Regulator’S Perspective On The Regulatory Capital Requirements For Insurers
by Cai, Jun & Mao, Tiantian
- 1093-1122 Large-Loss Behavior Of Conditional Mean Risk Sharing
by Denuit, Michel & Robert, Christian Y.
May 2020, Volume 50, Issue 2
- 325-356 A New Inference Strategy For General Population Mortality Tables
by Boumezoued, Alexandre & Hoffmann, Marc & Jeunesse, Paulien
- 357-379 Forecasting Multiple Functional Time Series In A Group Structure: An Application To Mortality
by Shang, Han Lin & Haberman, Steven
- 381-417 Less-Expensive Valuation And Reserving Of Long-Dated Variable Annuities When Interest Rates And Mortality Rates Are Stochastic
by Fergusson, Kevin
- 419-447 Optimal Asset Allocation For Dc Pension Decumulation With A Variable Spending Rule
by Forsyth, Peter A. & Vetzal, Kenneth R. & Westmacott, Graham
- 449-477 Optimal Insurance Strategies: A Hybrid Deep Learning Markov Chain Approximation Approach
by Cheng, Xiang & Jin, Zhuo & Yang, Hailiang
- 479-511 One-Year Premium Risk And Emergence Pattern Of Ultimate Loss Based On Conditional Distribution
by Delong, Łukasz & Szatkowski, Marcin
- 513-553 A Generalised Property Exposure Rating Framework That Incorporates Scale-Independent Losses And Maximum Possible Loss Uncertainty
by Parodi, Pietro
- 555-583 An Em Algorithm For Fitting A New Class Of Mixed Exponential Regression Models With Varying Dispersion
by Tzougas, George & Karlis, Dimitris
- 585-618 Poisson Models With Dynamic Random Effects And Nonnegative Credibilities Per Period
by Pinquet, Jean
- 619-646 Optimal Insurance Contracts Under Distortion Risk Measures With Ambiguity Aversion
by Jiang, Wenjun & Escobar-Anel, Marcos & Ren, Jiandong
- 647-673 Weighted Comonotonic Risk Sharing Under Heterogeneous Beliefs
by Liu, Haiyan
January 2020, Volume 50, Issue 1
- 1-24 Actuarial Applications Of Word Embedding Models
by Lee, Gee Y & Manski, Scott & Maiti, Tapabrata
- 25-60 A Neural Network Boosted Double Overdispersed Poisson Claims Reserving Model
by Gabrielli, Andrea
- 61-93 On Marine Liability Portfolio Modeling
by Guevara-Alarcón, William & Albrecher, Hansjörg & Chowdhury, Parvez
- 95-129 On The Optimal Combination Of Annuities And Tontines
by Chen, An & Rach, Manuel & Sehner, Thorsten
- 131-154 The Effect Of The Assumed Interest Rate And Smoothing On Variable Annuities
by Balter, Anne G. & Werker, Bas J. M.
- 155-185 Natural Hedges With Immunization Strategies Of Mortality And Interest Rates
by Lin, Tzuling & Tsai, Cary Chi-liang
- 187-221 Reaching A Bequest Goal With Life Insurance: Ambiguity About The Risky Asset'S Drift And Mortality'S Hazard Rate
by Liang, Xiaoqing & Young, Virginia R.
- 223-263 Multivariate Long-Memory Cohort Mortality Models
by Yan, Hongxuan & Peters, Gareth W. & Chan, Jennifer S.K.
- 265-292 Multivariate Geometric Tail- And Range-Value-At-Risk
by Herrmann, Klaus & Hofert, Marius & Mailhot, Mélina
- 293-323 Bilateral Risk Sharing With Heterogeneous Beliefs And Exposure Constraints
by Boonen, Tim J. & Ghossoub, Mario
September 2019, Volume 49, Issue 3
- 555-590 Modelling Socio-Economic Differences In Mortality Using A New Affluence Index
by Cairns, Andrew J.G. & Kallestrup-Lamb, Malene & Rosenskjold, Carsten & Blake, David & Dowd, Kevin
- 591-617 Size-Biased Transform And Conditional Mean Risk Sharing, With Application To P2p Insurance And Tontines
by Denuit, Michel
- 619-645 Dynamic Principal Component Regression: Application To Age-Specific Mortality Forecasting
by Shang, Han Lin
- 647-688 A Class Of Mixture Of Experts Models For General Insurance: Application To Correlated Claim Frequencies
by Chai Fung, Tsz & Badescu, Andrei L. & Sheldon Lin, X.
- 689-707 Modelling Zero-Inflated Count Data With A Special Case Of The Generalised Poisson Distribution
by Calderín-Ojeda, Enrique & GóMez-Déniz, Emilio & Barranco-Chamorro, Inmaculada
- 709-739 A Marked Cox Model For The Number Of Ibnr Claims: Estimation And Application
by Badescu, Andrei L. & Chen, Tianle & Lin, X. Sheldon & Tang, Dameng
- 741-762 A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims
by Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E.
- 763-786 Calendar Year Effect Modeling For Claims Reserving In Hglm
by Gigante, Patrizia & Picech, Liviana & Sigalotti, Luciano
- 787-821 The Reserve Uncertainties In The Chain Ladder Model Of Mack Revisited
by Gisler, Alois
- 823-846 Analyzing Mortality Bond Indexes Via Hierarchical Forecast Reconciliation
by Li, Han & Tang, Qihe
- 847-883 Minimizing The Probability Of Lifetime Ruin: Two Riskless Assets With Transaction Costs
by Liang, Xiaoqing & Young, Virginia R.
- 885-918 Compatibility And Attainability Of Matrices Of Correlation-Based Measures Of Concordance
by Hofert, Marius & Koike, Takaaki
- 919-919 A Tree-Based Algorithm Adapted To Microlevel Reserving And Long Development Claims – Erratum
by Lopez, Olivier & Milhaud, Xavier & Thérond, Pierre-E.
May 2019, Volume 49, Issue 2
- 263-297 Property Graphs – A Statistical Model For Fire And Explosion Losses Based On Graph Theory
by Parodi, Pietro & Watson, Peter
- 299-333 Fair Valuation Of Insurance Liability Cash-Flow Streams In Continuous Time: Applications
by Delong, Łukasz & Dhaene, Jan & Barigou, Karim
- 335-372 Economic Scenario Generator And Parameter Uncertainty: A Bayesian Approach
by Bégin, Jean-François
- 373-407 Modelling Mortality Dependence With Regime-Switching Copulas
by Zhou, Rui
- 409-432 Joint Life Insurance Pricing Using Extended Marshall–Olkin Models
by Gobbi, Fabio & Kolev, Nikolai & Mulinacci, Sabrina
- 433-455 Bias-Corrected Inference For A Modified Lee–Carter Mortality Model
by Liu, Qing & Ling, Chen & Li, Deyuan & Peng, Liang
- 457-490 Cat Bond Pricing Under A Product Probability Measure With Pot Risk Characterization
by Tang, Qihe & Yuan, Zhongyi
- 491-523 Index Insurance Design
by Zhang, Jinggong & Tan, Ken Seng & Weng, Chengguo
- 525-554 Ordering Properties Of Extreme Claim Amounts From Heterogeneous Portfolios
by Zhang, Yiying & Cai, Xiong & Zhao, Peng
January 2019, Volume 49, Issue 1
- 5-30 Tonuity: A Novel Individual-Oriented Retirement Plan
by Chen, An & Hieber, Peter & Klein, Jakob K.
- 31-56 Valuation Of Contingent Guarantees Using Least-Squares Monte Carlo
by Bienek, T. & Scherer, M.
- 57-84 How Functional Data Can Enhance The Estimation Of Health Expectancy: The Case Of Disabled Spanish Population
by Albarrán, Irene & Alonso-González, Pablo J. & Arribas-Gil, Ana & Grané, Aurea
- 85-116 Personal Non-Life Insurance Decisions And The Welfare Loss From Flat Deductibles
by Steffensen, Mogens & Thøgersen, Julie
- 117-146 Frequentist Inference In Insurance Ratemaking Models Adjusting For Misrepresentation
by Akakpo, Rexford M. & Xia, Michelle & Polansky, Alan M.
- 147-168 Deriving Robust Bayesian Premiums Under Bands Of Prior Distributions With Applications
by Sánchez-Sánchez, M. & Sordo, M.A. & Suárez-Llorens, A. & Gómez-Déniz, E.
- 169-187 New Results On The Distribution Of Discounted Compound Poisson Sums
by Zhang, Zhehao
- 189-215 Aggregate Claim Estimation Using Bivariate Hidden Markov Model
by Oflaz, Zarina Nukeshtayeva & Yozgatligil, Ceylan & Selcuk-Kestel, A. Sevtap
- 217-242 A Conditional Equity Risk Model For Regulatory Assessment
by Floryszczak, A. & Lévy Véhel, J. & Majri, M.
- 243-262 On The Optimality Of A Straight Deductible Under Belief Heterogeneity
by Chi, Yichun
September 2018, Volume 48, Issue 3
Printed from https://ideas.repec.org/s/cup/astinb.html
