Issue 1/2014
Content (10 Articles)
Original Research Paper
Markov chain modeling of policyholder behavior in life insurance and pension
Lars Frederik Brandt Henriksen, Jeppe Woetmann Nielsen, Mogens Steffensen, Christian Svensson
Original Research Paper
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
Hedging of long term zero-coupon bonds in a market model with reinvestment risk
David Stefanovits, Mario V. Wüthrich
Original Research Paper
Interest rate risk and the Swiss Solvency Test
Armin Eder, Sebastian Keiler, Hannes Pichl
Original Research Paper
Practical valuation of long-term guarantees in inactive financial markets
Jürgen Bierbaum, Holger Bartel, Nils Dennstedt, Tobias Dillmann, Wolfgang Engel, Marcus Keller, Karol Musialik, Thorsten Pauls, Norbert Quapp, Jens Winter
Original Research Paper
Market-consistent valuation of long-term insurance contracts: valuation framework and application to German private health insurance
Jan-Philipp Schmidt
Original Research Paper
Empirical investigation of insurance claim dependencies using mixture models
Emiliano A. Valdez
Original Research Paper
Best estimate calculations of savings contracts by closed formulas: application to the ORSA
François Bonnin, Frédéric Planchet, Marc Juillard
Original Research Paper
Modeling the effect of health: phase-type approach
Maria Govorun, Guy Latouche
Original Research Paper
On a generalization of the expected discounted penalty function to include deficits at and beyond ruin
Zied Ben Salah