Issue 1/2015
Content (9 Articles)
Original Research Paper
The impact of covariates on a bonus–malus system: an application of Taylor’s model
Jean Lemaire, Sojung Carol Park, Kili C. Wang
Original Research Paper
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
Peter Hieber, Ralf Korn, Matthias Scherer
Original Research Paper
Optimal supervisory rules for pension funds under diverse pension security mechanisms
An Chen, Simona Clever
Original Research Paper
Best-estimate claims reserves in incomplete markets
Sebastian Happ, Michael Merz, Mario V. Wüthrich
Original Research Paper
Modelling parameter uncertainty for risk capital calculation
Andreas Fröhlich, Annegret Weng
Original Research Paper
Catastrophe risk bonds with applications to earthquakes
Jia Shao, Athanasios Pantelous, Apostolos D. Papaioannou
Original Research Paper
Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
Markus Kreer, Ayşe Kızılersü, Anthony W. Thomas, Alfredo D. Egídio dos Reis
Original Research Paper
Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points?
Pierre-Olivier Goffard, Xavier Guerrault
Notes and Notices
Generalised linear models for aggregate claims: to Tweedie or not?
Oscar Alberto Quijano Xacur, José Garrido