Issue 1/2016
Content (13 Articles)
Original Research Paper
Classification of scale-sensitive telematic observables for riskindividual pricing
W. Weidner, F. W. G. Transchel, R. Weidner
Original Research Paper
Case study of Swiss mortality using Bayesian modeling
Laurent J. Huber, Mario V. Wüthrich
Original Research Paper
A credibility approach of the Makeham mortality law
Yahia Salhi, Pierre-E. Thérond, Julien Tomas
Original Research Paper
The joint impact of fertility and unemployment on the level of state-aided pensions
Sara Steil, Detlev Kobus, Jochen Wolf
Original Research Paper
Risk measure preserving piecewise linear approximation of empirical distributions
Philipp Arbenz, William Guevara-Alarcón
Original Research Paper
On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk
Gildas Ratovomirija
Original Research Paper
On a capital allocation by minimization of some risk indicators
V. Maume-Deschamps, D. Rullière, K. Said
Original Research Paper
Closed-form solutions for Guaranteed Minimum Accumulation and Death Benefits
Mikhail Krayzler, Rudi Zagst, Bernhard Brunner
Original Research Paper
Minimisation of penalty payments by investments and reinsurance
Matthias Vierkötter
Original Research Paper
Ruin problems in the generalized Erlang(n) risk model
Agnieszka I. Bergel, Alfredo D. Egídio dos Reis
Letter to the Editor
Comment on the paper “The impact of covariates on a bonus–malus system: an application of Taylor’s model” by Lemaire, Park & Wang
Greg Taylor
Book Review
Review of A. J. McNeil, R. Frey, P. Embrechts: Quantitative risk management. Concepts, techniques and tools
Thomas Mikosch