Issue 1/2021
Content (17 Articles)
Open Access
Survey Paper
The standard formula of Solvency II: a critical discussion
Matthias Scherer, Gerhard Stahl
Open Access
Original Research Paper
Current developments in German pension schemes: What are the benefits of the new target pension?
An Chen, Manuel Rach
Original Research Paper
A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio
Jonas Eckert, Stefan Graf, Alexander Kling
Original Research Paper
Exchangeable mortality projection
Vered Shapovalov, Zinoviy Landsman, Udi Makov
Original Research Paper
Waiting period from diagnosis for mortgage insurance issued to cancer survivors
Antoine Soetewey, Catherine Legrand, Michel Denuit, Geert Silversmit
Original Research Paper
Indifference pricing of reinsurance with reinstatements using coherent monetary criteria
Nabil Kazi-Tani
Open Access
Original Research Paper
Making Tweedie’s compound Poisson model more accessible
Łukasz Delong, Mathias Lindholm, Mario V. Wüthrich
Discussion on recent papers
Discussion on “Making Tweedie’s compound Poisson model more accessible” (Delong et al.)
Björn Johansson, Esbjörn Ohlsson
Original Research Paper
Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach
Apostolos Bozikas, Georgios Pitselis
Original Research Paper
Estimation error and bootstrapping in the chain-ladder model of Mack
Alois Gisler
Original Research Paper
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
Wenyuan Wang, Xueyuan Wu, Cheng Chi
Open Access
Letters
An elementary derivation of Hattendorff’s theorem
Elias S. W. Shiu, Xiaoyi Xiong
Letters
Generalization error for Tweedie models: decomposition and error reduction with bagging
Michel Denuit, Julien Trufin
Correction
Correction to: Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
Franziska Diez, Ralf Korn