Issue 1/2022
Content (18 Articles)
Editorial
Editorial
Survey Paper
Modern tontines as a pension solution: a practical overview
Pascal Winter, Frédéric Planchet
Open Access
Original Research Paper
A comprehensive model for cyber risk based on marked point processes and its application to insurance
Gabriela Zeller, Matthias Scherer
Discussion on recent papers
Discussion on ‘A comprehensive model for cyber risk based on marked point processes and its applications to insurance’ (Zeller, Scherer)
Jürgen Reinhart
Open Access
Original Research Paper
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
Alberto Zanotto, Gian Paolo Clemente
Original Research Paper
Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach
Jorge Miguel Bravo
Original Research Paper
Socio-economic differentiation in experienced mortality modelling and its pricing implications
Ahmad Salahnejhad Ghalehjooghi, Pintao Lyu
Open Access
Original Research Paper
Rule-based strategies for dynamic life cycle investment
T. R. B. den Haan, K. W. Chau, M. van der Schans, C. W. Oosterlee
Original Research Paper
A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach
Anselm Fleischmann, Jonas Hirz, Daniel Sirianni
Original Research Paper
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time
Petar Jevtić, Minsuk Kwak, Traian A. Pirvu
Discussion on recent papers
Discussion on “Premium rating without losses” (M. Fackler)
Ulrich Riegel
Original Research Paper
Bounds on Spearman’s rho when at least one random variable is discrete
Mhamed Mesfioui, Julien Trufin, Pierre Zuyderhoff
Original Research Paper
A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models
Johan G. Andréasson, Pavel V. Shevchenko
Open Access
Case Study
A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme
Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, Owen Jones, Jeffrey Rowney
Letter
Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance
Mhamed Mesfioui, Julien Trufin
Letter
Efficient evaluation of alternative reinsurance strategies using control variates
Ioannis Kyriakou, Andreas Tsanakas
Correction
Correction to: Current developments in German pension schemes: What are the benefits of the new target pension?
An Chen, Manuel Rach