European Actuarial Journal

Editorial

• Editorial

Modern tontines as a pension solution: a practical overview

• Survey Paper

Pascal Winter, Frédéric Planchet

A comprehensive model for cyber risk based on marked point processes and its application to insurance

• Open Access
• Original Research Paper

Gabriela Zeller, Matthias Scherer

Discussion on ‘A comprehensive model for cyber risk based on marked point processes and its applications to insurance’ (Zeller, Scherer)

• Discussion on recent papers

Jürgen Reinhart

An optimal reinsurance simulation model for non-life insurance in the Solvency II framework

• Open Access
• Original Research Paper

Alberto Zanotto, Gian Paolo Clemente

Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach

• Original Research Paper

Jorge Miguel Bravo

Socio-economic differentiation in experienced mortality modelling and its pricing implications

• Original Research Paper

Ahmad Salahnejhad Ghalehjooghi, Pintao Lyu

Rule-based strategies for dynamic life cycle investment

• Open Access
• Original Research Paper

T. R. B. den Haan, K. W. Chau, M. van der Schans, C. W. Oosterlee

A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach

• Original Research Paper

Anselm Fleischmann, Jonas Hirz, Daniel Sirianni

Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time

• Original Research Paper

Petar Jevtić, Minsuk Kwak, Traian A. Pirvu

Premium rating without losses

• Original Research Paper

Michael Fackler

Discussion on “Premium rating without losses” (M. Fackler)

• Discussion on recent papers

Ulrich Riegel

Bounds on Spearman’s rho when at least one random variable is discrete

• Original Research Paper

Mhamed Mesfioui, Julien Trufin, Pierre Zuyderhoff

A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models

• Original Research Paper

Johan G. Andréasson, Pavel V. Shevchenko

A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme

• Open Access
• Case Study

Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, Owen Jones, Jeffrey Rowney

Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance

• Letter

Mhamed Mesfioui, Julien Trufin

Efficient evaluation of alternative reinsurance strategies using control variates

• Letter

Ioannis Kyriakou, Andreas Tsanakas

Correction to: Current developments in German pension schemes: What are the benefits of the new target pension?

• Correction

An Chen, Manuel Rach