Issue 1/2023
Content (18 Articles)
Modeling and pricing cyber insurance
Kerstin Awiszus, Thomas Knispel, Irina Penner, Gregor Svindland, Alexander Voß, Stefan Weber
Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
Axel Bücher, Alexander Rosenstock
An incremental loss ratio method using prior information on calendar year effects
Ulrich Riegel
Optimal portfolios with sustainable assets: aspects for life insurers
Ralf Korn, Ajla Nurkanovic
Long-term stability of a life insurer’s balance sheet
Maximilian Diehl, Roman Horsky, Susanne Reetz, Jörn Sass
Cross-subsidizing effects between existing and new policyholders in traditional life insurance
Jonas Eckert, Stefan Graf, Alexander Kling, Jochen Ruß
Selection effect modification to the Lee-Carter model
Jack C. Yue, Chao-Ting Lin, Yu-Lin Yang, Yi-Chun Chen, Wan-Chen Tsai, Yin-Yee Leong
Impact of rough stochastic volatility models on long-term life insurance pricing
Jean-Loup Dupret, Jérôme Barbarin, Donatien Hainaut
Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
Xiaobai Zhu, Kenneth Q. Zhou
Generalized PELVE and applications to risk measures
Anna Maria Fiori, Emanuela Rosazza Gianin
On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading
R. L. Gudmundarson, M. Guerra, A. B. Moura
Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues
Emmanouil Louloudis, Alexandros Zimbidis, Athanasios Yannacopoulos
Neural networks meet least squares Monte Carlo at internal model data
Christian Jonen, Tamino Meyhöfer, Zoran Nikolić
A public micro pension programme in Brazil: heterogeneity among states and setting up of a benefit age adjustment
Renata G. Alcoforado, Alfredo D. Egídio dos Reis
Does autocalibration improve goodness of lift?
Nicolas Ciatto, Harrison Verelst, Julien Trufin, Michel Denuit
Correction to: Does autocalibration improve goodness of lift?
Nicolas Ciatto, Harrison Verelst, Julien Trufin, Michel Denuit