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