Issue 1/2024
Content (11 Articles)
The impact of dependencies between climate risks on the asset and liability side of non-life insurers
- Open Access
- Original Research Paper
Nadine Gatzert, Onur Özdil
Efficient projections of with-profit life insurance using lumping
- Original Research Paper
Ida E. Andersen, Alexander S. Lollike
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates
- Original Research Paper
Vanessa Hanna, Pierre Devolder
Including individual customer lifetime value and competing risks in tree-based lapse management strategies
- Original Research Paper
Mathias Valla, Xavier Milhaud, Anani Olympio
Coherent extrapolation of mortality rates at old ages applied to long term care
- Original Research Paper
Léonie Le Bastard
Multivariate Lévy-type drift change detection and mortality modeling
- Open Access
- Original Research Paper
Michał Krawiec, Zbigniew Palmowski
Asymptotics of the loss-based tail risk measures in the presence of extreme risks
- Original Research Paper
Jiajun Liu, Tomer Shushi
EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects
- Open Access
- Original Research Paper
Zezhun Chen, Angelos Dassios, George Tzougas
On the impact of outliers in loss reserving
- Open Access
- Original Research Paper
Benjamin Avanzi, Mark Lavender, Greg Taylor, Bernard Wong
