European Actuarial Journal

Editorial

A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes

Stefan Graf, Ralf Korn

Discussion on “A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes” (Graf and Korn)

Jürgen Bierbaum

Discussion on “A guide to Monte Carlo simulation concepts for assessment of risk‑return profiles for regulatory purposes” (Graf and Korn, 2020)

Norbert Quapp

Cyber risk research in business and actuarial science

Martin Eling

Investing in your own and peers’ risks: the simple analytics of P2P insurance

Michel Denuit

An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance

José L. Vilar-Zanón, Antonio Heras, Estela de Frutos

A recommendation system for car insurance

Laurent Lesage, Madalina Deaconu, Antoine Lejay, Jorge Augusto Meira, Geoffrey Nichil, Radu State

Quantiles in a multi-stage nested classification credibility model

Georgios Pitselis

Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets

Saeed Asadi, Mazin A. M. Al Janabi

A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula

Aurélien Alfonsi, Adel Cherchali, Jose Arturo Infante Acevedo

Mean reversion in stochastic mortality: why and how?

Fadoua Zeddouk, Pierre Devolder

PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products

Stefan Graf, Alexander Kling

On the characteristics of reporting ADL limitations and formal LTC usage across Europe

Michel Fuino, Iegor Rudnytskyi, Joël Wagner

Health policyholder clustering using medical consumption

Romain Gauchon, Stéphane Loisel, Jean-Louis Rullière