Issue 2/2021
Content (18 Articles)
Original Research Paper
Measuring profitability of life insurance products under Solvency II
Karen Tanja Rödel, Stefan Graf, Alexander Kling, Andreas Reuß
Discussion on recent papers
Discussion on “Measuring profitability of life insurance products under Solvency II” (Rödel et al.)
Frank Schiller
Open Access
Original Research Paper
Modelling and forecasting mortality improvement rates with random effects
Arthur Renshaw, Steven Haberman
Original Research Paper
Correlated age-specific mortality model: an application to annuity portfolio management
Tzuling Lin, Chou-Wen Wang, Cary Chi-Liang Tsai
Open Access
Original Research Paper
On the calculation of prospective and retrospective reserves in non-Markov models
Marcus C. Christiansen
Original Research Paper
Multi-year analysis of solvency capital in life insurance
Karen Tanja Rödel, Stefan Graf, Alexander Kling
Original Research Paper
Two-part models for assessing misrepresentation on risk status
Li-Chieh Chen, Jianxi Su, Michelle Xia
Open Access
Original Research Paper
An individual claims reserving model for reported claims
Andrea Gabrielli
Original Research Paper
Toward an explainable machine learning model for claim frequency: a use case in car insurance pricing with telematics data
Arthur Maillart
Original Research Paper
Tweedie double GLM loss triangles with dependence within and across business lines
Carlos Andrés Araiza Iturria, Frédéric Godin, Mélina Mailhot
Open Access
Original Research Paper
The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration
Christoph Berninger, Julian Pfeiffer
Correction
Correction to: The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration
Christoph Berninger, Julian Pfeiffer
Letters
A new measure of mortality differentials based on precedence probability
Meitner Cadena, Michel Denuit
Discussion on recent papers
Discussion on “Exchangeable mortality projection” (Shapovalov et al.)
Alexandre Boumezoued
Correction
Correction to: Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products
Franziska Diez, Ralf Korn