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