European Actuarial Journal

Ermanno Pitacco, 1947–2022

Discussion on ‘A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach’ (Fleichmann et al.)

Guillaume Biessy

Model transparency and interpretability: survey and application to the insurance industry

Dimitri Delcaillau, Antoine Ly, Alize Papp, Franck Vermet

A nonparametric sequential learning procedure for estimating the pure premium

Jun Hu, Liang Hong

Loss amount prediction from textual data using a double GLM with shrinkage and selection

Scott Manski, Kaixu Yang, Gee Y. Lee, Tapabrata Maiti

The effect of risk constraints on the optimal insurance policy

Wenjun Jiang, Jiandong Ren

Optimal multidimensional reinsurance policies under a common shock dependency structure

M. Azarbad, G. A. Parham, S. M. R. Alavi

Extremes for a general contagion risk measure

Chengxiu Ling, Jiajun Liu

Dynamic surplus optimization with performance- and index-linked liabilities

Sascha Desmettre, Markus Wahl, Rudi Zagst

Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees

Andreas Lichtenstern, Rudi Zagst

Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?

Anca Jijiie, Jennifer Alonso-García, Séverine Arnold

Discussion on “Mortality by socio‑economic class and its impact on the retirement schemes: how to render the systems fairer?”

Barbara D’Ambrogi-Ola

Efficient use of data for LSTM mortality forecasting

M. Lindholm, L. Palmborg

Derivation of biometrically dependent cash flows

M. Matthias Schmitt

Semi-markov modeling for cancer insurance

Antoine Soetewey, Catherine Legrand, Michel Denuit, Geert Silversmit

The slowdown in mortality improvement rates 2011–2017: a multi-country analysis

Viani B. Djeundje, Steven Haberman, Madhavi Bajekal, Joseph Lu

Optimal dynamic reinsurance with worst-case default of the reinsurer

Ralf Korn, Lukas Müller

The only constant is change: opportunities and challenges for actuaries in a changing world

Frank Schiller, Jérôme Crugnola-Humbert