European Actuarial Journal

Ermanno Pitacco, 1947–2022

• Editorial

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

• Discussion on recent papers

Guillaume Biessy

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

• Survey Paper

Dimitri Delcaillau, Antoine Ly, Alize Papp, Franck Vermet

A nonparametric sequential learning procedure for estimating the pure premium

• Original Research Paper

Jun Hu, Liang Hong

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

• Original Research Paper

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

The effect of risk constraints on the optimal insurance policy

• Original Research Paper

Wenjun Jiang, Jiandong Ren

Optimal multidimensional reinsurance policies under a common shock dependency structure

• Original Research Paper

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

Extremes for a general contagion risk measure

• Original Research Paper

Chengxiu Ling, Jiajun Liu

Dynamic surplus optimization with performance- and index-linked liabilities

• Open Access
• Original Research Paper

Sascha Desmettre, Markus Wahl, Rudi Zagst

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

• Open Access
• Original Research Paper

Andreas Lichtenstern, Rudi Zagst

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

• Open Access
• Original Research Paper

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?”

• Discussion on recent papers

Barbara D’Ambrogi-Ola

Efficient use of data for LSTM mortality forecasting

• Open Access
• Original Research Paper

M. Lindholm, L. Palmborg

Derivation of biometrically dependent cash flows

• Original Research Paper

M. Matthias Schmitt

Semi-markov modeling for cancer insurance

• Original Research Paper

Antoine Soetewey, Catherine Legrand, Michel Denuit, Geert Silversmit

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

• Open Access
• Case Study

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

Optimal dynamic reinsurance with worst-case default of the reinsurer

• Open Access
• Letters

Ralf Korn, Lukas Müller

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

• Letters

Frank Schiller, Jérôme Crugnola-Humbert