Issue 2/2023
Content (17 Articles)
Editorial
Editorial
Original Research Paper
A market- and time-consistent extension for the EIOPA risk-margin
Ahmad Salahnejhad Ghalehjooghi, Antoon Pelsser
Open Access
Original Research Paper
Identifying the determinants of lapse rates in life insurance: an automated Lasso approach
Lucas Reck, Johannes Schupp, Andreas Reuß
Open Access
Original Research Paper
Phase-type representations of stochastic interest rates with applications to life insurance
Jamaal Ahmad, Mogens Bladt
Open Access
Original Research Paper
What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products
Jochen Ruß, Stefan Schelling, Mark B. Schultze
Original Research Paper
Duration gap with multiple liabilities for nonparallel shifts
Joel R. Barber
Open Access
Survey Paper
A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds
Laura Iveth Aburto Barrera, Joël Wagner
Original Research Paper
Optimal insurance for a prudent decision maker under heterogeneous beliefs
Mario Ghossoub, Wenjun Jiang, Jiandong Ren
Original Research Paper
Application of machine learning methods to predict drought cost in France
Antoine Heranval, Olivier Lopez, Maud Thomas
Open Access
Original Research Paper
A resimulation framework for event loss tables based on clustering
Benedikt Funke, Harmen Roering
Open Access
Original Research Paper
A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance
Jinbo Zhao, Michael Salter-Townshend, Adrian O’Hagan
Open Access
Original Research Paper
Holt–Winters method for run-off triangles in claims reserving
Tomáš Cipra, Radek Hendrych
Case Study
Individual claims reserving using activation patterns
Marie Michaelides, Mathieu Pigeon, Hélène Cossette
Letter
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
Michel Denuit, Julien Trufin
Discussion on recent papers
Discussion on “Selection effect modification to the Lee-Carter model” (J. C. Yue et al.)
Razvan Ionescu, Tiziana Torri
Discussion on recent papers
Discussion on “Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues.” (Louloudis et al)
Adrien Pothon