European Actuarial Journal

Editorial

• Editorial

Natural hedging in continuous time life insurance

• Original Research Paper

Anna Kamille Nyegaard

A market- and time-consistent extension for the EIOPA risk-margin

• Original Research Paper

Ahmad Salahnejhad Ghalehjooghi, Antoon Pelsser

Identifying the determinants of lapse rates in life insurance: an automated Lasso approach

• Open Access
• Original Research Paper

Lucas Reck, Johannes Schupp, Andreas Reuß

Phase-type representations of stochastic interest rates with applications to life insurance

• Open Access
• Original Research Paper

Jamaal Ahmad, Mogens Bladt

What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products

• Open Access
• Original Research Paper

Jochen Ruß, Stefan Schelling, Mark B. Schultze

Duration gap with multiple liabilities for nonparallel shifts

• Original Research Paper

Joel R. Barber

A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds

• Open Access
• Survey Paper

Laura Iveth Aburto Barrera, Joël Wagner

Optimal insurance for a prudent decision maker under heterogeneous beliefs

• Original Research Paper

Mario Ghossoub, Wenjun Jiang, Jiandong Ren

Application of machine learning methods to predict drought cost in France

• Original Research Paper

Antoine Heranval, Olivier Lopez, Maud Thomas

A resimulation framework for event loss tables based on clustering

• Open Access
• Original Research Paper

Benedikt Funke, Harmen Roering

A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance

• Open Access
• Original Research Paper

Jinbo Zhao, Michael Salter-Townshend, Adrian O’Hagan

Holt–Winters method for run-off triangles in claims reserving

• Open Access
• Original Research Paper

Tomáš Cipra, Radek Hendrych

Individual claims reserving using activation patterns

• Case Study

Marie Michaelides, Mathieu Pigeon, Hélène Cossette

Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration

• Letter

Michel Denuit, Julien Trufin

Discussion on “Selection effect modification to the Lee-Carter model” (J. C. Yue et al.)

• Discussion on recent papers

Razvan Ionescu, Tiziana Torri

Discussion on “Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues.” (Louloudis et al)

• Discussion on recent papers

Adrien Pothon