Issue 2/2024
Content (15 Articles)
Fairness: plurality, causality, and insurability
- Open Access
- Survey Paper
Matthias Fahrenwaldt, Christian Furrer, Munir Eberhardt Hiabu, Fei Huang, Frederik Hytting Jørgensen, Mathias Lindholm, Joshua Loftus, Mogens Steffensen, Andreas Tsanakas
A multi-task network approach for calculating discrimination-free insurance prices
- Open Access
- Original Research Paper
Mathias Lindholm, Ronald Richman, Andreas Tsanakas, Mario V. Wüthrich
Stripping the Swiss discount curve using kernel ridge regression
- Open Access
- Original Research Paper
Nicolas Camenzind, Damir Filipović
Two-dimensional forward and backward transition rates
- Open Access
- Original Research Paper
Theis Bathke, Marcus C. Christiansen
Forecasting, interventions and selection: the benefits of a causal mortality model
- Original Research Paper
Snorre Jallbjørn, Søren F. Jarner, Niels R. Hansen
Evaluation of participating endowment life insurance policies in a stochastic environment
- Original Research Paper
Ramin Eghbalzadeh, Patrice Gaillardetz, Frédéric Godin
A neural network approach for the mortality analysis of multiple populations: a case study on data of the Italian population
- Open Access
- Case Study
Maximilian Euthum, Matthias Scherer, Francesco Ungolo
A COVID-19 stress test for life insurance: insights into the effectiveness of different risk mitigation strategies
- Open Access
- Case Study
Moritz Hanika
Detection of interacting variables for generalized linear models via neural networks
- Open Access
- Original Research Paper
Yevhen Havrylenko, Julia Heger
A Bonus-Malus framework for cyber risk insurance and optimal cybersecurity provisioning
- Original Research Paper
Qikun Xiang, Ariel Neufeld, Gareth W. Peters, Ido Nevat, Anwitaman Datta
Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
- Open Access
- Original Research Paper
Axel Bücher, Alexander Rosenstock
Asymptotic capital allocation based on the higher moment risk measure
- Original Research Paper
Yiqing Chen, Jiajun Liu
A new approximation of annuity prices for age–period–cohort models
- Letter
Jean-François Bégin, Nikhil Kapoor, Barbara Sanders
Discussion on ‘A resimulation framework for event loss tables based on clustering’ by Benedikt Funke and Harmen Roering
- Discussion on recent papers
Mathias Raschke
