European Actuarial Journal

European Actuarial Journal OnlineFirst articles

29-08-2021 | Original Research Paper

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

The Gamma model has been widely utilized in a variety of fields, including actuarial science, where it has important applications in insurance loss predictions. Meanwhile, high dimensional models and their applications have become more common in …

24-08-2021 | Letter

Equivalence principle and Jewell’s inequality

In his address to the 21st International Congress of Actuaries, the late Professor William S. Jewell pointed out that, for a whole life insurance policy with level premiums payable continuously and a death benefit of constant amount payable at the …

24-08-2021 | Original Research Paper Open Access

Dynamic surplus optimization with performance- and index-linked liabilities

The increasing importance of liability-driven investment strategies and the shift towards retirement products with lower guarantees and more performance participation provide challenges for the development of portfolio optimization frameworks …

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17-08-2021 | Original Research Paper Open Access

A comprehensive model for cyber risk based on marked point processes and its application to insurance

After scrutinizing technical, legal, financial, and actuarial aspects of cyber risk, a new approach for modelling cyber risk using marked point processes is proposed. Key covariates, required to model frequency and severity of cyber claims, are …

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02-08-2021 | Original Research Paper

A nonparametric sequential learning procedure for estimating the pure premium

With the advent of the “big” data era, large-sample properties of a statistical learning method are becoming more and more important in an actuary’s daily work. For a fixed sample size, regardless of how large it is, the variance of an estimator …

Additional information

Title

European Actuarial Journal

Publisher

Springer Berlin Heidelberg

Coverage

Volume 1/2011 - Volume 11/2021

Print ISSN

2190-9733

Electronic ISSN

2190-9741

DOI

https://doi.org/10.1007/13385.2190-9741

Journal ID

13385