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European Actuarial Journal OnlineFirst articles

Open Access 23-01-2023 | Survey Paper

Modeling and pricing cyber insurance

Idiosyncratic, systematic, and systemic risks

The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber risks: idiosyncratic …

Open Access 11-01-2023 | 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

Standard economic models of rational decision making provide information on how people should decide. In practice, human decisions are influenced by numerous behavioral patterns that lead to systematic deviations from rationally optimal behavior.

11-01-2023 | Letter

Model selection with Gini indices under auto-calibration

The Gini index does not give a strictly consistent scoring function. Therefore, simply maximizing the Gini index may lead to a wrong model choice. The main issue is that the Gini index is a rank-based score that is not calibration-sensitive. We …

09-01-2023 | Original Research Paper

Natural hedging in continuous time life insurance

Life insurance companies face several types of risks including financial risks and insurance risks. Financial risks can to a large extent be hedged by trading in the financial market, but there exists no such market for insurance risks. We suggest …

Open Access 26-12-2022 | Original Research Paper

A resimulation framework for event loss tables based on clustering

Catastrophe loss modeling has enormous relevance for various insurance companies due to the huge loss potential. In practice, geophysical-meteorological models are widely used to model these risks. These models are based on the simulation of …

About this journal

The European Actuarial Journal (EAJ) publishes research articles and survey articles as well as papers engaging the mutual transfer between research and practical applications.

Coverage includes such topics in classical actuarial mathematics as life and non-life insurance, pension funds and reinsurance, along with more recent areas of interest such as risk management, asset-and-liability management, solvency, catastrophe modeling, systematic changes in risk parameters, longevity, and more.

The successor to six national actuarial journals, EAJ focuses on theory and methods for applications in insurance and finance.

European Actuarial Journal
Volume 1/2011 - Volume 12/2022
Springer Berlin Heidelberg
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