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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 …

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 …

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 …

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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.

Additional information