Ausgabe 1/2014
Inhalt (10 Artikel)
Markov chain modeling of policyholder behavior in life insurance and pension
Lars Frederik Brandt Henriksen, Jeppe Woetmann Nielsen, Mogens Steffensen, Christian Svensson
Discontinued business in non-life insurance: an empirical test of the market development in the German-speaking countries
Martin Eling, David Pankoke
Hedging of long term zero-coupon bonds in a market model with reinvestment risk
David Stefanovits, Mario V. Wüthrich
Interest rate risk and the Swiss Solvency Test
Armin Eder, Sebastian Keiler, Hannes Pichl
Practical valuation of long-term guarantees in inactive financial markets
Jürgen Bierbaum, Holger Bartel, Nils Dennstedt, Tobias Dillmann, Wolfgang Engel, Marcus Keller, Karol Musialik, Thorsten Pauls, Norbert Quapp, Jens Winter
Market-consistent valuation of long-term insurance contracts: valuation framework and application to German private health insurance
Jan-Philipp Schmidt
Empirical investigation of insurance claim dependencies using mixture models
Emiliano A. Valdez
Best estimate calculations of savings contracts by closed formulas: application to the ORSA
François Bonnin, Frédéric Planchet, Marc Juillard
Modeling the effect of health: phase-type approach
Maria Govorun, Guy Latouche
On a generalization of the expected discounted penalty function to include deficits at and beyond ruin
Zied Ben Salah