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European Actuarial Journal

Ausgabe 1/2014

Inhalt (10 Artikel)

Original Research Paper

Markov chain modeling of policyholder behavior in life insurance and pension

Lars Frederik Brandt Henriksen, Jeppe Woetmann Nielsen, Mogens Steffensen, Christian Svensson

Original Research Paper

Hedging of long term zero-coupon bonds in a market model with reinvestment risk

David Stefanovits, Mario V. Wüthrich

Original Research Paper

Interest rate risk and the Swiss Solvency Test

Armin Eder, Sebastian Keiler, Hannes Pichl

Original Research Paper

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

Original Research Paper

Best estimate calculations of savings contracts by closed formulas: application to the ORSA

François Bonnin, Frédéric Planchet, Marc Juillard

Original Research Paper

Modeling the effect of health: phase-type approach

Maria Govorun, Guy Latouche