Ausgabe 1/2015
Inhalt (9 Artikel)
The impact of covariates on a bonus–malus system: an application of Taylor’s model
Jean Lemaire, Sojung Carol Park, Kili C. Wang
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
Peter Hieber, Ralf Korn, Matthias Scherer
Optimal supervisory rules for pension funds under diverse pension security mechanisms
An Chen, Simona Clever
Best-estimate claims reserves in incomplete markets
Sebastian Happ, Michael Merz, Mario V. Wüthrich
Modelling parameter uncertainty for risk capital calculation
Andreas Fröhlich, Annegret Weng
Catastrophe risk bonds with applications to earthquakes
Jia Shao, Athanasios Pantelous, Apostolos D. Papaioannou
Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
Markus Kreer, Ayşe Kızılersü, Anthony W. Thomas, Alfredo D. Egídio dos Reis
Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points?
Pierre-Olivier Goffard, Xavier Guerrault
Generalised linear models for aggregate claims: to Tweedie or not?
Oscar Alberto Quijano Xacur, José Garrido