Ausgabe 1/2016
Inhalt (13 Artikel)
Classification of scale-sensitive telematic observables for riskindividual pricing
W. Weidner, F. W. G. Transchel, R. Weidner
Case study of Swiss mortality using Bayesian modeling
Laurent J. Huber, Mario V. Wüthrich
A credibility approach of the Makeham mortality law
Yahia Salhi, Pierre-E. Thérond, Julien Tomas
The joint impact of fertility and unemployment on the level of state-aided pensions
Sara Steil, Detlev Kobus, Jochen Wolf
Risk measure preserving piecewise linear approximation of empirical distributions
Philipp Arbenz, William Guevara-Alarcón
On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk
Gildas Ratovomirija
On a capital allocation by minimization of some risk indicators
V. Maume-Deschamps, D. Rullière, K. Said
Closed-form solutions for Guaranteed Minimum Accumulation and Death Benefits
Mikhail Krayzler, Rudi Zagst, Bernhard Brunner
Minimisation of penalty payments by investments and reinsurance
Matthias Vierkötter
Ruin problems in the generalized Erlang(n) risk model
Agnieszka I. Bergel, Alfredo D. Egídio dos Reis
Comment on the paper “The impact of covariates on a bonus–malus system: an application of Taylor’s model” by Lemaire, Park & Wang
Greg Taylor
Review of A. J. McNeil, R. Frey, P. Embrechts: Quantitative risk management. Concepts, techniques and tools
Thomas Mikosch