Ausgabe 1/2017
Inhalt (11 Artikel)
Original Research Paper
Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions
Julien Vedani, Nicole El Karoui, Stéphane Loisel, Jean-Luc Prigent
Original Research Paper
Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance
Jochen Wieland
Original Research Paper
Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework?
Tobias Burkhart, Andreas Reuß, Hans-Joachim Zwiesler
Original Research Paper
A non-linear mixed model approach for excess of loss benchmark rating
Robert Verlaak, Jan Beirlant
Original Research Paper
Updating mechanism for lifelong insurance contracts subject to medical inflation
Michel Denuit, Jan Dhaene, Hamza Hanbali, Nathalie Lucas, Julien Trufin
Original Research Paper
An asymptotic characterization of hidden tail credit risk with actuarial applications
Zhongyi Yuan
Open Access
Original Research Paper
Small population bias and sampling effects in stochastic mortality modelling
Liang Chen, Andrew J. G. Cairns, Torsten Kleinow
Original Research Paper
A review of Bayesian asymptotics in general insurance applications
Liang Hong, Ryan Martin
Original Research Paper
Econometric model of non-life technical provisions: the Czech insurance market case study
Radek Hendrych, Tomáš Cipra