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European Actuarial Journal

Ausgabe 1/2018

Inhalt (11 Artikel)

Original Research Paper

Asset-liability management for long-term insurance business

Hansjörg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipović, Pablo Koch-Medina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser, Joël Wagner

Original Research Paper

Exploring the longevity risk using statistical tools derived from the Shiryaev–Roberts procedure

Dominique Abgrall, Marine Habart, Catherine Rainer, Aliou Sow

Original Research Paper

Corrective factors for longevity projections in a dynamic context

Giovanna Apicella, Marilena Sibillo

Open Access Original Research Paper

Sex-specific mortality forecasting for UK countries: a coherent approach

Ree Yongqing Chen, Pietro Millossovich

Original Research Paper

Lapse tables for lapse risk management in insurance: a competing risk approach

Xavier Milhaud, Christophe Dutang

Original Research Paper

The impact of insurance premium taxation

Moritz Degelmann, Anna-Maria Hamm, Stefan Weber

Original Research Paper

Defining principles of a robust insurance solvency regime

René Schnieper

Open Access Original Research Paper

Parisian ruin for the dual risk process in discrete-time

Zbigniew Palmowski, Lewis Ramsden, Apostolos D. Papaioannou

Original Research Paper

On Pareto-optimal reinsurance with constraints under distortion risk measures

Wenjun Jiang, Hanping Hong, Jiandong Ren