Ausgabe 1/2018
Inhalt (11 Artikel)
Ragnar Norberg, 1945–2017
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
Exploring the longevity risk using statistical tools derived from the Shiryaev–Roberts procedure
Dominique Abgrall, Marine Habart, Catherine Rainer, Aliou Sow
Corrective factors for longevity projections in a dynamic context
Giovanna Apicella, Marilena Sibillo
Sex-specific mortality forecasting for UK countries: a coherent approach
Ree Yongqing Chen, Pietro Millossovich
Lapse tables for lapse risk management in insurance: a competing risk approach
Xavier Milhaud, Christophe Dutang
The impact of insurance premium taxation
Moritz Degelmann, Anna-Maria Hamm, Stefan Weber
Parisian ruin for the dual risk process in discrete-time
Zbigniew Palmowski, Lewis Ramsden, Apostolos D. Papaioannou
On Pareto-optimal reinsurance with constraints under distortion risk measures
Wenjun Jiang, Hanping Hong, Jiandong Ren
Risk classification in life and health insurance: extension to continuous covariates
Michel Denuit, Catherine Legrand