Ausgabe 1/2019
Inhalt (16 Artikel)
Editorial
Editorial
Original Research Paper
Heterogeneity in mortality: a survey with an actuarial focus
Ermanno Pitacco
Original Research Paper
Experience rating in the classic Markov chain life insurance setting
Christian Furrer
Discussion on recent papers
Discussion on “Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach” (Furrer)
Oliver Pfaffel
Discussion on recent papers
Discussion on “Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach” (Furrer)
Burkhard Disch
Original Research Paper
Application of Bayesian penalized spline regression for internal modeling in life insurance
Quang Dien Duong
Original Research Paper
Generational transfers within the occupational pension system in Switzerland
Séverine Arnold, Anca Jijiie
Original Research Paper
Measuring medical inflation for health insurance portfolios in Belgium
Jan Dhaene, Hamza Hanbali
Original Research Paper
Practical aspects of the aggregation of two risks in the Solvency II standard formula
Magnus Carlehed
Original Research Paper
Nonparametric estimation of multivariate distribution function for truncated and censored lifetime data
Valery Baskakov, Anna Bartunova
Open Access
Original Research Paper
Optimal dividend payments for a two-dimensional insurance risk process
Pablo Azcue, Nora Muler, Zbigniew Palmowski
Original Research Paper
Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér–Lundberg), and high precision approximations with both light and heavy tails
F. Avram, A. D. Banik, A. Horvath
Original Research Paper
Bivariate regular variation among randomly weighted sums in general insurance
Yiqing Chen, Yang Yang
Original Research Paper
The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
G. Tzougas, W. L. Hoon, J. M. Lim
Discussion on recent papers
Discussion on “The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking” (by Tzougas et al.)
Thomas Lengfeld, Marcus Looft, Roland Voggenauer