Ausgabe 1/2024
Inhalt (11 Artikel)
Open Access
Original Research Paper
The impact of dependencies between climate risks on the asset and liability side of non-life insurers
Nadine Gatzert, Onur Özdil
Original Research Paper
Efficient projections of with-profit life insurance using lumping
Ida E. Andersen, Alexander S. Lollike
Original Research Paper
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates
Vanessa Hanna, Pierre Devolder
Original Research Paper
Including individual customer lifetime value and competing risks in tree-based lapse management strategies
Mathias Valla, Xavier Milhaud, Anani Olympio
Original Research Paper
Coherent extrapolation of mortality rates at old ages applied to long term care
Léonie Le Bastard
Open Access
Original Research Paper
Multivariate Lévy-type drift change detection and mortality modeling
Michał Krawiec, Zbigniew Palmowski
Original Research Paper
Asymptotics of the loss-based tail risk measures in the presence of extreme risks
Jiajun Liu, Tomer Shushi
Open Access
Original Research Paper
EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects
Zezhun Chen, Angelos Dassios, George Tzougas
Open Access
Original Research Paper
On the impact of outliers in loss reserving
Benjamin Avanzi, Mark Lavender, Greg Taylor, Bernard Wong