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European Actuarial Journal

Ausgabe 2/2013

Inhalt (11 Artikel)

Original Research Paper

Creating portfolio-specific mortality tables: a case study

S. J. Richards, K. Kaufhold, S. Rosenbusch

Original Research Paper

Bivariate lower and upper orthant value-at-risk

Hélène Cossette, Mélina Mailhot, Étienne Marceau, Mhamed Mesfioui

Original Research Paper

Optimal investment under transaction costs for an insurer

Stefan Thonhauser

Original Research Paper

A double-exponential GARCH model for stochastic mortality

Celeste M. H. Chai, Tak Kuen Siu, Xian Zhou

Original Research Paper

The Crash-NIG factor model

Anna Schlösser, Rudi Zagst

Original Research Paper

Some remarks on capital allocation by percentile layer

Liang Hong

Original Research Paper

Prediction error for credible claims reserves: an h-likelihood approach

Patrizia Gigante, Liviana Picech, Luciano Sigalotti

Original Research Paper

A compound renewal model for medical malpractice insurance

Ghislain Léveillé, Emmanuel Hamel

Original Research Paper

Tree-based methods: an application to disability probabilities

Marcus Bauer, Ralf Krüger, Walter Olbricht

Original Research Paper

Valuing the profit share in participating pure-endowment policies with return of premiums

Ana Rita Ramos, Onofre Alves Simões

Original Research Paper

On the robust stability of pricing models for non-life insurance products

Athanasios A. Pantelous, Athanasios Papageorgiou