Ausgabe 2/2015
Inhalt (9 Artikel)
Participating life insurance contracts under Solvency II: inheritance effects and allowance for a Going Concern Reserve
Tobias Burkhart, Andreas Reuß, Hans-Joachim Zwiesler
Bayesian Poisson log-bilinear models for mortality projections with multiple populations
Katrien Antonio, Anastasios Bardoutsos, Wilbert Ouburg
Reserve-dependent surrender rates
Kamille Sofie Tågholt Gad, Jeppe Juhl, Mogens Steffensen
Pricing a guaranteed annuity option under correlated and regime-switching risk factors
Huan Gao, Rogemar Mamon, Xiaoming Liu
Calibrating intensities for long-term care multiple-state Markov insurance model
Anselm Fleischmann
Parameter reduction in log-normal chain-ladder models
Richard J. Verrall, Mario V. Wüthrich
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory
Zied Ben-Salah, Hélène Guérin, Manuel Morales, Hassan Omidi Firouzi
Empirical likelihood inference for Haezendonck-Goovaerts risk measure
Liang Peng, Xing Wang, Yanting Zheng
Gompertz–Makeham parameter estimations and valuation approaches: Turkish life insurance sector
M. Kenan Terzioğlu, Meral Sucu