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European Actuarial Journal

Ausgabe 2/2015

Inhalt (9 Artikel)

Original Research Paper

Participating life insurance contracts under Solvency II: inheritance effects and allowance for a Going Concern Reserve

Tobias Burkhart, Andreas Reuß, Hans-Joachim Zwiesler

Original Research Paper

Bayesian Poisson log-bilinear models for mortality projections with multiple populations

Katrien Antonio, Anastasios Bardoutsos, Wilbert Ouburg

Original Research Paper

Reserve-dependent surrender rates

Kamille Sofie Tågholt Gad, Jeppe Juhl, Mogens Steffensen

Original Research Paper

Pricing a guaranteed annuity option under correlated and regime-switching risk factors

Huan Gao, Rogemar Mamon, Xiaoming Liu

Original Research Paper

Parameter reduction in log-normal chain-ladder models

Richard J. Verrall, Mario V. Wüthrich

Original Research Paper

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

Original Research Paper

Empirical likelihood inference for Haezendonck-Goovaerts risk measure

Liang Peng, Xing Wang, Yanting Zheng