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European Actuarial Journal

Ausgabe 2/2016

Inhalt (8 Artikel)

Original Research Paper

Old-age provision: past, present, future

Hansjörg Albrecher, Paul Embrechts, Damir Filipović, Glenn W Harrison, Pablo Koch, Stéphane Loisel, Paolo Vanini, Joël Wagner

Original Research Paper

Scenario-based life insurance prognoses in a multi-state Markov model

Ninna Reitzel Jensen

Original Research Paper

Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade

Tiago Fardilha, Maria de Lourdes Centeno, Rui Esteves

Original Research Paper

Undertaking specific parameters under solvency II: reduction of capital requirement or not?

Rocco Roberto Cerchiara, Valentina Demarco

Open Access Original Research Paper

Rank-based methods for modeling dependence between loss triangles

Marie-Pier Côté, Christian Genest, Anas Abdallah

Original Research Paper

Gerber–Shiu analysis of a risk model with capital injections

David C. M. Dickson, Marjan Qazvini

Open Access Original Research Paper

The difference between LSMC and replicating portfolio in insurance liability modeling

Antoon Pelsser, Janina Schweizer