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European Actuarial Journal

Ausgabe 2/2017

Inhalt (10 Artikel)

Original Research Paper

Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard

Katrien Antonio, Sander Devriendt, Wouter de Boer, Robert de Vries, Anja De Waegenaere, Hok-Kwan Kan, Egbert Kromme, Wilbert Ouburg, Tim Schulteis, Erica Slagter, Marco van der Winden, Corné van Iersel, Michel Vellekoop

Original Research Paper

Machine learning techniques for mortality modeling

Philippe Deprez, Pavel V. Shevchenko, Mario V. Wüthrich

Original Research Paper

Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees

Alexander Kling, Frederik Ruez, Jochen Ruß

Equity-linked life insurance based on traditional products: the case of Select Products

Maria Alexandrova, Alexander Bohnert, Nadine Gatzert, Jochen Russ

Original Research Paper

A compound trend renewal model for medical/professional liabilities

Ghislain Léveillé, Emmanuel Hamel

Original Research Paper

Applications of the central limit theorem for pricing Cliquet-style options

Ralf Korn, Büşra Zeynep Temoçin, Jörg Wenzel

Open Access Original Research Paper

Utility indifference pricing of insurance catastrophe derivatives

Andreas Eichler , Gunther Leobacher, Michaela Szölgyenyi