Ausgabe 2/2017
Inhalt (10 Artikel)
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
Machine learning techniques for mortality modeling
Philippe Deprez, Pavel V. Shevchenko, Mario V. Wüthrich
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
Solvency II solvency capital requirement for life insurance companies based on expected shortfall
Tim J. Boonen
A compound trend renewal model for medical/professional liabilities
Ghislain Léveillé, Emmanuel Hamel
Applications of the central limit theorem for pricing Cliquet-style options
Ralf Korn, Büşra Zeynep Temoçin, Jörg Wenzel
Quantile hedging pension payoffs: an analysis of investment incentives
Anne MacKay
Utility indifference pricing of insurance catastrophe derivatives
Andreas Eichler , Gunther Leobacher, Michaela Szölgyenyi
On optimal dividends with penalty payments in the Cramér–Lundberg model
Matthias Vierkötter