Ausgabe 2/2022
Inhalt (18 Artikel)
Ermanno Pitacco, 1947–2022
Discussion on ‘A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach’ (Fleichmann et al.)
Guillaume Biessy
Model transparency and interpretability: survey and application to the insurance industry
Dimitri Delcaillau, Antoine Ly, Alize Papp, Franck Vermet
A nonparametric sequential learning procedure for estimating the pure premium
Jun Hu, Liang Hong
Loss amount prediction from textual data using a double GLM with shrinkage and selection
Scott Manski, Kaixu Yang, Gee Y. Lee, Tapabrata Maiti
The effect of risk constraints on the optimal insurance policy
Wenjun Jiang, Jiandong Ren
Optimal multidimensional reinsurance policies under a common shock dependency structure
M. Azarbad, G. A. Parham, S. M. R. Alavi
Dynamic surplus optimization with performance- and index-linked liabilities
Sascha Desmettre, Markus Wahl, Rudi Zagst
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
Andreas Lichtenstern, Rudi Zagst
Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?
Anca Jijiie, Jennifer Alonso-García, Séverine Arnold
Discussion on “Mortality by socio‑economic class and its impact on the retirement schemes: how to render the systems fairer?”
Barbara D’Ambrogi-Ola
Efficient use of data for LSTM mortality forecasting
M. Lindholm, L. Palmborg
Semi-markov modeling for cancer insurance
Antoine Soetewey, Catherine Legrand, Michel Denuit, Geert Silversmit
The slowdown in mortality improvement rates 2011–2017: a multi-country analysis
Viani B. Djeundje, Steven Haberman, Madhavi Bajekal, Joseph Lu
Optimal dynamic reinsurance with worst-case default of the reinsurer
Ralf Korn, Lukas Müller
The only constant is change: opportunities and challenges for actuaries in a changing world
Frank Schiller, Jérôme Crugnola-Humbert