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European Actuarial Journal

European Actuarial Journal OnlineFirst articles

17.11.2018 | Original Research Paper

The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking

This paper presents the Negative Binomial-Inverse Gaussian regression model for approximating the number of claims as an alternative to mixed Poisson regression models that have been widely used in various disciplines including actuarial …

24.10.2018 | Original Research Paper Open Access

Optimal dividend payments for a two-dimensional insurance risk process

We consider a two-dimensional optimal dividend problem in the context of two branches of an insurance company with compound Poisson surplus processes dividing claims and premiums in some specified proportions. We solve the stochastic control …

28.09.2018 | Original Research Paper

Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér–Lundberg), and high precision approximations with both light and heavy tails

We revisit below Padé and other rational approximations for ruin probabilities, of which the approximations mentioned in the title are just particular cases. We provide new simple Tijms-type and moments based approximations, and show that shifted …

02.09.2011 | Original Research Paper

Solvency requirement for long term guarantee: risk measure versus probability of ruin

Solvency requirements are based on the idea that risk can be accepted if enough capital is present. The determination of this minimum level of capital depends on the way to consider and measure the underlying risk. Apart from the kind of risk …

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Über diese Zeitschrift

The European Actuarial Journal (EAJ) publishes research articles and survey articles as well as papers engaging the mutual transfer between research and practical applications.

Coverage includes such topics in classical actuarial mathematics as life and non-life insurance, pension funds and reinsurance, along with more recent areas of interest such as risk management, asset-and-liability management, solvency, catastrophe modeling, systematic changes in risk parameters, longevity, and more.

The successor to six national actuarial journals, EAJ focuses on theory and methods for applications in insurance and finance.

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Blockchain-Effekte im Banking und im Wealth Management

Es steht fest, dass Blockchain-Technologie die Welt verändern wird. Weit weniger klar ist, wie genau dies passiert. Ein englischsprachiges Whitepaper des Fintech-Unternehmens Avaloq untersucht, welche Einsatzszenarien es im Banking und in der Vermögensverwaltung geben könnte – „Blockchain: Plausibility within Banking and Wealth Management“. Einige dieser plausiblen Einsatzszenarien haben sogar das Potenzial für eine massive Disruption. Ein bereits existierendes Beispiel liefert der Initial Coin Offering-Markt: ICO statt IPO.
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