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European Actuarial Journal

European Actuarial Journal OnlineFirst articles

19.01.2019 | Original Research Paper

Experience rating in the classic Markov chain life insurance setting

An empirical Bayes and multivariate frailty approach

We consider experience rating in the classic Markov chain life insurance setting. We focus on shrinkage estimation of group effects in an empirical Bayes and multivariate frailty extension, building on ideas from group life insurance and survival …

02.01.2019 | Original Research Paper

Generational transfers within the occupational pension system in Switzerland

Solidarity, a key element of any social security system, can be defined as the total intended redistributions that take place between the existent groups within the system, with the purpose of helping each other. However, unintended …

18.12.2018 | Original Research Paper

A self-organizing predictive map for non-life insurance

This article explores the capacity of self-organizing maps (SOMs) for analysing non-life insurance data. Contrary to feed forward neural networks, also called perceptron, a SOM does not need any a priori information on the relevancy of variables.

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 …

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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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