Ausgabe 2/2016
Inhalt (8 Artikel)
Old-age provision: past, present, future
Hansjörg Albrecher, Paul Embrechts, Damir Filipović, Glenn W Harrison, Pablo Koch, Stéphane Loisel, Paolo Vanini, Joël Wagner
Scenario-based life insurance prognoses in a multi-state Markov model
Ninna Reitzel Jensen
Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade
Tiago Fardilha, Maria de Lourdes Centeno, Rui Esteves
Undertaking specific parameters under solvency II: reduction of capital requirement or not?
Rocco Roberto Cerchiara, Valentina Demarco
Rank-based methods for modeling dependence between loss triangles
Marie-Pier Côté, Christian Genest, Anas Abdallah
Gerber–Shiu analysis of a risk model with capital injections
David C. M. Dickson, Marjan Qazvini
The difference between LSMC and replicating portfolio in insurance liability modeling
Antoon Pelsser, Janina Schweizer
Further comments on the paper “Setting a bonus–malus scale in the presence of other rating factors” by Taylor
Jean Lemaire, Sojung C. Park, Kili Wang