European Actuarial JournalEdited by the Actuarial Associations of Austria, Belgium, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Slovenia, Switzerland Short Title: Eur. Actuar. J. Publisher: Springer, Berlin/Heidelberg ISSN: 2190-9733; 2190-9741/e Online: https://link.springer.com/journal/13385/volumes-and-issues Predecessor: Giornale dell’Istituto Italiano degli AttuariBelgian Actuarial BulletinBlätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)Mitteilungen. Schweizerische Aktuarvereinigung (SAV) Comments: Journal Documents Indexed: 283 Publications (since 2011) References Indexed: 264 Publications with 6,907 References. all top 5 Latest Issues 13, No. 2 (2023) 13, No. Suppl 1 (2023) 13, No. 1 (2023) 12, No. 2 (2022) 12, No. 1 (2022) 11, No. 2 (2021) 11, No. 1 (2021) 10, No. 2 (2020) 10, No. 1 (2020) 9, No. 2 (2019) 9, No. 1 (2019) 8, No. 2 (2018) 8, No. 1, Suppl. (2018) 8, No. 1 (2018) 7, No. 2 (2017) 7, No. 1 (2017) 6, No. 2 (2016) 6, No. 1 (2016) 5, No. 2 (2015) 5, No. 1 (2015) 4, No. 2 (2014) 4, No. 1 (2014) 3, No. 2 (2013) 3, No. 1 (2013) 2, No. 2 (2012) 2, No. 1 (2012) 1, No. 2 (2011) 1, No. 1 (2011) all top 5 Authors 13 Wüthrich, Mario Valentin 11 Denuit, Michel M. 10 Korn, Ralf 8 Graf, Stefan 6 Kling, Alexander 6 Loisel, Stéphane 6 Trufin, Julien 5 Albrecher, Hansjörg 5 Scherer, Matthias 5 Shiu, Elias S. W. 5 Steffensen, Mogens 4 Devolder, Pierre 4 Dhaene, Jan 4 Gerber, Hans U. 4 Planchet, Frédéric 4 Ruß, Jochen 4 Zagst, Rudi 3 Arnold, Séverine 3 Ben Salah, Zied 3 Cipra, Tomáš 3 Diez, Franziska 3 Haberman, Steven 3 Hong, Liang 3 Jiang, Wenjun 3 Jijiie, Anca 3 Legrand, Catherine 3 Léveillé, Ghislain 3 Maume-Deschamps, Véronique 3 Mesfioui, Mhamed 3 Millossovich, Pietro 3 Pelsser, Antoon A. J. 3 Ren, Jiandong 3 Reuß, Andreas 3 Riegel, Ulrich 3 Schiller, Frank 3 Weber, Stefan 2 Antonio, Katrien 2 Asmussen, Søren 2 Bacinello, Anna Rita 2 Berninger, Christoph 2 Bladt, Mogens 2 Cairns, Andrew J. G. 2 Christiansen, Marcus Christian 2 Constantinescu, Corina D. 2 Cossette, Hélène 2 Eckert, Jonas 2 Egídio dos Reis, Alfredo D. 2 Eisenberg, Julia 2 Embrechts, Paul 2 Filipović, Damir 2 Fleischmann, Anselm 2 Fuino, Michel 2 Gach, Florian 2 Hainaut, Donatien 2 Hamel, Emmanuel 2 Hamm, Anna-Maria 2 Hanbali, Hamza 2 Helmert, Axel 2 Hendrych, Radek 2 Juillard, Marc 2 Knispel, Thomas 2 Krühner, Paul 2 Lindholm, Mathias 2 Liu, Xiaoming 2 Mackay, Anne 2 Mailhot, Mélina 2 Morales, Manuel 2 Norberg, Ragnar 2 Ouburg, Wilbert 2 Palmowski, Zbigniew 2 Pantelous, Athanasios A. 2 Papaioannou, Apostolos D. 2 Pfeiffer, Julian 2 Pigeon, Mathieu 2 Pitselis, Georgios 2 Renshaw, Arthur E. 2 Rödel, Karen Tanja 2 Salahnejhad Ghalehjooghi, Ahmad 2 Schmidli, Hanspeter 2 Shevchenko, Pavel V. 2 Silversmit, Geert 2 Soetewey, Antoine 2 Thonhauser, Stefan 2 Tomas, Julien 2 Tsanakas, Andreas 2 Vierkötter, Matthias 2 Wagner, Joël 2 Wagner, Joël 1 Abdallah, Anas 1 Abgrall, Dominique 1 Adamic, Peter F. 1 Ahmad, Jamaal 1 Alexandrova, Maria 1 Alfonsi, Aurélien 1 Allali, Jeremy 1 Alm, Jonas 1 Alonso-García, Jennifer 1 Amini-Seresht, Ebrahim 1 Andréasson, Johan G. 1 Apicella, Giovanna ...and 384 more Authors all top 5 Fields 276 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 98 Statistics (62-XX) 37 Probability theory and stochastic processes (60-XX) 10 Computer science (68-XX) 9 Systems theory; control (93-XX) 5 Numerical analysis (65-XX) 5 Operations research, mathematical programming (90-XX) 4 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 168 Publications have been cited 817 times in 663 Documents Cited by ▼ Year ▼ The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062 Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 53 2011 Remarks on quantiles and distortion risk measures. Zbl 1256.91027 Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 44 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 30 2012 Optimal risk transfers in insurance groups. Zbl 1270.91028 Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 24 2013 Bayesian Poisson log-bilinear models for mortality projections with multiple populations. Zbl 1329.91111 Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert 18 2015 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227 Pelsser, Antoon; Schweizer, Janina 17 2016 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191 Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 16 2018 Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs. Zbl 1222.91026 Scheer, Natalie; Schmidli, Hanspeter 15 2011 Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044 Korn, Ralf; Menkens, Olaf; Steffensen, Mogens 12 2012 Neural networks applied to chain-ladder reserving. Zbl 1422.91381 Wüthrich, Mario V. 12 2018 Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. Zbl 1394.91233 Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc 11 2017 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218 Denuit, Michel 11 2020 Classification of scale-sensitive telematic observables for riskindividual pricing. Zbl 1415.91167 Weidner, W.; Transchel, F. W. G.; Weidner, R. 10 2016 Machine learning techniques for mortality modeling. Zbl 1405.91254 Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 10 2017 Empirical likelihood inference for Haezendonck-Goovaerts risk measure. Zbl 1329.91072 Peng, Liang; Wang, Xing; Zheng, Yanting 10 2015 Mathematical analysis of different approaches for replicating portfolios. Zbl 1329.91071 Natolski, Jan; Werner, Ralf 10 2014 Markov chain modeling of policyholder behavior in life insurance and pension. Zbl 1304.91111 Henriksen, Lars Frederik Brandt; Nielsen, Jeppe Woetmann; Steffensen, Mogens; Svensson, Christian 10 2014 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075 Quijano Xacur, Oscar Alberto; Garrido, José 10 2015 The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090 Li, Shuanming; Sendova, Kristina P. 10 2013 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334 Chen, Yiqing; Yang, Yang 10 2019 Matrix representations of life insurance payments. Zbl 1452.91262 Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 9 2020 Capturing parameter risk with convex risk measures. Zbl 1277.91072 Bannör, Karl F.; Scherer, Matthias 9 2013 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034 Salzmann, Robert; Wüthrich, Mario V. 9 2012 Covariate selection from telematics car driving data. Zbl 1394.62151 Wüthrich, Mario V. 8 2017 Catastrophe risk bonds with applications to earthquakes. Zbl 1329.91076 Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D. 8 2015 Poisson regression and zero-inflated Poisson regression: application to private health insurance data. Zbl 1259.62081 Mouatassim, Younès; Ezzahid, El Hadj 8 2012 Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151 Asmussen, Søren; Biard, Romain 7 2011 Pricing a guaranteed annuity option under correlated and regime-switching risk factors. Zbl 1329.91062 Gao, Huan; Mamon, Rogemar; Liu, Xiaoming 7 2015 Insurance pricing under ambiguity. Zbl 1329.91073 Pichler, Alois 7 2014 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 7 2013 Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. Zbl 1329.91065 Hieber, Peter; Korn, Ralf; Scherer, Matthias 7 2015 Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products. Zbl 1452.91315 Diez, Franziska; Korn, Ralf 7 2020 A subordinated Markov model for stochastic mortality. Zbl 1273.91239 Liu, Xiaoming; Lin, X. Sheldon 7 2012 Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061 Devolder, Pierre 7 2011 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148 Shushi, Tomer 6 2017 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162 Ratovomirija, Gildas 6 2016 Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245 Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel 6 2017 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244 Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 6 2017 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246 Boonen, Tim J. 6 2017 Constructing entity specific projected mortality table: adjustment to a reference. Zbl 1329.91078 Tomas, Julien; Planchet, Frédéric 6 2014 Old-age provision: past, present, future. Zbl 1394.91007 Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 6 2016 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209 Dickson, David C. M.; Qazvini, Marjan 6 2016 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009 Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 6 2015 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 6 2021 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282 Wüthrich, Mario V. 6 2020 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149 Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 Shot-noise driven multivariate default models. Zbl 1256.91059 Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163 Chen, Ree Yongqing; Millossovich, Pietro 6 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348 Gao, Guangyuan; Wüthrich, Mario V. 6 2018 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324 Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 6 2019 Multiperiod insurance supervision: top-down models. Zbl 1229.91159 Eisele, Karl-Theodor; Artzner, Philippe 5 2011 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201 Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 5 2017 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157 Maume-Deschamps, V.; Rullière, D.; Said, K. 5 2016 Prediction error for credible claims reserves: an \(h\)-likelihood approach. Zbl 1304.91104 Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano 5 2013 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205 Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252 Weinert, Jan-Hendrik; Gründl, Helmut 5 2021 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272 Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 5 2020 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231 Zeddouk, Fadoua; Devolder, Pierre 5 2020 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209 Milhaud, Xavier; Dutang, Christophe 5 2018 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373 Pitacco, Ermanno 5 2019 Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management. Zbl 1219.91067 Chauvigny, Matthieu; Devineau, Laurent; Loisel, Stéphane; Maume-Deschamps, Véronique 4 2011 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208 Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 4 2017 A credibility approach of the Makeham mortality law. Zbl 1415.91163 Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 2016 Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155 Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard 4 2016 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151 Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 4 2016 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256 Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 2017 A compound renewal model for medical malpractice insurance. Zbl 1303.62056 Léveillé, Ghislain; Hamel, Emmanuel 4 2013 Best estimate calculations of savings contracts by closed formulas: application to the ORSA. Zbl 1304.91093 Bonnin, François; Planchet, Frédéric; Juillard, Marc 4 2014 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377 Chen, An; Rach, Manuel 4 2021 Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275 Menoncin, Francesco; Vigna, Elena 4 2020 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042 Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 4 2012 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143 Pechon, Florian; Denuit, Michel; Trufin, Julien 4 2019 Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060 Ben Salah, Zied; Morales, Manuel 4 2012 Analysis of Finnish and Swedish mortality data with stochastic mortality models. Zbl 1268.91083 Lovász, Enrico 4 2011 A comprehensive model for cyber risk based on marked point processes and its application to insurance. Zbl 1492.91086 Zeller, Gabriela; Scherer, Matthias 4 2022 The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. Zbl 1422.91378 Tzougas, G.; Hoon, W. L.; Lim, J. M. 4 2019 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075 Wüthrich, Mario V. 3 2011 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142 Hong, Liang; Martin, Ryan 3 2017 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260 Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 3 2017 Optimal investment under transaction costs for an insurer. Zbl 1303.91161 Thonhauser, Stefan 3 2013 On the robust stability of pricing models for non-life insurance products. Zbl 1304.91125 Pantelous, Athanasios A.; Papageorgiou, Athanasios 3 2013 Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points? Zbl 1329.91063 Goffard, Pierre-Olivier; Guerrault, Xavier 3 2015 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186 Renshaw, Arthur; Haberman, Steven 3 2021 On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180 Christiansen, Marcus C. 3 2021 Equalization reserves for natural catastrophes and shareholder value: a simulation study. Zbl 1273.91451 Dacorogna, Michel M.; Albrecher, Hansjörg; Moller, Michael; Sahiti, Suzane 3 2013 Quadratic hedging: an actuarial view extended to solvency control. Zbl 1277.91174 Norberg, Ragnar 3 2013 The optimal asset and liability portfolio for a financial institution with multiple lines of businesses. Zbl 1288.91182 Zaks, Yaniv 3 2013 Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance. Zbl 1256.91033 Planchet, Frédéric; Guibert, Quentin; Juillard, Marc 3 2012 Bivariate compound renewal sums with discounted claims. Zbl 1258.91106 Léveillé, Ghislain 3 2012 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170 Denuit, Michel; Legrand, Catherine 3 2018 Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework? Zbl 1394.91196 Burkhart, Tobias; Reuß, Andreas; Zwiesler, Hans-Joachim 2 2017 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241 Yuan, Zhongyi 2 2017 Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259 Kling, Alexander; Ruez, Frederik; Ruß, Jochen 2 2017 A compound trend renewal model for medical/professional liabilities. Zbl 1405.91262 Léveillé, Ghislain; Hamel, Emmanuel 2 2017 Calibrating intensities for long-term care multiple-state Markov insurance model. Zbl 1329.91060 Fleischmann, Anselm 2 2015 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192 Stefanovits, David; Wüthrich, Mario V. 2 2014 Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129 Valdez, Emiliano A. 2 2014 Modeling the effect of health: phase-type approach. Zbl 1304.91105 Govorun, Maria; Latouche, Guy 2 2014 Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade. Zbl 1394.91214 Fardilha, Tiago; de Lourdes Centeno, Maria; Esteves, Rui 2 2016 Model selection with Gini indices under auto-calibration. Zbl 1520.91357 Wüthrich, Mario V. 2 2023 Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks. Zbl 1521.91308 Awiszus, Kerstin; Knispel, Thomas; Penner, Irina; Svindland, Gregor; Voß, Alexander; Weber, Stefan 1 2023 Impact of rough stochastic volatility models on long-term life insurance pricing. Zbl 1518.91218 Dupret, Jean-Loup; Barbarin, Jérôme; Hainaut, Donatien 1 2023 Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues. Zbl 1520.91341 Louloudis, Emmanouil; Zimbidis, Alexandros; Yannacopoulos, Athanasios 1 2023 A comprehensive model for cyber risk based on marked point processes and its application to insurance. Zbl 1492.91086 Zeller, Gabriela; Scherer, Matthias 4 2022 Efficient use of data for LSTM mortality forecasting. Zbl 1505.91334 Lindholm, M.; Palmborg, L. 2 2022 Bounds on Spearman’s rho when at least one random variable is discrete. Zbl 1493.62590 Mesfioui, Mhamed; Trufin, Julien; Zuyderhoff, Pierre 2 2022 A nonparametric sequential learning procedure for estimating the pure premium. Zbl 1505.91329 Hu, Jun; Hong, Liang 1 2022 Extremes for a general contagion risk measure. Zbl 1505.91407 Ling, Chengxiu; Liu, Jiajun 1 2022 The slowdown in mortality improvement rates 2011–2017: a multi-country analysis. Zbl 1505.91326 Djeundje, Viani B.; Haberman, Steven; Bajekal, Madhavi; Lu, Joseph 1 2022 Modern tontines as a pension solution: a practical overview. Zbl 1492.91316 Winter, Pascal; Planchet, Frédéric 1 2022 Discussion on: ‘A comprehensive model for cyber risk based on marked point processes and its applications to insurance”. Zbl 1492.91084 Reinhart, Jürgen 1 2022 An optimal reinsurance simulation model for non-life insurance in the Solvency II framework. Zbl 1492.91319 Zanotto, Alberto; Clemente, Gian Paolo 1 2022 Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach. Zbl 1492.91274 Bravo, Jorge Miguel 1 2022 Premium rating without losses. Zbl 1492.91288 Fackler, Michael 1 2022 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 6 2021 The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252 Weinert, Jan-Hendrik; Gründl, Helmut 5 2021 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377 Chen, An; Rach, Manuel 4 2021 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186 Renshaw, Arthur; Haberman, Steven 3 2021 On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180 Christiansen, Marcus C. 3 2021 An individual claims reserving model for reported claims. Zbl 1507.91177 Gabrielli, Andrea 2 2021 A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio. Zbl 1483.91190 Eckert, Jonas; Graf, Stefan; Kling, Alexander 1 2021 Exchangeable mortality projection. Zbl 1482.91189 Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi 1 2021 Waiting period from diagnosis for mortgage insurance issued to cancer survivors. Zbl 1481.91186 Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert 1 2021 Estimation error and bootstrapping in the chain-ladder model of Mack. Zbl 1476.91127 Gisler, Alois 1 2021 Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184 Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 1 2021 The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration. Zbl 1480.91186 Berninger, Christoph; Pfeiffer, Julian 1 2021 A new measure of mortality differentials based on precedence probability. Zbl 1480.91190 Cadena, Meitner; Denuit, Michel 1 2021 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218 Denuit, Michel 11 2020 Matrix representations of life insurance payments. Zbl 1452.91262 Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 9 2020 Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products. Zbl 1452.91315 Diez, Franziska; Korn, Ralf 7 2020 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282 Wüthrich, Mario V. 6 2020 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272 Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 5 2020 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231 Zeddouk, Fadoua; Devolder, Pierre 5 2020 Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275 Menoncin, Francesco; Vigna, Elena 4 2020 A new approach for satisfactory pensions with no guarantees. Zbl 1452.91263 Boado-Penas, M. Carmen; Eisenberg, Julia; Helmert, Axel; Krühner, Paul 2 2020 A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula. Zbl 1455.91211 Alfonsi, Aurélien; Cherchali, Adel; Infante Acevedo, Jose Arturo 2 2020 The determinants of lapse rates in the Italian life insurance market. Zbl 1452.91259 Barucci, Emilio; Colozza, Tommaso; Marazzina, Daniele; Rroji, Edit 1 2020 Optimal capital injections and dividends with tax in a risk model in discrete time. Zbl 1452.91260 Bata, Katharina; Schmidli, Hanspeter 1 2020 Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. Zbl 1452.91258 Aurzada, Frank; Buck, Micha 1 2020 A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331 Graf, Stefan; Korn, Ralf 1 2020 On the characteristics of reporting ADL limitations and formal LTC usage across Europe. Zbl 1455.91221 Fuino, Michel; Rudnytskyi, Iegor; Wagner, Joël 1 2020 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334 Chen, Yiqing; Yang, Yang 10 2019 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324 Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 6 2019 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373 Pitacco, Ermanno 5 2019 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143 Pechon, Florian; Denuit, Michel; Trufin, Julien 4 2019 The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. Zbl 1422.91378 Tzougas, G.; Hoon, W. L.; Lim, J. M. 4 2019 PRIIP-KID: \(\mathrm{\underline {p}}\)roviding \(\mathrm{\underline{r}}\)etail \(\mathrm{\underline{i}}\)nvestors with \(\mathrm{\underline{i}}\)nappropriate \(\mathrm{\underline{p}}\)roduct information? Zbl 1433.91131 Graf, Stefan 2 2019 Analytical validation formulas for best estimate calculation in traditional life insurance. Zbl 1433.91135 Hochgerner, Simon; Gach, Florian 2 2019 Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128 Devolder, Pierre; de Valeriola, Sébastien 2 2019 On the gain of collaboration in a two dimensional ruin problem. Zbl 1446.91061 Grandits, Peter 2 2019 Application of Bayesian penalized spline regression for internal modeling in life insurance. Zbl 1422.91342 Duong, Quang Dien 2 2019 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. Zbl 1422.91323 Avram, F.; Banik, A. D.; Horvath, A. 2 2019 Surplus participation schemes for life annuities under Solvency II. Zbl 1433.91127 Both, Sandy; Horneff, Vanya; Kaschützke, Barbara; Maurer, Raimond 1 2019 Mortality projections for non-converging groups of populations. Zbl 1433.91132 Hahn, Lukas Josef; Christiansen, Marcus Christian 1 2019 Periodic or generational actuarial tables: which one to choose? Zbl 1433.91124 Arnold, Séverine; Jijiie, Anca; Jondeau, Eric; Rockinger, Michael 1 2019 Experience rating in the classic Markov chain life insurance setting. Zbl 1422.91347 Furrer, Christian 1 2019 Measuring medical inflation for health insurance portfolios in Belgium. Zbl 1422.91338 Dhaene, Jan; Hanbali, Hamza 1 2019 A self-organizing predictive map for non-life insurance. Zbl 1422.91352 Hainaut, Donatien 1 2019 Discussion on: “The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking”. Zbl 1457.91141 Lengfeld, Thomas; Looft, Marcus; Voggenauer, Roland 1 2019 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191 Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 16 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381 Wüthrich, Mario V. 12 2018 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163 Chen, Ree Yongqing; Millossovich, Pietro 6 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348 Gao, Guangyuan; Wüthrich, Mario V. 6 2018 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209 Milhaud, Xavier; Dutang, Christophe 5 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170 Denuit, Michel; Legrand, Catherine 3 2018 Parisian ruin for the dual risk process in discrete-time. Zbl 1416.91212 Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. 2 2018 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325 Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 Old-age care prevalence in Switzerland: drivers and future development. Zbl 1422.91345 Fuino, Michel; Wagner, Joël 2 2018 Obituary: Ragnar Norberg (1945–2017). Zbl 1417.01019 Barrieu, Pauline; Loisel, Stéphane; Neuhaus, Walther; Steffensen, Mogens 1 2018 Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win? Zbl 1422.91367 Mirza, Charbel; Wagner, Joël 1 2018 Matching tower information with piecewise Pareto. Zbl 1422.91374 Riegel, Ulrich 1 2018 Optimal management of immunized portfolios. Zbl 1422.91331 Cesari, Riccardo; Mosco, Vieri 1 2018 Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. Zbl 1394.91233 Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc 11 2017 Machine learning techniques for mortality modeling. Zbl 1405.91254 Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 10 2017 Covariate selection from telematics car driving data. Zbl 1394.62151 Wüthrich, Mario V. 8 2017 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148 Shushi, Tomer 6 2017 Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245 Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel 6 2017 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244 Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 6 2017 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246 Boonen, Tim J. 6 2017 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201 Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 5 2017 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208 Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 4 2017 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256 Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 2017 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142 Hong, Liang; Martin, Ryan 3 2017 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260 Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 3 2017 Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework? Zbl 1394.91196 Burkhart, Tobias; Reuß, Andreas; Zwiesler, Hans-Joachim 2 2017 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241 Yuan, Zhongyi 2 2017 Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259 Kling, Alexander; Ruez, Frederik; Ruß, Jochen 2 2017 A compound trend renewal model for medical/professional liabilities. Zbl 1405.91262 Léveillé, Ghislain; Hamel, Emmanuel 2 2017 Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance. Zbl 1394.91236 Wieland, Jochen 1 2017 On optimal dividends with penalty payments in the Cramér-Lundberg model. Zbl 1396.91313 Vierkötter, Matthias 1 2017 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227 Pelsser, Antoon; Schweizer, Janina 17 2016 Classification of scale-sensitive telematic observables for riskindividual pricing. Zbl 1415.91167 Weidner, W.; Transchel, F. W. G.; Weidner, R. 10 2016 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162 Ratovomirija, Gildas 6 2016 Old-age provision: past, present, future. Zbl 1394.91007 Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 6 2016 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209 Dickson, David C. M.; Qazvini, Marjan 6 2016 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157 Maume-Deschamps, V.; Rullière, D.; Said, K. 5 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205 Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 A credibility approach of the Makeham mortality law. Zbl 1415.91163 Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 2016 ...and 68 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,006 Authors 19 Denuit, Michel M. 11 Wüthrich, Mario Valentin 10 Albrecher, Hansjörg 9 Asimit, Alexandru V. 9 Avanzi, Benjamin 9 Boonen, Tim J. 9 Wong, Bernard 9 Yang, Hailiang 9 Zhou, Xiaowen 8 Antonio, Katrien 8 Cheung, Ka Chun 8 Dhaene, Jan 8 Hieber, Peter 8 Trufin, Julien 8 Zhang, Zhimin 7 Devolder, Pierre 7 Furrer, Christian 7 Gao, Guangyuan 7 Wang, Ruodu 7 Yang, Yang 6 Cheung, Eric C. K. 6 Hainaut, Donatien 6 Korn, Ralf 6 Mamon, Rogemar S. 6 Woo, Jae-Kyung 6 Yuen, Kam Chuen 5 Assa, Hirbod 5 Barigou, Karim 5 Bladt, Mogens 5 Cairns, Andrew J. G. 5 Chi, Yichun 5 Christiansen, Marcus Christian 5 Feng, Runhuan 5 Graf, Stefan 5 Hong, Liang 5 Jiang, Wenjun 5 Kling, Alexander 5 Li, Bo 5 Loisel, Stéphane 5 Palmowski, Zbigniew 5 Pantelous, Athanasios A. 5 Robert, Christian-Yann 5 Ruß, Jochen 5 Salhi, Yahia 5 Thérond, Pierre-E. 5 Weng, Chengguo 4 Ahmad, Jamaal 4 Asmussen, Søren 4 Balbás, Alejandro 4 Boucher, Jean-Philippe 4 Boxma, Onno Johan 4 Chen, An 4 Chen, Mi 4 Delong, Łukasz 4 Filipović, Damir 4 Hanbali, Hamza 4 Jevtić, Petar 4 Léveillé, Ghislain 4 Linders, Daniël 4 Lindholm, Mathias 4 Mailhot, Mélina 4 Meng, Shengwang 4 Papaioannou, Apostolos D. 4 Tang, Qihe 4 Taylor, Greg 4 Wang, Rongming 4 Weber, Stefan 4 Willmot, Gordon E. 4 Xu, Huifu 4 Xu, Ran 4 Yin, Chuancun 4 Yuan, Zhongyi 4 Zeng, Yan 4 Zhang, Yiying 3 Badescu, Alexandru M. 3 Balbás, Beatriz 3 Balbás, Raquel 3 Bazyari, Abouzar 3 Blake, David 3 Buchardt, Kristian 3 Cai, Jun 3 Chen, Ye 3 Chen, Yiqing 3 Chen, Zhenlong 3 Chong, Wing Fung 3 Cossette, Hélène 3 Cui, Zhenyu 3 Desmettre, Sascha 3 Di Bernardino, Elena 3 Dong, Hua 3 Eisele, Karl-Theodor 3 Eisenberg, Julia 3 Fuino, Michel 3 Gao, Zhongqin 3 Glauner, Alexander 3 Godin, Frédéric 3 Gu, Ailing 3 Guillen, Montserrat 3 Haberman, Steven 3 Hamel, Emmanuel ...and 906 more Authors all top 5 Cited in 109 Journals 152 Insurance Mathematics & Economics 82 European Actuarial Journal 61 ASTIN Bulletin 55 Scandinavian Actuarial Journal 23 North American Actuarial Journal 16 European Journal of Operational Research 15 Methodology and Computing in Applied Probability 14 Communications in Statistics. 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Simulation and Computation 4 Stochastic Processes and their Applications 3 Lithuanian Mathematical Journal 3 Journal of Multivariate Analysis 3 SIAM Journal on Control and Optimization 3 Annals of Operations Research 3 Mathematical Finance 3 Stochastic Models 3 Computational Management Science 3 Journal of the Korean Statistical Society 3 SIAM Journal on Financial Mathematics 2 Mathematics of Operations Research 2 Operations Research 2 Acta Mathematicae Applicatae Sinica. 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Series A 1 Chilean Journal of Statistics ...and 9 more Journals all top 5 Cited in 24 Fields 565 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 251 Statistics (62-XX) 176 Probability theory and stochastic processes (60-XX) 38 Systems theory; control (93-XX) 30 Operations research, mathematical programming (90-XX) 20 Numerical analysis (65-XX) 20 Computer science (68-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 8 Partial differential equations (35-XX) 8 Biology and other natural sciences (92-XX) 5 Functional analysis (46-XX) 4 Integral equations (45-XX) 3 Real functions (26-XX) 2 General and overarching topics; collections (00-XX) 2 Integral transforms, operational calculus (44-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) Citations by Year