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: 317 Publications (since 2011) References Indexed: 299 Publications with 8,022 References. all top 5 Latest Issues 14, No. 3 (2024) 14, No. 2 (2024) 14, No. 1 (2024) 14, Suppl. 1 (2024) 13, No. 2 (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 14 Wüthrich, Mario Valentin 11 Denuit, Michel M. 11 Korn, Ralf 8 Graf, Stefan 7 Scherer, Matthias 6 Kling, Alexander 6 Loisel, Stéphane 6 Trufin, Julien 5 Devolder, Pierre 5 Shiu, Elias S. W. 5 Steffensen, Mogens 4 Albrecher, Hansjörg 4 Gerber, Hans U. 4 Lindholm, Mathias 4 Planchet, Frédéric 4 Ruß, Jochen 4 Zagst, Rudi 3 Arnold, Séverine 3 Ben Salah, Zied 3 Christiansen, Marcus Christian 3 Cipra, Tomáš 3 Dhaene, Jan 3 Diez, Franziska 3 Haberman, Steven 3 Hong, Liang 3 Jiang, Wenjun 3 Jijiie, Anca 3 Legrand, Catherine 3 Léveillé, Ghislain 3 Liu, Jiajun 3 Maume-Deschamps, Véronique 3 Mesfioui, Mhamed 3 Millossovich, Pietro 3 Palmowski, Zbigniew 3 Pelsser, Antoon A. J. 3 Ren, Jiandong 3 Reuß, Andreas 3 Riegel, Ulrich 3 Schiller, Frank 3 Shevchenko, Pavel V. 3 Tsanakas, Andreas 3 Weber, Stefan 2 Andréasson, Johan G. 2 Antonio, Katrien 2 Asmussen, Søren 2 Bacinello, Anna Rita 2 Bégin, Jean-François 2 Berninger, Christoph 2 Bladt, Mogens 2 Bücher, Axel 2 Cairns, Andrew J. G. 2 Chen, Yiqing 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 Gaillardetz, Patrice 2 Gatzert, Nadine 2 Godin, Frédéric 2 Hainaut, Donatien 2 Hamel, Emmanuel 2 Hamm, Anna-Maria 2 Hanbali, Hamza 2 Helmert, Axel 2 Hendrych, Radek 2 Hieber, Peter 2 Juillard, Marc 2 Kapoor, Nikhil 2 Knispel, Thomas 2 Krühner, Paul 2 Liu, Xiaoming 2 Mackay, Anne 2 Mailhot, Mélina 2 Milhaud, Xavier 2 Morales, Manuel 2 Norberg, Ragnar 2 Ouburg, Wilbert 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 Rosenstock, Alexander 2 Salahnejhad Ghalehjooghi, Ahmad 2 Sanders, Barbara 2 Schmidli, Hanspeter 2 Shushi, Tomer 2 Silversmit, Geert 2 Soetewey, Antoine 2 Stahl, Gerhard 2 Taylor, Greg 2 Thonhauser, Stefan ...and 436 more Authors all top 5 Fields 312 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 101 Statistics (62-XX) 39 Probability theory and stochastic processes (60-XX) 12 Computer science (68-XX) 10 Systems theory; control (93-XX) 5 Numerical analysis (65-XX) 5 Operations research, mathematical programming (90-XX) 3 History and biography (01-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Partial differential equations (35-XX) 2 Approximations and expansions (41-XX) 1 Linear and multilinear algebra; matrix theory (15-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 182 Publications have been cited 936 times in 761 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. 56 2011 Remarks on quantiles and distortion risk measures. Zbl 1256.91027 Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 51 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057 Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 33 2012 Optimal risk transfers in insurance groups. Zbl 1270.91028 Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 26 2013 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227 Pelsser, Antoon; Schweizer, Janina 18 2016 Bayesian Poisson log-bilinear models for mortality projections with multiple populations. Zbl 1329.91111 Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert 18 2015 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191 Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 18 2018 Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs. Zbl 1222.91026 Scheer, Natalie; Schmidli, Hanspeter 17 2011 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218 Denuit, Michel 14 2020 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334 Chen, Yiqing; Yang, Yang 14 2019 Neural networks applied to chain-ladder reserving. Zbl 1422.91381 Wüthrich, Mario V. 14 2018 Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044 Korn, Ralf; Menkens, Olaf; Steffensen, Mogens 13 2012 The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090 Li, Shuanming; Sendova, Kristina P. 13 2013 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 12 2017 Empirical likelihood inference for Haezendonck-Goovaerts risk measure. Zbl 1329.91072 Peng, Liang; Wang, Xing; Zheng, Yanting 11 2015 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 11 2014 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282 Wüthrich, Mario V. 11 2020 Mathematical analysis of different approaches for replicating portfolios. Zbl 1329.91071 Natolski, Jan; Werner, Ralf 10 2014 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075 Quijano Xacur, Oscar Alberto; Garrido, José 10 2015 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 Pricing a guaranteed annuity option under correlated and regime-switching risk factors. Zbl 1329.91062 Gao, Huan; Mamon, Rogemar; Liu, Xiaoming 9 2015 Poisson regression and zero-inflated Poisson regression: application to private health insurance data. Zbl 1259.62081 Mouatassim, Younès; Ezzahid, El Hadj 9 2012 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034 Salzmann, Robert; Wüthrich, Mario V. 9 2012 Capturing parameter risk with convex risk measures. Zbl 1277.91072 Bannör, Karl F.; Scherer, Matthias 9 2013 Catastrophe risk bonds with applications to earthquakes. Zbl 1329.91076 Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D. 9 2015 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231 Zeddouk, Fadoua; Devolder, Pierre 9 2020 Covariate selection from telematics car driving data. Zbl 1394.62151 Wüthrich, Mario V. 9 2017 Matrix representations of life insurance payments. Zbl 1452.91262 Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 9 2020 A subordinated Markov model for stochastic mortality. Zbl 1273.91239 Liu, Xiaoming; Lin, X. Sheldon 8 2012 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097 Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 7 2013 Insurance pricing under ambiguity. Zbl 1329.91073 Pichler, Alois 7 2014 Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151 Asmussen, Søren; Biard, Romain 7 2011 Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061 Devolder, Pierre 7 2011 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 The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252 Weinert, Jan-Hendrik; Gründl, Helmut 7 2021 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 7 2021 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244 Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 7 2017 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324 Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 7 2019 A comprehensive model for cyber risk based on marked point processes and its application to insurance. Zbl 1492.91086 Zeller, Gabriela; Scherer, Matthias 7 2022 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148 Shushi, Tomer 7 2017 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209 Milhaud, Xavier; Dutang, Christophe 7 2018 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 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348 Gao, Guangyuan; Wüthrich, Mario V. 7 2018 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 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205 Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 6 2016 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209 Dickson, David C. M.; Qazvini, Marjan 6 2016 Constructing entity specific projected mortality table: adjustment to a reference. Zbl 1329.91078 Tomas, Julien; Planchet, Frédéric 6 2014 Multiperiod insurance supervision: top-down models. Zbl 1229.91159 Eisele, Karl-Theodor; Artzner, Philippe 6 2011 Shot-noise driven multivariate default models. Zbl 1256.91059 Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149 Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162 Ratovomirija, Gildas 6 2016 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009 Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 6 2015 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 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246 Boonen, Tim J. 6 2017 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 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272 Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 6 2020 Prediction error for credible claims reserves: an \(h\)-likelihood approach. Zbl 1304.91104 Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano 5 2013 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 5 2011 Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060 Ben Salah, Zied; Morales, Manuel 5 2012 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157 Maume-Deschamps, V.; Rullière, D.; Said, K. 5 2016 Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155 Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard 5 2016 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377 Chen, An; Rach, Manuel 5 2021 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201 Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 5 2017 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373 Pitacco, Ermanno 5 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. 5 2019 Model selection with Gini indices under auto-calibration. Zbl 1520.91357 Wüthrich, Mario V. 5 2023 Efficient use of data for LSTM mortality forecasting. Zbl 1505.91334 Lindholm, M.; Palmborg, L. 5 2022 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143 Pechon, Florian; Denuit, Michel; Trufin, Julien 5 2019 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 Modeling the effect of health: phase-type approach. Zbl 1304.91105 Govorun, Maria; Latouche, Guy 4 2014 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042 Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 4 2012 Analysis of Finnish and Swedish mortality data with stochastic mortality models. Zbl 1268.91083 Lovász, Enrico 4 2011 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151 Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 4 2016 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 4 2015 A credibility approach of the Makeham mortality law. Zbl 1415.91163 Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 2016 A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331 Graf, Stefan; Korn, Ralf 4 2020 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186 Renshaw, Arthur; Haberman, Steven 4 2021 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260 Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 4 2017 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256 Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 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 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142 Hong, Liang; Martin, Ryan 4 2017 On the gain of collaboration in a two dimensional ruin problem. Zbl 1446.91061 Grandits, Peter 4 2019 Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275 Menoncin, Francesco; Vigna, Elena 4 2020 Optimal investment under transaction costs for an insurer. Zbl 1303.91161 Thonhauser, Stefan 3 2013 Calibrating intensities for long-term care multiple-state Markov insurance model. Zbl 1329.91060 Fleischmann, Anselm 3 2015 On the robust stability of pricing models for non-life insurance products. Zbl 1304.91125 Pantelous, Athanasios A.; Papageorgiou, Athanasios 3 2013 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075 Wüthrich, Mario V. 3 2011 Bivariate compound renewal sums with discounted claims. Zbl 1258.91106 Léveillé, Ghislain 3 2012 Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance. Zbl 1256.91033 Planchet, Frédéric; Guibert, Quentin; Juillard, Marc 3 2012 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 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 3 2021 Parisian ruin for the dual risk process in discrete-time. Zbl 1416.91212 Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. 3 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170 Denuit, Michel; Legrand, Catherine 3 2018 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241 Yuan, Zhongyi 3 2017 A multi-task network approach for calculating discrimination-free insurance prices. Zbl 07901660 Lindholm, Mathias; Richman, Ronald; Tsanakas, Andreas; Wüthrich, Mario V. 1 2024 Including individual customer lifetime value and competing risks in tree-based lapse management strategies. Zbl 1537.91270 Valla, Mathias; Milhaud, Xavier; Olympio, Anani 1 2024 Model selection with Gini indices under auto-calibration. Zbl 1520.91357 Wüthrich, Mario V. 5 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 2 2023 Impact of rough stochastic volatility models on long-term life insurance pricing. Zbl 1518.91218 Dupret, Jean-Loup; Barbarin, Jérôme; Hainaut, Donatien 2 2023 Generalized PELVE and applications to risk measures. Zbl 1520.91436 Fiori, Anna Maria; Rosazza Gianin, Emanuela 2 2023 Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks. Zbl 1521.91310 Bücher, Axel; Rosenstock, Alexander 1 2023 Optimal portfolios with sustainable assets: aspects for life insurers. Zbl 1521.91316 Korn, Ralf; Nurkanovic, Ajla 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 Natural hedging in continuous time life insurance. Zbl 1534.91130 Nyegaard, Anna Kamille 1 2023 Optimal insurance for a prudent decision maker under heterogeneous beliefs. Zbl 1534.91120 Ghossoub, Mario; Jiang, Wenjun; Ren, Jiandong 1 2023 A resimulation framework for event loss tables based on clustering. Zbl 1534.91119 Funke, Benedikt; Roering, Harmen 1 2023 Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. Zbl 1534.91115 Denuit, Michel; Trufin, Julien 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 7 2022 Efficient use of data for LSTM mortality forecasting. Zbl 1505.91334 Lindholm, M.; Palmborg, L. 5 2022 Modern tontines as a pension solution: a practical overview. Zbl 1492.91316 Winter, Pascal; Planchet, Frédéric 2 2022 An optimal reinsurance simulation model for non-life insurance in the Solvency II framework. Zbl 1492.91319 Zanotto, Alberto; Clemente, Gian Paolo 2 2022 A nonparametric sequential learning procedure for estimating the pure premium. Zbl 1505.91329 Hu, Jun; Hong, Liang 2 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 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 Extremes for a general contagion risk measure. Zbl 1505.91407 Ling, Chengxiu; Liu, Jiajun 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 Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time. Zbl 1492.91299 Jevtić, Petar; Kwak, Minsuk; Pirvu, Traian A. 1 2022 Premium rating without losses. Zbl 1492.91288 Fackler, Michael 1 2022 Semi-Markov modeling for cancer insurance. Zbl 1502.91052 Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert 1 2022 Pricing participating longevity-linked life annuities: a Bayesian model ensemble approach. Zbl 1492.91274 Bravo, Jorge Miguel 1 2022 A bias-corrected least-squares Monte Carlo for solving multi-period utility models. Zbl 1492.91418 Andréasson, Johan G.; Shevchenko, Pavel V. 1 2022 The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252 Weinert, Jan-Hendrik; Gründl, Helmut 7 2021 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208 Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 7 2021 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377 Chen, An; Rach, Manuel 5 2021 Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186 Renshaw, Arthur; Haberman, Steven 4 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 3 2021 Estimation error and bootstrapping in the chain-ladder model of Mack. Zbl 1476.91127 Gisler, Alois 2 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 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 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 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 14 2020 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282 Wüthrich, Mario V. 11 2020 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231 Zeddouk, Fadoua; Devolder, Pierre 9 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 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272 Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 6 2020 A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331 Graf, Stefan; Korn, Ralf 4 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 3 2020 Measuring market and credit risk under Solvency II: evaluation of the standard technique versus internal models for stock and bond markets. Zbl 1455.91212 Asadi, Saeed; Al Janabi, Mazin A. M. 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 Optimal capital injections and dividends with tax in a risk model in discrete time. Zbl 1452.91260 Bata, Katharina; Schmidli, Hanspeter 2 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 The determinants of lapse rates in the Italian life insurance market. Zbl 1452.91259 Barucci, Emilio; Colozza, Tommaso; Marazzina, Daniele; Rroji, Edit 1 2020 Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. Zbl 1452.91258 Aurzada, Frank; Buck, Micha 1 2020 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334 Chen, Yiqing; Yang, Yang 14 2019 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324 Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 7 2019 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373 Pitacco, Ermanno 5 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. 5 2019 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143 Pechon, Florian; Denuit, Michel; Trufin, Julien 5 2019 On the gain of collaboration in a two dimensional ruin problem. Zbl 1446.91061 Grandits, Peter 4 2019 Measuring medical inflation for health insurance portfolios in Belgium. Zbl 1422.91338 Dhaene, Jan; Hanbali, Hamza 3 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 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 Experience rating in the classic Markov chain life insurance setting. Zbl 1422.91347 Furrer, Christian 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 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 On asset allocation for a threshold model with dependent returns. Zbl 1433.91148 Amini-Seresht, Ebrahim; Zhang, Yiying; Li, Xiaohu 1 2019 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191 Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 18 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381 Wüthrich, Mario V. 14 2018 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209 Milhaud, Xavier; Dutang, Christophe 7 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348 Gao, Guangyuan; Wüthrich, Mario V. 7 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 Parisian ruin for the dual risk process in discrete-time. Zbl 1416.91212 Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. 3 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170 Denuit, Michel; Legrand, Catherine 3 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 3 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 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 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 12 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. 9 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 7 2017 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148 Shushi, Tomer 7 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 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 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260 Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 4 2017 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256 Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 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 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142 Hong, Liang; Martin, Ryan 4 2017 ...and 82 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,136 Authors 22 Denuit, Michel M. 13 Wüthrich, Mario Valentin 12 Albrecher, Hansjörg 10 Avanzi, Benjamin 10 Boonen, Tim J. 10 Devolder, Pierre 10 Trufin, Julien 10 Wong, Bernard 10 Yang, Hailiang 10 Yang, Yang 9 Asimit, Alexandru V. 9 Hieber, Peter 9 Zhang, Zhimin 9 Zhou, Xiaowen 8 Antonio, Katrien 8 Cheung, Ka Chun 8 Dhaene, Jan 8 Hainaut, Donatien 8 Wang, Ruodu 7 Furrer, Christian 7 Gao, Guangyuan 7 Mamon, Rogemar S. 6 Assa, Hirbod 6 Cairns, Andrew J. G. 6 Chen, An 6 Cheung, Eric C. K. 6 Graf, Stefan 6 Korn, Ralf 6 Robert, Christian-Yann 6 Salhi, Yahia 6 Woo, Jae-Kyung 6 Yuen, Kam Chuen 5 Barigou, Karim 5 Bladt, Mogens 5 Boucher, Jean-Philippe 5 Chi, Yichun 5 Christiansen, Marcus Christian 5 Feng, Runhuan 5 Hong, Liang 5 Jevtić, Petar 5 Jiang, Wenjun 5 Li, Bo 5 Loisel, Stéphane 5 Palmowski, Zbigniew 5 Pantelous, Athanasios A. 5 Papaioannou, Apostolos D. 5 Weber, Stefan 5 Weng, Chengguo 5 Yin, Chuancun 5 Zeng, Yan 5 Zhang, Yiying 4 Ahmad, Jamaal 4 Asmussen, Søren 4 Balbás, Alejandro 4 Boxma, Onno Johan 4 Chen, Mi 4 Cossette, Hélène 4 Delong, Łukasz 4 Eisele, Karl-Theodor 4 Eisenberg, Julia 4 Filipović, Damir 4 Haberman, Steven 4 Hanbali, Hamza 4 Kling, Alexander 4 Léveillé, Ghislain 4 Li, Shu 4 Lin, X. Sheldon 4 Linders, Daniël 4 Lindholm, Mathias 4 Lindskog, Filip 4 Mailhot, Mélina 4 Meng, Shengwang 4 Peng, Liang 4 Ramsden, Lewis 4 Ruß, Jochen 4 Scherer, Matthias 4 Tang, Qihe 4 Taylor, Greg 4 Thérond, Pierre-E. 4 Tzougas, George 4 Wang, Rongming 4 Willmot, Gordon E. 4 Xu, Huifu 4 Xu, Ran 4 Yao, Haixiang 4 Yuan, Zhongyi 4 Zhao, Yixing 3 Azcue, Pablo 3 Badescu, Alexandru M. 3 Balbás, Beatriz 3 Balbás, Raquel 3 Bazyari, Abouzar 3 Bignozzi, Valeria 3 Blake, David 3 Boado-Penas, M. Carmen 3 Boumezoued, Alexandre 3 Buchardt, Kristian 3 Cai, Jun 3 Chen, Shaoying 3 Chen, Ye ...and 1,036 more Authors all top 5 Cited in 119 Journals 164 Insurance Mathematics & Economics 97 European Actuarial Journal 73 ASTIN Bulletin 63 Scandinavian Actuarial Journal 28 North American Actuarial Journal 18 Communications in Statistics. Theory and Methods 17 Methodology and Computing in Applied Probability 16 European Journal of Operational Research 14 Journal of Industrial and Management Optimization 12 Journal of Computational and Applied Mathematics 12 Statistics & Probability Letters 10 International Journal of Theoretical and Applied Finance 9 Journal of Applied Probability 9 Finance and Stochastics 9 Decisions in Economics and Finance 8 Quantitative Finance 7 Advances in Applied Probability 7 Applied Mathematics and Computation 7 Applied Stochastic Models in Business and Industry 6 Annals of Operations Research 6 Probability in the Engineering and Informational Sciences 6 SIAM Journal on Financial Mathematics 5 Communications in Statistics. Simulation and Computation 5 Stochastic Processes and their Applications 5 Mathematical Finance 5 Dependence Modeling 4 Journal of Mathematical Analysis and Applications 4 Stochastics 3 Lithuanian Mathematical Journal 3 Journal of Multivariate Analysis 3 SIAM Journal on Control and Optimization 3 Mathematical Problems in Engineering 3 Stochastic Models 3 Computational Management Science 3 Journal of the Korean Statistical Society 3 Mathematics and Financial Economics 3 Modern Stochastics. Theory and Applications 2 Mathematics and Computers in Simulation 2 Mathematics of Operations Research 2 Operations Research 2 Acta Mathematicae Applicatae Sinica. 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Series A: Theory and Methods 1 Siberian Mathematical Journal 1 Operations Research Letters 1 Sequential Analysis 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Queueing Systems 1 Machine Learning 1 Computational Statistics 1 YUJOR. Yugoslav Journal of Operations Research 1 Potential Analysis 1 Applied Mathematics. Series B (English Edition) 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Applied Mathematical Finance 1 Annals of Mathematics and Artificial Intelligence 1 Lifetime Data Analysis 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 INFORMS Journal on Computing 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Soft Computing 1 Mathematical Methods of Operations Research 1 Studies in Nonlinear Dynamics and Econometrics 1 Australian & New Zealand Journal of Statistics 1 Discrete Dynamics in Nature and Society 1 Acta Mathematica Sinica. English Series 1 International Journal of Applied Mathematics and Computer Science 1 Brazilian Journal of Probability and Statistics 1 Nonlinear Analysis. Modelling and Control 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Statistical Modelling 1 Journal of Applied Mathematics and Computing 1 Hacettepe Journal of Mathematics and Statistics 1 Review of Derivatives Research 1 SORT. Statistics and Operations Research Transactions 1 REVSTAT 1 Oberwolfach Reports 1 Journal of Statistical Theory and Practice ...and 19 more Journals all top 5 Cited in 26 Fields 644 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 287 Statistics (62-XX) 192 Probability theory and stochastic processes (60-XX) 45 Systems theory; control (93-XX) 30 Operations research, mathematical programming (90-XX) 24 Calculus of variations and optimal control; optimization (49-XX) 23 Computer science (68-XX) 22 Numerical analysis (65-XX) 12 Partial differential equations (35-XX) 8 Biology and other natural sciences (92-XX) 5 Integral equations (45-XX) 5 Functional analysis (46-XX) 3 General and overarching topics; collections (00-XX) 3 Real functions (26-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 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Citations by Year