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: http://link.springer.com/journal/volumesAndIssues/13385 Predecessor: Giornale dell’Istituto Italiano degli AttuariBelgian Actuarial BulletinBlätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)Mitteilungen. Schweizerische Aktuarvereinigung (SAV) Documents Indexed: 256 Publications (since 2011) References Indexed: 238 Publications with 6,030 References. all top 5 Latest Issues 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 12 Wüthrich, Mario Valentin 10 Denuit, Michel M. 9 Korn, Ralf 7 Graf, Stefan 6 Loisel, Stéphane 5 Albrecher, Hansjörg 5 Kling, Alexander 5 Scherer, Matthias 5 Shiu, Elias S. W. 5 Steffensen, Mogens 5 Trufin, Julien 5 Wagner, Joël 4 Devolder, Pierre 4 Gerber, Hans U. 4 Planchet, Frédéric 4 Zagst, Rudi 3 Arnold, Séverine 3 Ben Salah, Zied 3 Chen, An 3 Dhaene, Jan 3 Diez, Franziska 3 Haberman, Steven 3 Hong, Liang 3 Jijiie, Anca 3 Legrand, Catherine 3 Léveillé, Ghislain 3 Maume-Deschamps, Véronique 3 Mesfioui, Mhamed 3 Millossovich, Pietro 3 Schiller, Frank 2 Antonio, Katrien 2 Asmussen, Søren 2 Bacinello, Anna Rita 2 Berninger, Christoph 2 Cairns, Andrew J. G. 2 Christiansen, Marcus Christian 2 Cipra, Tomáš 2 Constantinescu, Corina D. 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 Hamel, Emmanuel 2 Hamm, Anna-Maria 2 Hanbali, Hamza 2 Helmert, Axel 2 Jiang, Wenjun 2 Juillard, Marc 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 Pelsser, Antoon A. J. 2 Pfeiffer, Julian 2 Pitselis, Georgios 2 Ren, Jiandong 2 Renshaw, Arthur E. 2 Reuß, Andreas 2 Riegel, Ulrich 2 Rödel, Karen Tanja 2 Ruß, Jochen 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 Weber, Stefan 1 Abdallah, Anas 1 Abgrall, Dominique 1 Adamic, Peter F. 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 1 Araiza Iturria, Carlos Andrés 1 Arbenz, Philipp 1 Artzner, Philippe 1 Asadi, Saeed 1 Asimit, Alexandru V. 1 Assa, Hirbod 1 Aurzada, Frank 1 Avram, Florin 1 Azarbad, M. ...and 338 more Authors all top 5 Fields 250 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 94 Statistics (62-XX) 36 Probability theory and stochastic processes (60-XX) 9 Systems theory; control (93-XX) 8 Computer science (68-XX) 5 Numerical analysis (65-XX) 5 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 136 Publications have been cited 647 times in 536 Documents Cited by ▼ Year ▼ The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 48 2011 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 37 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 27 2012 Optimal risk transfers in insurance groups. Zbl 1270.91028Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 21 2013 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227Pelsser, Antoon; Schweizer, Janina 15 2016 Bayesian Poisson log-bilinear models for mortality projections with multiple populations. Zbl 1329.91111Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert 15 2015 Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs. Zbl 1222.91026Scheer, Natalie; Schmidli, Hanspeter 14 2011 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 13 2018 Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. Zbl 1394.91233Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc 10 2017 Empirical likelihood inference for Haezendonck-Goovaerts risk measure. Zbl 1329.91072Peng, Liang; Wang, Xing; Zheng, Yanting 10 2015 Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044Korn, Ralf; Menkens, Olaf; Steffensen, Mogens 10 2012 Mathematical analysis of different approaches for replicating portfolios. Zbl 1329.91071Natolski, Jan; Werner, Ralf 10 2014 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 10 2018 Classification of scale-sensitive telematic observables for riskindividual pricing. Zbl 1415.91167Weidner, W.; Transchel, F. W. G.; Weidner, R. 9 2016 Catastrophe risk bonds with applications to earthquakes. Zbl 1329.91076Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D. 8 2015 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 8 2017 Markov chain modeling of policyholder behavior in life insurance and pension. Zbl 1304.91111Henriksen, Lars Frederik Brandt; Nielsen, Jeppe Woetmann; Steffensen, Mogens; Svensson, Christian 8 2014 Capturing parameter risk with convex risk measures. Zbl 1277.91072Bannör, Karl F.; Scherer, Matthias 8 2013 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 8 2012 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 7 2017 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075Quijano Xacur, Oscar Alberto; Garrido, José 7 2015 Pricing a guaranteed annuity option under correlated and regime-switching risk factors. Zbl 1329.91062Gao, Huan; Mamon, Rogemar; Liu, Xiaoming 7 2015 A subordinated Markov model for stochastic mortality. Zbl 1273.91239Liu, Xiaoming; Lin, X. Sheldon 7 2012 The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090Li, Shuanming; Sendova, Kristina P. 7 2013 Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061Devolder, Pierre 7 2011 Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151Asmussen, Søren; Biard, Romain 7 2011 Asset-liability management for long-term insurance business. Zbl 1416.91145 6 2018 Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees. Zbl 1329.91065Hieber, Peter; Korn, Ralf; Scherer, Matthias 6 2015 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 6 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 6 2013 Constructing entity specific projected mortality table: adjustment to a reference. Zbl 1329.91078Tomas, Julien; Planchet, Frédéric 6 2014 Insurance pricing under ambiguity. Zbl 1329.91073Pichler, Alois 6 2014 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 6 2019 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334Chen, Yiqing; Yang, Yang 6 2019 Shot-noise driven multivariate default models. Zbl 1256.91059Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 Matrix representations of life insurance payments. Zbl 1452.91262Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 6 2020 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218Denuit, Michel 6 2020 Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163Chen, Ree Yongqing; Millossovich, Pietro 5 2018 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 5 2017 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148Shushi, Tomer 5 2017 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 5 2015 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246Boonen, Tim J. 5 2017 Prediction error for credible claims reserves: an \(h\)-likelihood approach. Zbl 1304.91104Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano 5 2013 Old-age provision: past, present, future. Zbl 1394.91007Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 5 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162Ratovomirija, Gildas 5 2016 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157Maume-Deschamps, V.; Rullière, D.; Said, K. 5 2016 Poisson regression and zero-inflated Poisson regression: application to private health insurance data. Zbl 1259.62081Mouatassim, Younès; Ezzahid, El Hadj 5 2012 Multiperiod insurance supervision: top-down models. Zbl 1229.91159Eisele, Karl-Theodor; Artzner, Philippe 5 2011 Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245Antonio, 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 4 2017 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 4 2017 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 2017 Best estimate calculations of savings contracts by closed formulas: application to the ORSA. Zbl 1304.91093Bonnin, François; Planchet, Frédéric; Juillard, Marc 4 2014 A credibility approach of the Makeham mortality law. Zbl 1415.91163Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 2016 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 4 2016 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 4 2012 Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060Ben Salah, Zied; Morales, Manuel 4 2012 Analysis of Finnish and Swedish mortality data with stochastic mortality models. Zbl 1268.91083Lovász, Enrico 4 2011 Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management. Zbl 1219.91067Chauvigny, Matthieu; Devineau, Laurent; Loisel, Stéphane; Maume-Deschamps, Véronique 4 2011 Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products. Zbl 1452.91315Diez, Franziska; Korn, Ralf 4 2020 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 4 2020 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209Milhaud, Xavier; Dutang, Christophe 3 2018 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 3 2017 Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points? Zbl 1329.91063Goffard, Pierre-Olivier; Guerrault, Xavier 3 2015 Optimal investment under transaction costs for an insurer. Zbl 1303.91161Thonhauser, Stefan 3 2013 A compound renewal model for medical malpractice insurance. Zbl 1303.62056Léveillé, Ghislain; Hamel, Emmanuel 3 2013 On the robust stability of pricing models for non-life insurance products. Zbl 1304.91125Pantelous, Athanasios A.; Papageorgiou, Athanasios 3 2013 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209Dickson, David C. M.; Qazvini, Marjan 3 2016 Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard 3 2016 Equalization reserves for natural catastrophes and shareholder value: a simulation study. Zbl 1273.91451Dacorogna, Michel M.; Albrecher, Hansjörg; Moller, Michael; Sahiti, Suzane 3 2013 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373Pitacco, Ermanno 3 2019 Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance. Zbl 1256.91033Planchet, Frédéric; Guibert, Quentin; Juillard, Marc 3 2012 Bivariate compound renewal sums with discounted claims. Zbl 1258.91106Léveillé, Ghislain 3 2012 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 3 2011 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282Wüthrich, Mario V. 3 2020 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170Denuit, Michel; Legrand, Catherine 2 2018 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241Yuan, Zhongyi 2 2017 Modelling parameter uncertainty for risk capital calculation. Zbl 1329.91061Fröhlich, Andreas; Weng, Annegret 2 2015 Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259Kling, Alexander; Ruez, Frederik; Ruß, Jochen 2 2017 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 2 2017 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 2 2014 Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129Valdez, Emiliano A. 2 2014 Modeling the effect of health: phase-type approach. Zbl 1304.91105Govorun, Maria; Latouche, Guy 2 2014 Tariff systems for fleets of vehicles: a study on the portfolio of Fidelidade. Zbl 1394.91214Fardilha, Tiago; de Lourdes Centeno, Maria; Esteves, Rui 2 2016 Calibrating intensities for long-term care multiple-state Markov insurance model. Zbl 1329.91060Fleischmann, Anselm 2 2015 Forecasting mortality: when academia meets practice. Zbl 1269.93022Gaille, Séverine 2 2012 Quadratic hedging: an actuarial view extended to solvency control. Zbl 1277.91174Norberg, Ragnar 2 2013 The optimal asset and liability portfolio for a financial institution with multiple lines of businesses. Zbl 1288.91182Zaks, Yaniv 2 2013 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 Old-age care prevalence in Switzerland: drivers and future development. Zbl 1422.91345Fuino, Michel; Wagner, Joël 2 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348Gao, Guangyuan; Wüthrich, Mario V. 2 2018 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 1422.91323Avram, 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 1433.91131Graf, Stefan 2 2019 Analytical validation formulas for best estimate calculation in traditional life insurance. Zbl 1433.91135Hochgerner, Simon; Gach, Florian 2 2019 Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128Devolder, Pierre; de Valeriola, Sébastien 2 2019 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143Pechon, Florian; Denuit, Michel; Trufin, Julien 2 2019 On the gain of collaboration in a two dimensional ruin problem. Zbl 1446.91061Grandits, Peter 2 2019 Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275Menoncin, Francesco; Vigna, Elena 2 2020 A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula. Zbl 1455.91211Alfonsi, Aurélien; Cherchali, Adel; Infante Acevedo, Jose Arturo 2 2020 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377Chen, An; Rach, Manuel 2 2021 Modern tontines as a pension solution: a practical overview. Zbl 1492.91316Winter, Pascal; Planchet, Frédéric 1 2022 Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377Chen, An; Rach, Manuel 2 2021 The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252Weinert, Jan-Hendrik; Gründl, Helmut 2 2021 Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. 2 2021 An individual claims reserving model for reported claims. Zbl 07457623Gabrielli, Andrea 2 2021 Waiting period from diagnosis for mortgage insurance issued to cancer survivors. Zbl 1481.91186Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert 1 2021 On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180Christiansen, Marcus C. 1 2021 Matrix representations of life insurance payments. Zbl 1452.91262Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 6 2020 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218Denuit, Michel 6 2020 Yield curve shapes of Vašíček interest rate models, measure transformations and an application for the simulation of pension products. Zbl 1452.91315Diez, Franziska; Korn, Ralf 4 2020 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 4 2020 Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282Wüthrich, Mario V. 3 2020 Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275Menoncin, Francesco; Vigna, Elena 2 2020 A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula. Zbl 1455.91211Alfonsi, Aurélien; Cherchali, Adel; Infante Acevedo, Jose Arturo 2 2020 A new approach for satisfactory pensions with no guarantees. Zbl 1452.91263Boado-Penas, M. Carmen; Eisenberg, Julia; Helmert, Axel; Krühner, Paul 1 2020 A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331Graf, Stefan; Korn, Ralf 1 2020 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231Zeddouk, Fadoua; Devolder, Pierre 1 2020 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 6 2019 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334Chen, Yiqing; Yang, Yang 6 2019 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373Pitacco, Ermanno 3 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 1422.91323Avram, 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 1433.91131Graf, Stefan 2 2019 Analytical validation formulas for best estimate calculation in traditional life insurance. Zbl 1433.91135Hochgerner, Simon; Gach, Florian 2 2019 Between DB and DC: optimal hybrid PAYG pension schemes. Zbl 1433.91128Devolder, Pierre; de Valeriola, Sébastien 2 2019 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143Pechon, Florian; Denuit, Michel; Trufin, Julien 2 2019 On the gain of collaboration in a two dimensional ruin problem. Zbl 1446.91061Grandits, Peter 2 2019 Application of Bayesian penalized spline regression for internal modeling in life insurance. Zbl 1422.91342Duong, Quang Dien 1 2019 A self-organizing predictive map for non-life insurance. Zbl 1422.91352Hainaut, Donatien 1 2019 The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. Zbl 1422.91378Tzougas, G.; Hoon, W. L.; Lim, J. M. 1 2019 Surplus participation schemes for life annuities under Solvency II. Zbl 1433.91127Both, Sandy; Horneff, Vanya; Kaschützke, Barbara; Maurer, Raimond 1 2019 Mortality projections for non-converging groups of populations. Zbl 1433.91132Hahn, Lukas Josef; Christiansen, Marcus Christian 1 2019 Periodic or generational actuarial tables: which one to choose? Zbl 1433.91124Arnold, Séverine; Jijiie, Anca; Jondeau, Eric; Rockinger, Michael 1 2019 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 13 2018 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 10 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 1416.91163Chen, Ree Yongqing; Millossovich, Pietro 5 2018 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209Milhaud, Xavier; Dutang, Christophe 3 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170Denuit, Michel; Legrand, Catherine 2 2018 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 2 2018 Old-age care prevalence in Switzerland: drivers and future development. Zbl 1422.91345Fuino, Michel; Wagner, Joël 2 2018 Feature extraction from telematics car driving heatmaps. Zbl 1422.91348Gao, Guangyuan; Wüthrich, Mario V. 2 2018 Parisian ruin for the dual risk process in discrete-time. Zbl 1416.91212Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D. 1 2018 Obituary: Ragnar Norberg (1945–2017). Zbl 1417.01019Barrieu, 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 1422.91367Mirza, Charbel; Wagner, Joël 1 2018 Matching tower information with piecewise Pareto. Zbl 1422.91374Riegel, Ulrich 1 2018 Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions. Zbl 1394.91233Vedani, Julien; El Karoui, Nicole; Loisel, Stéphane; Prigent, Jean-Luc 10 2017 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 8 2017 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 7 2017 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 5 2017 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148Shushi, Tomer 5 2017 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246Boonen, Tim J. 5 2017 Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245Antonio, 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 4 2017 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 4 2017 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 2017 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 3 2017 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241Yuan, Zhongyi 2 2017 Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. Zbl 1405.91259Kling, Alexander; Ruez, Frederik; Ruß, Jochen 2 2017 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 2 2017 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142Hong, Liang; Martin, Ryan 1 2017 A compound trend renewal model for medical/professional liabilities. Zbl 1405.91262Léveillé, Ghislain; Hamel, Emmanuel 1 2017 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227Pelsser, Antoon; Schweizer, Janina 15 2016 Classification of scale-sensitive telematic observables for riskindividual pricing. Zbl 1415.91167Weidner, W.; Transchel, F. W. G.; Weidner, R. 9 2016 Old-age provision: past, present, future. Zbl 1394.91007Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 5 2016 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 5 2016 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162Ratovomirija, Gildas 5 2016 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157Maume-Deschamps, V.; Rullière, D.; Said, K. 5 2016 A credibility approach of the Makeham mortality law. Zbl 1415.91163Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 4 2016 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 4 2016 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209Dickson, David C. 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Zbl 1329.62415Pigeon, Mathieu; de Frahan, Bruno Henry; Denuit, Michel 1 2014 ...and 36 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 820 Authors 16 Denuit, Michel M. 10 Wüthrich, Mario Valentin 9 Albrecher, Hansjörg 9 Asimit, Alexandru V. 9 Avanzi, Benjamin 9 Wong, Bernard 9 Yang, Hailiang 8 Boonen, Tim J. 8 Dhaene, Jan 8 Zhou, Xiaowen 7 Antonio, Katrien 7 Cheung, Eric C. K. 7 Cheung, Ka Chun 7 Trufin, Julien 7 Wang, Ruodu 6 Devolder, Pierre 6 Gao, Guangyuan 6 Hieber, Peter 6 Mamon, Rogemar S. 5 Assa, Hirbod 5 Cairns, Andrew J. G. 5 Hamel, Emmanuel 5 Li, Bo 5 Loisel, Stéphane 5 Pantelous, Athanasios A. 5 Salhi, Yahia 5 Thérond, Pierre-E. 5 Weng, Chengguo 5 Woo, Jae-Kyung 5 Yuen, Kam Chuen 4 Asmussen, Søren 4 Balbás, Alejandro 4 Barigou, Karim 4 Chen, Mi 4 Chi, Yichun 4 Christiansen, Marcus Christian 4 Feng, Runhuan 4 Furrer, Christian 4 Graf, Stefan 4 Hainaut, Donatien 4 Hanbali, Hamza 4 Jiang, Wenjun 4 Kling, Alexander 4 Korn, Ralf 4 Mailhot, Mélina 4 Meng, Shengwang 4 Palmowski, Zbigniew 4 Papaioannou, Apostolos D. 4 Robert, Christian Yann 4 Tang, Qihe 4 Taylor, Greg 4 Wagner, Joël 4 Wang, Rongming 4 Willmot, Gordon E. 4 Yang, Yang 4 Yin, Chuancun 4 Yuan, Zhongyi 4 Zeng, Yan 4 Zhang, Zhimin 3 Badescu, Alexandru M. 3 Balbás, Beatriz 3 Balbás, Raquel 3 Blake, David 3 Boucher, Jean-Philippe 3 Chong, Wing Fung 3 Delong, Łukasz 3 Desmettre, Sascha 3 Di Bernardino, Elena 3 Dong, Hua 3 Eisele, Karl-Theodor 3 Fuino, Michel 3 Gao, Zhongqin 3 Glauner, Alexander 3 Godin, Frédéric 3 Gu, Ailing 3 Guillen, Montserrat 3 He, Jingmin 3 Hochgerner, Simon 3 Hu, Junlei 3 Hu, Yijun 3 Ivanovs, Jevgeņijs 3 Jin, Zhuo 3 Kim, Eunseok 3 Landriault, David 3 Landsman, Zinoviy M. 3 Léveillé, Ghislain 3 Li, Danping 3 Li, Shuanming 3 Lin, X. Sheldon 3 Liu, Haibo 3 Lopez, Olivier 3 Milhaud, Xavier 3 Pelsser, Antoon A. J. 3 Peng, Liang 3 Pichler, Alois 3 Planchet, Frédéric 3 Ramsden, Lewis 3 Renaud, Jean-François 3 Ruß, Jochen 3 Sahin, Sule Onsel ...and 720 more Authors all top 5 Cited in 87 Journals 130 Insurance Mathematics & Economics 65 European Actuarial Journal 54 ASTIN Bulletin 47 Scandinavian Actuarial Journal 17 North American Actuarial Journal 13 Methodology and Computing in Applied Probability 11 Journal of Computational and Applied Mathematics 11 Statistics & Probability Letters 11 Communications in Statistics. 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