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European Actuarial Journal

Edited by the Actuarial Associations of Austria, Belgium, France, Germany, Greece, Hungary, Italy, Poland, Portugal, Slovenia, Switzerland

Documents Indexed: 288 Publications (since 2011)
References Indexed: 266 Publications with 7,041 References.
all top 5

Authors

13 Wüthrich, Mario Valentin
12 Denuit, Michel M.
10 Korn, Ralf
8 Graf, Stefan
7 Trufin, Julien
6 Kling, Alexander
6 Loisel, Stéphane
6 Wagner, Joël
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 Chen, An
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
1 Abdallah, Anas
1 Abgrall, Dominique
1 Aburto Barrera, Laura Iveth
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.
...and 390 more Authors

Publications by Year

Citations contained in zbMATH Open

158 Publications have been cited 772 times in 633 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.
52
2011
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
43
2012
The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang
29
2012
Optimal risk transfers in insurance groups. Zbl 1270.91028
Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas
23
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
15
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
11
2012
Neural networks applied to chain-ladder reserving. Zbl 1422.91381
Wüthrich, Mario V.
11
2018
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
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
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
10
2017
Machine learning techniques for mortality modeling. Zbl 1405.91254
Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V.
10
2017
Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218
Denuit, Michel
10
2020
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
9
2014
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
The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090
Li, Shuanming; Sendova, Kristina P.
9
2013
Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334
Chen, Yiqing; Yang, Yang
9
2019
Catastrophe risk bonds with applications to earthquakes. Zbl 1329.91076
Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D.
8
2015
Covariate selection from telematics car driving data. Zbl 1394.62151
Wüthrich, Mario V.
8
2017
Matrix representations of life insurance payments. Zbl 1452.91262
Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens
8
2020
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
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
Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151
Asmussen, Søren; Biard, Romain
7
2011
Poisson regression and zero-inflated Poisson regression: application to private health insurance data. Zbl 1259.62081
Mouatassim, Younès; Ezzahid, El Hadj
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
A subordinated Markov model for stochastic mortality. Zbl 1273.91239
Liu, Xiaoming; Lin, X. Sheldon
7
2012
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
Best-estimate claims reserves in incomplete markets. Zbl 1344.91009
Happ, Sebastian; Merz, Michael; Wüthrich, Mario V.
6
2015
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
On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162
Ratovomirija, Gildas
6
2016
Constructing entity specific projected mortality table: adjustment to a reference. Zbl 1329.91078
Tomas, Julien; Planchet, Frédéric
6
2014
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
Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148
Shushi, Tomer
6
2017
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
Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246
Boonen, Tim J.
6
2017
Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew
6
2019
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
Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209
Dickson, David C. M.; Qazvini, Marjan
5
2016
On a capital allocation by minimization of some risk indicators. Zbl 1415.91157
Maume-Deschamps, V.; Rullière, D.; Said, K.
5
2016
Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten
5
2017
Multiperiod insurance supervision: top-down models. Zbl 1229.91159
Eisele, Karl-Theodor; Artzner, Philippe
5
2011
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
5
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
5
2017
The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252
Weinert, Jan-Hendrik; Gründl, Helmut
5
2021
Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V.
5
2021
Feature extraction from telematics car driving heatmaps. Zbl 1422.91348
Gao, Guangyuan; Wüthrich, Mario V.
5
2018
Bias regularization in neural network models for general insurance pricing. Zbl 1452.91282
Wüthrich, Mario V.
5
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
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
A credibility approach of the Makeham mortality law. Zbl 1415.91163
Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien
4
2016
Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151
Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D.
4
2016
Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209
Milhaud, Xavier; Dutang, Christophe
4
2018
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
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
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
Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042
Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar
4
2012
Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256
Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela
4
2017
Mean reversion in stochastic mortality: why and how? Zbl 1455.91231
Zeddouk, Fadoua; Devolder, Pierre
4
2020
Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373
Pitacco, Ermanno
4
2019
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
Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155
Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard
3
2016
Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170
Denuit, Michel; Legrand, Catherine
3
2018
A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142
Hong, Liang; Martin, Ryan
3
2017
An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075
Wüthrich, Mario V.
3
2011
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
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
Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377
Chen, An; Rach, Manuel
3
2021
On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180
Christiansen, Marcus C.
3
2021
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
3
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.
3
2019
Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275
Menoncin, Francesco; Vigna, Elena
3
2020
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
Modelling parameter uncertainty for risk capital calculation. Zbl 1329.91061
Fröhlich, Andreas; Weng, Annegret
2
2015
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
Calibrating intensities for long-term care multiple-state Markov insurance model. Zbl 1329.91060
Fleischmann, Anselm
2
2015
Parisian ruin for the dual risk process in discrete-time. Zbl 1416.91212
Palmowski, Zbigniew; Ramsden, Lewis; Papaioannou, Apostolos D.
2
2018
An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241
Yuan, Zhongyi
2
2017
Forecasting mortality: when academia meets practice. Zbl 1269.93022
Gaille, Séverine
2
2012
The optimal asset and liability portfolio for a financial institution with multiple lines of businesses. Zbl 1288.91182
Zaks, Yaniv
2
2013
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
Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260
Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg
2
2017
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
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
2
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
Premium rating without losses. Zbl 1492.91288
Fackler, Michael
1
2022
A nonparametric sequential learning procedure for estimating the pure premium. Zbl 1505.91329
Hu, Jun; Hong, Liang
1
2022
Efficient use of data for LSTM mortality forecasting. Zbl 1505.91334
Lindholm, M.; Palmborg, L.
1
2022
The modern tontine. An innovative instrument for longevity risk management in an aging society. Zbl 1480.91252
Weinert, Jan-Hendrik; Gründl, Helmut
5
2021
Making Tweedie’s compound Poisson model more accessible. Zbl 1485.91208
Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V.
5
2021
Current developments in German pension schemes: what are the benefits of the new target pension? Zbl 1484.91377
Chen, An; Rach, Manuel
3
2021
On the calculation of prospective and retrospective reserves in non-Markov models. Zbl 1482.91180
Christiansen, Marcus C.
3
2021
Modelling and forecasting mortality improvement rates with random effects. Zbl 1482.91186
Renshaw, Arthur; Haberman, Steven
2
2021
An individual claims reserving model for reported claims. Zbl 1507.91177
Gabrielli, Andrea
2
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
10
2020
Matrix representations of life insurance payments. Zbl 1452.91262
Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens
8
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.
5
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
4
2020
Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275
Menoncin, Francesco; Vigna, Elena
3
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
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 guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes. Zbl 1457.91331
Graf, Stefan; Korn, Ralf
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
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
Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334
Chen, Yiqing; Yang, Yang
9
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
4
2019
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
3
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.
3
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
15
2018
Neural networks applied to chain-ladder reserving. Zbl 1422.91381
Wüthrich, Mario V.
11
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.
5
2018
Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209
Milhaud, Xavier; Dutang, Christophe
4
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
10
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
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
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
5
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
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
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
Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260
Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg
2
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
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
On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162
Ratovomirija, Gildas
6
2016
Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas
5
2016
Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209
Dickson, David C. M.; Qazvini, Marjan
5
2016
On a capital allocation by minimization of some risk indicators. Zbl 1415.91157
Maume-Deschamps, V.; Rullière, D.; Said, K.
5
2016
A credibility approach of the Makeham mortality law. Zbl 1415.91163
Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien
4
2016
Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151
Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D.
4
2016
Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155
Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard
3
2016
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
Scenario-based life insurance prognoses in a multi-state Markov model. Zbl 1394.91220
Jensen, Ninna Reitzel
1
2016
Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149
Arbenz, Philipp; Guevara-Alarcón, William
1
2016
Minimisation of penalty payments by investments and reinsurance. Zbl 1415.91166
Vierkötter, Matthias
1
2016
Comment on the paper ”The impact of covariates on a bonus-malus system: an application of Taylor’s model” by Lemaire, Park & Wang. Zbl 1415.91165
Taylor, Greg
1
2016
Bayesian Poisson log-bilinear models for mortality projections with multiple populations. Zbl 1329.91111
Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert
18
2015
Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075
Quijano Xacur, Oscar Alberto; Garrido, José
10
2015
Empirical likelihood inference for Haezendonck-Goovaerts risk measure. Zbl 1329.91072
Peng, Liang; Wang, Xing; Zheng, Yanting
10
2015
...and 58 more Documents
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Cited by 956 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, Eric C. K.
8 Dhaene, Jan
8 Trufin, Julien
7 Cheung, Ka Chun
7 Devolder, Pierre
7 Hieber, Peter
7 Wang, Ruodu
6 Furrer, Christian
6 Gao, Guangyuan
6 Korn, Ralf
6 Mamon, Rogemar S.
6 Woo, Jae-Kyung
6 Yang, Yang
6 Yuen, Kam Chuen
6 Zhang, Zhimin
5 Assa, Hirbod
5 Cairns, Andrew J. G.
5 Chen, An
5 Chi, Yichun
5 Christiansen, Marcus Christian
5 Feng, Runhuan
5 Graf, Stefan
5 Hamel, Emmanuel
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 Wagner, Joël
5 Weng, Chengguo
4 Asmussen, Søren
4 Balbás, Alejandro
4 Barigou, Karim
4 Bladt, Mogens
4 Boucher, Jean-Philippe
4 Boxma, Onno Johan
4 Chen, Mi
4 Filipović, Damir
4 Hainaut, Donatien
4 Hanbali, Hamza
4 Jevtić, Petar
4 Léveillé, Ghislain
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
3 Ahmad, Jamaal
3 Badescu, Alexandru M.
3 Balbás, Beatriz
3 Balbás, Raquel
3 Blake, David
3 Buchardt, Kristian
3 Cai, Jun
3 Chen, Ye
3 Chen, Yiqing
3 Chong, Wing Fung
3 Cossette, Hélène
3 Cui, Zhenyu
3 Delong, Łukasz
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 He, Jingmin
3 Hochgerner, Simon
3 Hu, Junlei
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Cited in 103 Journals

144 Insurance Mathematics & Economics
80 European Actuarial Journal
59 ASTIN Bulletin
52 Scandinavian Actuarial Journal
23 North American Actuarial Journal
16 European Journal of Operational Research
15 Methodology and Computing in Applied Probability
13 Communications in Statistics. Theory and Methods
11 Journal of Computational and Applied Mathematics
11 Statistics & Probability Letters
10 Journal of Industrial and Management Optimization
9 Finance and Stochastics
9 International Journal of Theoretical and Applied Finance
9 Decisions in Economics and Finance
8 Quantitative Finance
7 Advances in Applied Probability
7 Applied Mathematics and Computation
6 Journal of Applied Probability
6 Probability in the Engineering and Informational Sciences
5 Dependence Modeling
4 Journal of Mathematical Analysis and Applications
4 Communications in Statistics. Simulation and Computation
4 Stochastic Processes and their Applications
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 Lithuanian Mathematical Journal
2 Mathematics of Operations Research
2 Operations Research
2 Acta Mathematicae Applicatae Sinica. English Series
2 Japan Journal of Industrial and Applied Mathematics
2 The Annals of Applied Probability
2 Journal of Statistical Computation and Simulation
2 Theory of Probability and Mathematical Statistics
2 Mathematical Problems in Engineering
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Journal of Applied Statistics
2 Lobachevskii Journal of Mathematics
2 Stochastics
2 Frontiers of Mathematics in China
2 Mathematics and Financial Economics
2 MathematicS In Action
2 Statistics & Risk Modeling
2 Modern Stochastics. Theory and Applications
1 Journal of Mathematical Biology
1 Physica A
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Siberian Mathematical Journal
1 Operations Research Letters
1 Chinese Journal of Applied Probability and Statistics
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Queueing Systems
1 Machine Learning
1 YUJOR. Yugoslav Journal of Operations Research
1 Potential Analysis
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 Applied Mathematical Finance
1 Lifetime Data Analysis
1 Electronic Journal of Probability
1 Bernoulli
1 INFORMS Journal on Computing
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 Nonlinear Analysis. Modelling and Control
1 Journal of Systems Science and Complexity
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 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Banach Journal of Mathematical Analysis
1 Probability Surveys
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Chilean Journal of Statistics
1 Dynamic Games and Applications
1 Annals of Finance
1 Stochastic Systems
1 İstatistik
1 East Asian Journal on Applied Mathematics
1 Statistical Theory and Related Fields
...and 3 more Journals

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