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Showing below up to 50 results in range #1 to #50.

1. Discussion on ``Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues (Louloudis et al.): Label: en
2. Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration: Label: en
3. Individual claims reserving using activation patterns: Label: en
4. Holt-winters method for run-off triangles in claims reserving: Label: en
5. A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance: Label: en
6. A resimulation framework for event loss tables based on clustering: Label: en
7. Optimal insurance for a prudent decision maker under heterogeneous beliefs: Label: en
8. Duration gap with multiple liabilities for nonparallel shifts: Label: en
9. What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products: Label: en
10. Phase-type representations of stochastic interest rates with applications to life insurance: Label: en
11. Identifying the determinants of lapse rates in life insurance: an automated Lasso approach: Label: en
12. A market- and time-consistent extension for the EIOPA risk-margin: Label: en
13. Natural hedging in continuous time life insurance: Label: en
14. Model selection with Gini indices under auto-calibration: Label: en
15. Neural networks meet least squares Monte Carlo at internal model data: Label: en
16. Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues: Label: en
17. On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading: Label: en
18. Generalized PELVE and applications to risk measures: Label: en
19. Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach: Label: en
20. Impact of rough stochastic volatility models on long-term life insurance pricing: Label: en
21. Cross-subsidizing effects between existing and new policyholders in traditional life insurance: Label: en
22. Long-term stability of a life insurer's balance sheet: Label: en
23. Optimal portfolios with sustainable assets: aspects for life insurers: Label: en
24. An incremental loss ratio method using prior information on calendar year effects: Label: en
25. Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks: Label: en
26. Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks: Label: en
27. Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks: Label: en
28. Discussion on: ``Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach: Label: en
29. Optimal dynamic reinsurance with worst-case default of the reinsurer: Label: en
30. The slowdown in mortality improvement rates 2011--2017: a multi-country analysis: Label: en
31. Semi-Markov modeling for cancer insurance: Label: en
32. Derivation of biometrically dependent cash flows: Label: en
33. Efficient use of data for LSTM mortality forecasting: Label: en
34. Discussion on: ``Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?: Label: en
35. Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?: Label: en
36. Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees: Label: en
37. Dynamic surplus optimization with performance- and index-linked liabilities: Label: en
38. Extremes for a general contagion risk measure: Label: en
39. Optimal multidimensional reinsurance policies under a common shock dependency structure: Label: en
40. The effect of risk constraints on the optimal insurance policy: Label: en
41. Loss amount prediction from textual data using a double GLM with shrinkage and selection: Label: en
42. A nonparametric sequential learning procedure for estimating the pure premium: Label: en
43. Model transparency and interpretability: survey and application to the insurance industry: Label: en
44. Discussion on: ``A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach: Label: en
45. Obituary: Ermanno Pitacco (1947--2022): Label: en
46. Index clause: analytical properties and the capitalization strategy: Label: en
47. A subordinated Markov model for stochastic mortality: Label: en
48. Forecasting mortality: when academia meets practice: Label: en
49. Worst-case-optimal dynamic reinsurance for large claims: Label: en
50. Risk processes with dependence and premium adjusted to solvency targets: Label: en