The following pages link to European Actuarial Journal (Q66260):
Displaying 50 items.
- Matching tower information with piecewise Pareto (Q66265) (← links)
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks (Q85740) (← links)
- Classification of scale-sensitive telematic observables for riskindividual pricing (Q303720) (← links)
- Case study of Swiss mortality using Bayesian modeling (Q303722) (← links)
- A credibility approach of the Makeham mortality law (Q303726) (← links)
- The joint impact of fertility and unemployment on the level of state-aided pensions (Q303727) (← links)
- Risk measure preserving piecewise linear approximation of empirical distributions (Q303730) (← links)
- On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk (Q303732) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Closed-form solutions for guaranteed minimum accumulation and death benefits (Q303739) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Ruin problems in the generalized Erlang(\(n\)) risk model (Q303743) (← links)
- Comment on the paper ''The impact of covariates on a bonus-malus system: an application of Taylor's model'' by Lemaire, Park \& Wang (Q303745) (← links)
- Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Rev. ed. (Q303746) (← links)
- Equalization reserves for natural catastrophes and shareholder value: a simulation study (Q362030) (← links)
- Pricing reverse mortgages in Spain (Q362034) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality (Q362047) (← links)
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- On the analysis of a class of loss models incorporating time dependence (Q362057) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- The crash-NIG factor model (Q487572) (← links)
- Some remarks on capital allocation by percentile layer (Q487573) (← links)
- Prediction error for credible claims reserves: an \(h\)-likelihood approach (Q487577) (← links)
- A compound renewal model for medical malpractice insurance (Q487580) (← links)
- Valuing the profit share in participating pure-endowment policies with return of premiums (Q487583) (← links)
- On the robust stability of pricing models for non-life insurance products (Q487585) (← links)
- Markov chain modeling of policyholder behavior in life insurance and pension (Q487613) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Empirical investigation of insurance claim dependencies using mixture models (Q487617) (← links)
- Best estimate calculations of savings contracts by closed formulas: application to the ORSA (Q487620) (← links)
- Modeling the effect of health: phase-type approach (Q487622) (← links)
- On a generalization of the expected discounted penalty function to include deficits at and beyond ruin (Q487623) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- An academic view on the illiquidity premium and market-consistent valuation in insurance (Q635983) (← links)
- Multiperiod insurance supervision: top-down models (Q635984) (← links)
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- Current developments in German pension schemes: what are the benefits of the new target pension? (Q825284) (← links)
- The modern tontine. An innovative instrument for longevity risk management in an aging society (Q825287) (← links)
- A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289) (← links)
