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: 190 Publications (since 2011) References Indexed: 178 Publications with 4,353 References. all top 5 Latest Issues 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 11 Wüthrich, Mario Valentin 6 Albrecher, Hansjörg 6 Denuit, Michel M. 6 Korn, Ralf 6 Loisel, Stéphane 5 Steffensen, Mogens 5 Wagner, Joël 4 Devolder, Pierre 4 Graf, Stefan 3 Ben Salah, Zied 3 Dhaene, Jan 3 Léveillé, Ghislain 3 Maume-Deschamps, Véronique 3 Planchet, Frédéric 3 Scherer, Matthias 2 Antonio, Katrien 2 Arnold, Séverine 2 Asmussen, Søren 2 Chen, An 2 Cipra, Tomáš 2 Egídio dos Reis, Alfredo D. 2 Eisenberg, Julia 2 Embrechts, Paul 2 Filipović, Damir 2 Fuino, Michel 2 Gerber, Hans U. 2 Hamel, Emmanuel 2 Hamm, Anna-Maria 2 Hanbali, Hamza 2 Helmert, Axel 2 Hong, Liang 2 Jijiie, Anca 2 Juillard, Marc 2 Kling, Alexander 2 Krühner, Paul 2 Liu, Xiaoming 2 Mackay, Anne 2 Millossovich, Pietro 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 Ruß, Jochen 2 Schiller, Frank 2 Schmidli, Hanspeter 2 Shiu, Elias S. W. 2 Thonhauser, Stefan 2 Tomas, Julien 2 Trufin, Julien 2 Vierkötter, Matthias 2 Weber, Stefan 2 Zagst, Rudi 1 Abdallah, Anas 1 Abgrall, Dominique 1 Adamic, Peter F. 1 Alexandrova, Maria 1 Alfonsi, Aurélien 1 Allali, Jeremy 1 Alm, Jonas 1 Amini-Seresht, Ebrahim 1 Apicella, Giovanna 1 Arbenz, Philipp 1 Artzner, Philippe 1 Asadi, Saeed 1 Asimit, Alexandru V. 1 Aurzada, Frank 1 Avram, Florin 1 Azcue, Pablo 1 Bacinello, Anna Rita 1 Badescu, Alexandru M. 1 Banik, Abhijit Datta 1 Bannör, Karl F. 1 Bardoutsos, Anastasios G. 1 Barrieu, Pauline M. 1 Bartunova, Anna 1 Barucci, Emilio 1 Baskakov, Valery 1 Bata, Katharina 1 Bauer, Daniel J. 1 Bäuerle, Nicole 1 Beirlant, Jan 1 Bergel, Agnieszka I. 1 Biard, Romain 1 Bierbaum, Jürgen 1 Bladt, Mogens 1 Boado-Penas, Carmen 1 Boado-Penas, M. Carmen 1 Bohnert, Alexander 1 Bonnin, François 1 Boonen, Tim J. 1 Both, Sandy 1 Breuer, Lothar 1 Brunner, Bernhard 1 Buck, Micha 1 Burkhart, Tobias 1 Cairns, Andrew J. G. 1 Carlehed, Magnus ...and 248 more Authors all top 5 Fields 184 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 79 Statistics (62-XX) 28 Probability theory and stochastic processes (60-XX) 6 Systems theory; control (93-XX) 4 General and overarching topics; collections (00-XX) 4 Numerical analysis (65-XX) 4 Computer science (68-XX) 3 Operations research, mathematical programming (90-XX) 2 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 112 Publications have been cited 446 times in 391 Documents Cited by ▼ Year ▼ The optimal dividend barrier in the gamma-omega model. Zbl 1219.91062Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. 40 2011 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 25 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 22 2012 Optimal risk transfers in insurance groups. Zbl 1270.91028Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 20 2013 Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs. Zbl 1222.91026Scheer, Natalie; Schmidli, Hanspeter 12 2011 Bayesian Poisson log-bilinear models for mortality projections with multiple populations. Zbl 1329.91111Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert 11 2015 Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044Korn, Ralf; Menkens, Olaf; Steffensen, Mogens 10 2012 Empirical likelihood inference for Haezendonck-Goovaerts risk measure. Zbl 1329.91072Peng, Liang; Wang, Xing; Zheng, Yanting 9 2015 Mathematical analysis of different approaches for replicating portfolios. Zbl 1329.91071Natolski, Jan; Werner, Ralf 8 2014 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227Pelsser, Antoon; Schweizer, Janina 7 2016 A subordinated Markov model for stochastic mortality. Zbl 1273.91239Liu, Xiaoming; Lin, X. Sheldon 7 2012 Capturing parameter risk with convex risk measures. Zbl 1277.91072Bannör, Karl F.; Scherer, Matthias 7 2013 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 7 2017 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 7 2012 Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151Asmussen, Søren; Biard, Romain 7 2011 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 6 2017 Shot-noise driven multivariate default models. Zbl 1256.91059Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 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 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 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 5 2015 Catastrophe risk bonds with applications to earthquakes. Zbl 1329.91076Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D. 5 2015 The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090Li, Shuanming; Sendova, Kristina P. 5 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 5 2013 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 5 2018 Revised version of: “Solvency requirement for a long-term guarantee: risk measures versus probability of ruin”. Zbl 1256.91061Devolder, Pierre 5 2011 Multiperiod insurance supervision: top-down models. Zbl 1229.91159Eisele, Karl-Theodor; Artzner, Philippe 5 2011 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 5 2013 Markov chain modeling of policyholder behavior in life insurance and pension. Zbl 1304.91111Henriksen, Lars Frederik Brandt; Nielsen, Jeppe Woetmann; Steffensen, Mogens; Svensson, Christian 5 2014 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 4 2015 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 4 2016 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 2017 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 4 2017 Classification of scale-sensitive telematic observables for riskindividual pricing. Zbl 1415.91167Weidner, W.; Transchel, F. W. G.; Weidner, R. 4 2016 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162Ratovomirija, Gildas 4 2016 Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163Chen, Ree Yongqing; Millossovich, Pietro 4 2018 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 Pricing a guaranteed annuity option under correlated and regime-switching risk factors. Zbl 1329.91062Gao, Huan; Mamon, Rogemar; Liu, Xiaoming 4 2015 Prediction error for credible claims reserves: an \(h\)-likelihood approach. Zbl 1304.91104Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano 4 2013 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334Chen, Yiqing; Yang, Yang 4 2019 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 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075Quijano Xacur, Oscar Alberto; Garrido, José 3 2015 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209Dickson, David C. M.; Qazvini, Marjan 3 2016 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 3 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 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157Maume-Deschamps, V.; Rullière, D.; Said, K. 3 2016 Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard 3 2016 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 3 2016 Asset-liability management for long-term insurance business. Zbl 1416.91145Albrecher, Hansjörg (ed.); Bauer, Daniel (ed.); Embrechts, Paul (ed.); Filipović, Damir (ed.); Koch-Medina, Pablo (ed.); Korn, Ralf (ed.); Loisel, Stéphane (ed.); Pelsser, Antoon (ed.); Schiller, Frank (ed.); Schmeiser, Hato (ed.); Wagner, Joël (ed.) 3 2018 Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060Ben Salah, Zied; Morales, Manuel 3 2012 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 Best estimate calculations of savings contracts by closed formulas: application to the ORSA. Zbl 1304.91093Bonnin, François; Planchet, Frédéric; Juillard, Marc 3 2014 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 3 2019 Modelling parameter uncertainty for risk capital calculation. Zbl 1329.91061Fröhlich, Andreas; Weng, Annegret 2 2015 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 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 2 2016 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 2 2012 Forecasting mortality: when academia meets practice. Zbl 1269.93022Gaille, Séverine 2 2012 Equalization reserves for natural catastrophes and shareholder value: a simulation study. Zbl 1273.91451Dacorogna, Michel M.; Albrecher, Hansjörg; Moller, Michael; Sahiti, Suzane 2 2013 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 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 2 2017 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 2 2017 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246Boonen, Tim J. 2 2017 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241Yuan, Zhongyi 2 2017 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148Shushi, Tomer 2 2017 A credibility approach of the Makeham mortality law. Zbl 1415.91163Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 2 2016 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209Milhaud, Xavier; Dutang, Christophe 2 2018 Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance. Zbl 1256.91033Planchet, Frédéric; Guibert, Quentin; Juillard, Marc 2 2012 Bivariate compound renewal sums with discounted claims. Zbl 1258.91106Léveillé, Ghislain 2 2012 An academic view on the illiquidity premium and market-consistent valuation in insurance. Zbl 1219.91075Wüthrich, Mario V. 2 2011 Optimal investment under transaction costs for an insurer. Zbl 1303.91161Thonhauser, Stefan 2 2013 Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129Valdez, Emiliano A. 2 2014 Old-age care prevalence in Switzerland: drivers and future development. Zbl 1422.91345Fuino, Michel; Wagner, Joël 2 2018 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373Pitacco, Ermanno 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 1422.91323Avram, 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 Matrix representations of life insurance payments. Zbl 1452.91262Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 2 2020 Optimal supervisory rules for pension funds under diverse pension security mechanisms. Zbl 1329.91059Chen, An; Clever, Simona 1 2015 Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance. Zbl 1329.91068Kreer, Markus; Kızılersü, Ayşe; Thomas, Anthony W.; Egídio dos Reis, Alfredo D. 1 2015 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448Bäuerle, Nicole; Pfeiffer, Robin 1 2013 A compound trend renewal model for medical/professional liabilities. Zbl 1405.91262Léveillé, Ghislain; Hamel, Emmanuel 1 2017 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 1 2017 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142Hong, Liang; Martin, Ryan 1 2017 Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149Arbenz, Philipp; Guevara-Alarcón, William 1 2016 Minimisation of penalty payments by investments and reinsurance. Zbl 1415.91166Vierkötter, 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 1415.91165Taylor, Greg 1 2016 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170Denuit, Michel; Legrand, Catherine 1 2018 Poisson regression and zero-inflated Poisson regression: application to private health insurance data. Zbl 1259.62081Mouatassim, Younès; Ezzahid, El Hadj 1 2012 Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne 1 2012 Reserve-dependent surrender rates. Zbl 1329.91077Tågholt Gad, Kamille Sofie; Juhl, Jeppe; Steffensen, Mogens 1 2015 Calibrating intensities for long-term care multiple-state Markov insurance model. Zbl 1329.91060Fleischmann, Anselm 1 2015 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. Zbl 1396.91292Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan 1 2015 Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models. Zbl 1329.62415Pigeon, Mathieu; de Frahan, Bruno Henry; Denuit, Michel 1 2014 The crash-NIG factor model. Zbl 1304.91233Schlösser, Anna; Zagst, Rudi 1 2013 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 1 2014 Matrix representations of life insurance payments. Zbl 1452.91262Bladt, Mogens; Asmussen, Søren; Steffensen, Mogens 2 2020 Mean-variance dynamic optimality for DC pension schemes. Zbl 1452.91275Menoncin, Francesco; Vigna, Elena 1 2020 Optimal risk sharing in insurance networks. An application to asset-liability management. Zbl 1452.91272Hamm, Anna-Maria; Knispel, Thomas; Weber, Stefan 1 2020 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218Denuit, Michel 1 2020 Mean reversion in stochastic mortality: why and how? Zbl 1455.91231Zeddouk, Fadoua; Devolder, Pierre 1 2020 Bivariate regular variation among randomly weighted sums in general insurance. Zbl 1422.91334Chen, Yiqing; Yang, Yang 4 2019 Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew 3 2019 Heterogeneity in mortality: a survey with an actuarial focus. Zbl 1422.91373Pitacco, Ermanno 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 1422.91323Avram, 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 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 On the gain of collaboration in a two dimensional ruin problem. Zbl 1446.91061Grandits, Peter 1 2019 Neural networks applied to chain-ladder reserving. Zbl 1422.91381Wüthrich, Mario V. 6 2018 On Pareto-optimal reinsurance with constraints under distortion risk measures. Zbl 1416.91191Jiang, Wenjun; Hong, Hanping; Ren, Jiandong 5 2018 Sex-specific mortality forecasting for UK countries: a coherent approach. Zbl 1416.91163Chen, Ree Yongqing; Millossovich, Pietro 4 2018 Asset-liability management for long-term insurance business. Zbl 1416.91145Albrecher, Hansjörg; Bauer, Daniel; Embrechts, Paul; Filipović, Damir; Koch-Medina, Pablo; Korn, Ralf; Loisel, Stéphane; Pelsser, Antoon; Schiller, Frank; Schmeiser, Hato; Wagner, Joël 3 2018 Lapse tables for lapse risk management in insurance: a competing risk approach. Zbl 1416.91209Milhaud, Xavier; Dutang, Christophe 2 2018 Old-age care prevalence in Switzerland: drivers and future development. Zbl 1422.91345Fuino, Michel; Wagner, Joël 2 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170Denuit, Michel; Legrand, Catherine 1 2018 Obituary: Ragnar Norberg (1945–2017). Zbl 1417.01019Barrieu, Pauline; Loisel, Stéphane; Neuhaus, Walther; Steffensen, Mogens 1 2018 The impact of longevity and investment risk on a portfolio of life insurance liabilities. Zbl 1422.91325Bacinello, Anna Rita; Millossovich, Pietro; Chen, An 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 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 7 2017 Machine learning techniques for mortality modeling. Zbl 1405.91254Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. 6 2017 Utility indifference pricing of insurance catastrophe derivatives. Zbl 1405.91256Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela 4 2017 Small population bias and sampling effects in stochastic mortality modelling. Zbl 1394.91201Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten 4 2017 Covariate selection from telematics car driving data. Zbl 1394.62151Wüthrich, Mario V. 3 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 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 2 2017 Equity-linked life insurance based on traditional products: the case of select products. Zbl 1405.91244Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen 2 2017 Solvency II solvency capital requirement for life insurance companies based on expected shortfall. Zbl 1405.91246Boonen, Tim J. 2 2017 An asymptotic characterization of hidden tail credit risk with actuarial applications. Zbl 1394.91241Yuan, Zhongyi 2 2017 Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148Shushi, Tomer 2 2017 A compound trend renewal model for medical/professional liabilities. Zbl 1405.91262Léveillé, Ghislain; Hamel, Emmanuel 1 2017 Applications of the central limit theorem for pricing cliquet-style options. Zbl 1405.91260Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg 1 2017 A review of Bayesian asymptotics in general insurance applications. Zbl 1394.62142Hong, Liang; Martin, Ryan 1 2017 The difference between LSMC and replicating portfolio in insurance liability modeling. Zbl 1394.91227Pelsser, Antoon; Schweizer, Janina 7 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 4 2016 Classification of scale-sensitive telematic observables for riskindividual pricing. Zbl 1415.91167Weidner, W.; Transchel, F. W. G.; Weidner, R. 4 2016 On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. Zbl 1415.91162Ratovomirija, Gildas 4 2016 Gerber-Shiu analysis of a risk model with capital injections. Zbl 1394.91209Dickson, David C. M.; Qazvini, Marjan 3 2016 On a capital allocation by minimization of some risk indicators. Zbl 1415.91157Maume-Deschamps, V.; Rullière, D.; Said, K. 3 2016 Closed-form solutions for guaranteed minimum accumulation and death benefits. Zbl 1415.91155Krayzler, Mikhail; Zagst, Rudi; Brunner, Bernhard 3 2016 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 3 2016 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 Rank-based methods for modeling dependence between loss triangles. Zbl 1394.91205Côté, Marie-Pier; Genest, Christian; Abdallah, Anas 2 2016 A credibility approach of the Makeham mortality law. Zbl 1415.91163Salhi, Yahia; Thérond, Pierre-E.; Tomas, Julien 2 2016 Risk measure preserving piecewise linear approximation of empirical distributions. Zbl 1415.91149Arbenz, Philipp; Guevara-Alarcón, William 1 2016 Minimisation of penalty payments by investments and reinsurance. Zbl 1415.91166Vierkötter, 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 1415.91165Taylor, Greg 1 2016 Bayesian Poisson log-bilinear models for mortality projections with multiple populations. Zbl 1329.91111Antonio, Katrien; Bardoutsos, Anastasios; Ouburg, Wilbert 11 2015 Empirical likelihood inference for Haezendonck-Goovaerts risk measure. Zbl 1329.91072Peng, Liang; Wang, Xing; Zheng, Yanting 9 2015 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 5 2015 Catastrophe risk bonds with applications to earthquakes. Zbl 1329.91076Shao, Jia; Pantelous, Athanasios; Papaioannou, Apostolos D. 5 2015 Best-estimate claims reserves in incomplete markets. Zbl 1344.91009Happ, Sebastian; Merz, Michael; Wüthrich, Mario V. 4 2015 Pricing a guaranteed annuity option under correlated and regime-switching risk factors. Zbl 1329.91062Gao, Huan; Mamon, Rogemar; Liu, Xiaoming 4 2015 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 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075Quijano Xacur, Oscar Alberto; Garrido, José 3 2015 Modelling parameter uncertainty for risk capital calculation. Zbl 1329.91061Fröhlich, Andreas; Weng, Annegret 2 2015 Optimal supervisory rules for pension funds under diverse pension security mechanisms. Zbl 1329.91059Chen, An; Clever, Simona 1 2015 Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance. Zbl 1329.91068Kreer, Markus; Kızılersü, Ayşe; Thomas, Anthony W.; Egídio dos Reis, Alfredo D. 1 2015 Reserve-dependent surrender rates. Zbl 1329.91077Tågholt Gad, Kamille Sofie; Juhl, Jeppe; Steffensen, Mogens 1 2015 Calibrating intensities for long-term care multiple-state Markov insurance model. Zbl 1329.91060Fleischmann, Anselm 1 2015 Parameter reduction in log-normal chain-ladder models. Zbl 1403.91202Verrall, Richard J.; Wüthrich, Mario V. 1 2015 On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. Zbl 1396.91292Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan 1 2015 Mathematical analysis of different approaches for replicating portfolios. Zbl 1329.91071Natolski, Jan; Werner, Ralf 8 2014 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 Markov chain modeling of policyholder behavior in life insurance and pension. Zbl 1304.91111Henriksen, Lars Frederik Brandt; Nielsen, Jeppe Woetmann; Steffensen, Mogens; Svensson, Christian 5 2014 Best estimate calculations of savings contracts by closed formulas: application to the ORSA. Zbl 1304.91093Bonnin, François; Planchet, Frédéric; Juillard, Marc 3 2014 Empirical investigation of insurance claim dependencies using mixture models. Zbl 1304.62129Valdez, Emiliano A. 2 2014 Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models. Zbl 1329.62415Pigeon, Mathieu; de Frahan, Bruno Henry; Denuit, Michel 1 2014 Hedging of long term zero-coupon bonds in a market model with reinvestment risk. Zbl 1307.91192Stefanovits, David; Wüthrich, Mario V. 1 2014 Modeling the effect of health: phase-type approach. Zbl 1304.91105Govorun, Maria; Latouche, Guy 1 2014 On a generalization of the expected discounted penalty function to include deficits at and beyond ruin. Zbl 1307.91094Ben Salah, Zied 1 2014 Optimal risk transfers in insurance groups. Zbl 1270.91028Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 20 2013 Capturing parameter risk with convex risk measures. Zbl 1277.91072Bannör, Karl F.; Scherer, Matthias 7 2013 The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090Li, Shuanming; Sendova, Kristina P. 5 2013 On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149Guo, Ling; Landriault, David; Willmot, Gordon E. 5 2013 Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed 5 2013 Prediction error for credible claims reserves: an \(h\)-likelihood approach. Zbl 1304.91104Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano 4 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 Equalization reserves for natural catastrophes and shareholder value: a simulation study. Zbl 1273.91451Dacorogna, Michel M.; Albrecher, Hansjörg; Moller, Michael; Sahiti, Suzane 2 2013 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 Optimal investment under transaction costs for an insurer. Zbl 1303.91161Thonhauser, Stefan 2 2013 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 A joint stock and bond market based on the hyperbolic Gaussian model. Zbl 1273.91448Bäuerle, Nicole; Pfeiffer, Robin 1 2013 The crash-NIG factor model. Zbl 1304.91233Schlösser, Anna; Zagst, Rudi 1 2013 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 25 2012 The Omega model: from bankruptcy to occupation times in the red. Zbl 1256.91057Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang 22 2012 Worst-case-optimal dynamic reinsurance for large claims. Zbl 1269.91044Korn, Ralf; Menkens, Olaf; Steffensen, Mogens 10 2012 A subordinated Markov model for stochastic mortality. Zbl 1273.91239Liu, Xiaoming; Lin, X. Sheldon 7 2012 Modeling accounting year dependence in runoff triangles. Zbl 1256.91034Salzmann, Robert; Wüthrich, Mario V. 7 2012 Shot-noise driven multivariate default models. Zbl 1256.91059Scherer, Matthias; Schmid, Ludwig; Schmidt, Thorsten 6 2012 Lévy systems and the time value of ruin for Markov additive processes. Zbl 1271.60060Ben Salah, Zied; Morales, Manuel 3 2012 Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar 2 2012 Forecasting mortality: when academia meets practice. Zbl 1269.93022Gaille, Séverine 2 2012 ...and 12 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 637 Authors 9 Denuit, Michel M. 9 Yang, Hailiang 8 Asimit, Alexandru V. 8 Zhou, Xiaowen 7 Albrecher, Hansjörg 7 Cheung, Ka Chun 7 Dhaene, Jan 7 Wüthrich, Mario Valentin 6 Cheung, Eric C. K. 5 Antonio, Katrien 5 Avanzi, Benjamin 5 Loisel, Stéphane 5 Pantelous, Athanasios A. 5 Thérond, Pierre-E. 5 Wang, Ruodu 5 Weng, Chengguo 5 Wong, Bernard 4 Assa, Hirbod 4 Cairns, Andrew J. G. 4 Christiansen, Marcus Christian 4 Hamel, Emmanuel 4 Li, Bo 4 Papaioannou, Apostolos D. 4 Salhi, Yahia 4 Trufin, Julien 4 Wagner, Joël 4 Wang, Rongming 4 Willmot, Gordon E. 4 Woo, Jae-Kyung 4 Yin, Chuancun 4 Yuan, Zhongyi 4 Yuen, Kam Chuen 4 Zeng, Yan 4 Zhang, Zhimin 3 Badescu, Alexandru M. 3 Balbás, Alejandro 3 Barigou, Karim 3 Boonen, Tim J. 3 Chi, Yichun 3 Devolder, Pierre 3 Di Bernardino, Elena 3 Dong, Hua 3 Eisele, Karl-Theodor 3 Fuino, Michel 3 Gao, Guangyuan 3 Gu, Ailing 3 Guillen, Montserrat 3 Hainaut, Donatien 3 Hanbali, Hamza 3 Hieber, Peter 3 Hu, Junlei 3 Ivanovs, Jevgeņijs 3 Jin, Zhuo 3 Kim, Eunseok 3 Korn, Ralf 3 Landriault, David 3 Léveillé, Ghislain 3 Li, Danping 3 Lin, X. Sheldon 3 Lopez, Olivier 3 Mailhot, Mélina 3 Mamon, Rogemar S. 3 Milhaud, Xavier 3 Palmowski, Zbigniew 3 Pelsser, Antoon A. J. 3 Peng, Liang 3 Pichler, Alois 3 Ramsden, Lewis 3 Renaud, Jean-François 3 Schmidt, Thorsten 3 Tang, Qihe 3 Tu, Vincent 3 Vellekoop, Michel H. 3 Vernic, Raluca 3 Viens, Frederi G. 3 Vierkötter, Matthias 3 Wang, Xing 3 Wei, Yunran 3 Yang, Lin 3 Young, Virginia R. 3 Zhao, Yongxia 2 Abdallah, Anas 2 Asmussen, Søren 2 Avram, Florin 2 Balbás, Beatriz 2 Balbás, Raquel 2 Beck, Nicholas 2 Belles-Sampera, Jaume 2 Bellini, Fabio 2 Blake, David 2 Bohnert, Alexander 2 Boucher, Jean-Philippe 2 Casalini, Riccardo 2 Chen, Mi 2 Chen, Ye 2 Chen, Yiqing 2 Chen, Zhenlong 2 Chong, Wing Fung 2 Cossette, Hélène 2 Cousin, Areski ...and 537 more Authors all top 5 Cited in 76 Journals 106 Insurance Mathematics & Economics 47 European Actuarial Journal 41 ASTIN Bulletin 32 Scandinavian Actuarial Journal 11 Statistics & Probability Letters 11 North American Actuarial Journal 8 Journal of Computational and Applied Mathematics 7 Methodology and Computing in Applied Probability 6 Quantitative Finance 6 Decisions in Economics and Finance 5 Advances in Applied Probability 5 Journal of Applied Probability 5 European Journal of Operational Research 5 Finance and Stochastics 4 Journal of Mathematical Analysis and Applications 4 Applied Mathematics and Computation 4 International Journal of Theoretical and Applied Finance 4 Journal of Industrial and Management Optimization 4 Dependence Modeling 3 SIAM Journal on Control and Optimization 2 Journal of Multivariate Analysis 2 Acta Mathematicae Applicatae Sinica. English Series 2 Japan Journal of Industrial and Applied Mathematics 2 Communications in Statistics. Theory and Methods 2 Journal of Statistical Computation and Simulation 2 Stochastic Processes and their Applications 2 Mathematical Problems in Engineering 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Stochastic Models 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Mathematics and Financial Economics 2 Statistics & Risk Modeling 2 Modern Stochastics. Theory and Applications 1 Journal of Mathematical Biology 1 Lithuanian Mathematical Journal 1 Journal of Optimization Theory and Applications 1 Kybernetika 1 Mathematics of Operations Research 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Operations Research 1 Siberian Mathematical Journal 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Queueing Systems 1 The Annals of Applied Probability 1 YUJOR. Yugoslav Journal of Operations Research 1 Communications in Statistics. Simulation and Computation 1 Potential Analysis 1 Applied Mathematics. Series B (English Edition) 1 Theory of Probability and Mathematical Statistics 1 Journal of Mathematical Sciences (New York) 1 Applied Mathematical Finance 1 Lifetime Data Analysis 1 Bernoulli 1 Mathematical Finance 1 Mathematical Methods of Operations Research 1 Discrete Dynamics in Nature and Society 1 Acta Mathematica Sinica. English Series 1 Probability in the Engineering and Informational Sciences 1 Lobachevskii Journal of Mathematics 1 Nonlinear Analysis. Modelling and Control 1 Journal of Systems Science and Complexity 1 Statistical Modelling 1 Journal of Applied Mathematics and Computing 1 Review of Derivatives Research 1 SORT. Statistics and Operations Research Transactions 1 Stochastics 1 Electronic Journal of Statistics 1 Banach Journal of Mathematical Analysis 1 SIAM Journal on Financial Mathematics 1 Probability Surveys 1 Annals of Finance 1 Stochastic Systems 1 East Asian Journal on Applied Mathematics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 19 Fields 345 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 158 Statistics (62-XX) 126 Probability theory and stochastic processes (60-XX) 26 Systems theory; control (93-XX) 16 Operations research, mathematical programming (90-XX) 12 Numerical analysis (65-XX) 8 Computer science (68-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Partial differential equations (35-XX) 5 Functional analysis (46-XX) 5 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) Citations by Year