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Content
November 2024, Volume 18, Issue 3
- 540-578 On clustering levels of a hierarchical categorical risk factor
by Campo, Bavo D.C. & Antonio, Katrien
- 579-604 Nonparametric intercept regularization for insurance claim frequency regression models
by Lee, Gee Y. & Jeong, Himchan
- 605-625 Boosted Poisson regression trees: a guide to the BT package in R
by Willame, Gireg & Trufin, Julien & Denuit, Michel
- 626-643 Modeling mortality with Kernel Principal Component Analysis (KPCA) method
by Wu, Yuanqi & Chen, Andrew & Xu, Yanbin & Pan, Guangming & Zhu, Wenjun
- 644-674 Interpretable zero-inflated neural network models for predicting admission counts
by Jose, Alex & Macdonald, Angus S. & Tzougas, George & Streftaris, George
- 675-691 Black-box guided generalised linear model building with non-life pricing applications
by Lindholm, Mathias & Palmquist, Johan
- 692-711 Distill knowledge of additive tree models into generalized linear models: a new learning approach for non-smooth generalized additive models
by Maillart, Arthur & Robert, Christian
- 712-739 Smoothness and monotonicity constraints for neural networks using ICEnet
by Richman, Ronald & Wüthrich, Mario V.
July 2024, Volume 18, Issue 2
- 242-269 Epidemic modelling and actuarial applications for pandemic insurance: a case study of Victoria, Australia
by Zhai, Chang & Chen, Ping & Jin, Zhuo & Siu, Tak Kuen
- 270-309 Modeling and management of cyber risk: a cross-disciplinary review
by He, Rong & Jin, Zhuo & Li, Johnny Siu-Hang
- 310-341 The discrete-time arbitrage-free Nelson-Siegel model: a closed-form solution and applications to mixed funds representation
by Eghbalzadeh, Ramin & Godin, Frédéric & Gaillardetz, Patrice
- 342-378 GEMAct: a Python package for non-life (re)insurance modeling
by Pittarello, Gabriele & Luini, Edoardo & Marchione, Manfred Marvin
- 379-422 DivFolio: a Shiny application for portfolio divestment in green finance wealth management
by Marupanthorn, Pasin & Peters, Gareth W. & Ofosu-Hene, Eric D. & Nikitopoulos, Christina S. & Richards, Kylie-Anne
- 423-441 De-risking in multi-state life and health insurance
by Levantesi, Susanna & Menzietti, Massimiliano & Nyegaard, Anna Kamille
- 442-473 Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks
by Hainaut, Donatien
- 474-508 Package CovRegpy: Regularized covariance regression and forecasting in Python
by van Jaarsveldt, Cole & Peters, Gareth W. & Ames, Matthew & Chantler, Mike
- 509-533 Bonus-Malus Scale premiums for Tweedie’s compound Poisson models
by Boucher, Jean-Philippe & Coulibaly, Raïssa
- 534-534 Genetic testing and actuarial science – ERRATUM
by Macdonald, Angus S.
March 2024, Volume 18, Issue 1
- 5-29 On Bayesian credibility mean for finite mixture distributions
by Jahanbani, Ehsan & Payandeh Najafabadi, Amir T. & Masoumifard, Khaled
- 30-50 Neural networks for quantile claim amount estimation: a quantile regression approach
by Laporta, Alessandro G. & Levantesi, Susanna & Petrella, Lea
- 51-77 Joint models for cause-of-death mortality in multiple populations
by Huynh, Nhan & Ludkovski, Mike
- 78-101 Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints
by Doan, Bao & Reeves, Jonathan J. & Sherris, Michael
- 102-125 Detection and treatment of outliers for multivariate robust loss reserving
by Avanzi, Benjamin & Lavender, Mark & Taylor, Greg & Wong, Bernard
- 126-151 Lapse risk modeling in insurance: a Bayesian mixture approach
by Lobo, Viviana G. R. & Fonseca, Thaís C. O. & Alves, Mariane B.
- 152-175 Individual life insurance during epidemics
by Francis, Laura & Steffensen, Mogens
- 176-204 Error propagation and attribution in simulation-based capital models
by Crispin, Daniel J.
- 205-236 Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
by Cotticelli, Stefano & Savelli, Nino
November 2023, Volume 17, Issue 3
- 420-437 An uncertainty-based risk management framework for climate change risk
by Kiesel, Rüdiger & Stahl, Gerhard
- 438-458 Plant growth stages and weather index insurance design
by Zou, Jing & Odening, Martin & Okhrin, Ostap
- 459-478 Impact of combination methods on extreme precipitation projections
by Jessup, Sébastien & Mailhot, Mélina & Pigeon, Mathieu
- 479-502 An assessment of model risk in pricing wind derivatives
by Gracianti, Giovani & Zhou, Rui & Li, Johnny Siu-Hang & Wu, Xueyuan
- 503-546 Pseudo-model-free hedging for variable annuities via deep reinforcement learning
by Chong, Wing Fung & Cui, Haoen & Li, Yuxuan
- 547-579 How do empirical estimators of popular risk measures impact pro-cyclicality?
by Bräutigam, Marcel & Kratz, Marie
- 580-605 Auto-balanced common shock claim models
by Taylor, Greg & Vu, Phuong Anh
- 606-642 Package AdvEMDpy: Algorithmic variations of empirical mode decomposition in Python
by van Jaarsveldt, Cole & Ames, Matthew & Peters, Gareth W. & Chantler, Mike
- 643-646 Some comments on “A Hermite spline approach for modelling population mortality” by Tang, Li & Tickle (2022)
by Richards, Stephen J.
July 2023, Volume 17, Issue 2
- 219-242 Eliminating proxy errors from capital estimates by targeted exact computation
by Crispin, Daniel J. & Kinsley, Sam M.
- 243-284 A Hermite spline approach for modelling population mortality
by Tang, Sixian & Li, Jackie & Tickle, Leonie
- 285-327 Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
by Peters, Gareth W. & Chudtong, Mantana & De Gaetano, Andrea
- 328-357 On impact of largest claims reinsurance treaties on the ceding company’s loss reserve
by Atatalab, Fatemeh & Payandeh Najafabadi, Amir T
- 358-384 Long-term option pricing with a lower reflecting barrier
by Thomas, R. Guy
- 385-414 An attribution analysis of investment risk sharing in collective defined contribution schemes
by Barajas-Paz, Andres & Donnelly, Catherine
March 2023, Volume 17, Issue 1
- 7-35 SPLICE: a synthetic paid loss and incurred cost experience simulator
by Avanzi, Benjamin & Taylor, Greg & Wang, Melantha
- 36-62 Bonus-Malus Scale models: creating artificial past claims history
by Boucher, Jean-Philippe
- 63-82 The moments of the time of ruin in Sparre Andersen risk models
by Dickson, David C.M.
- 83-117 Modelling the burden of long-term care for institutionalised elderly based on care duration and intensity
by Bladt, Martin & Fuino, Michel & Shemendyuk, Aleksandr & Wagner, Joël
- 118-144 Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack
by Siegenthaler, Filippo
- 145-169 Panjer class revisited: one formula for the distributions of the Panjer (a,b,n) class
by Fackler, Michael
- 170-207 Less-expensive long-term annuities linked to mortality, cash and equity
by Fergusson, Kevin & Platen, Eckhard
- 208-211 Benchmarks for the benchmark approach to valuing long-term insurance liabilities: comment on Fergusson & Platen (2023)
by Bauer, Daniel
November 2022, Volume 16, Issue 3
- 430-452 Real-time measurement of portfolio mortality levels in the presence of shocks and reporting delays
by Richards, Stephen J.
- 453-477 A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects
by Zhou, Rui & Li, Johnny Siu-Hang
- 478-497 COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation
by Carannante, Maria & D’Amato, Valeria & Haberman, Steven
- 498-526 The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19
by Schnürch, Simon & Kleinow, Torsten & Korn, Ralf & Wagner, Andreas
- 527-546 A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components
by Clemente, Gian Paolo & Della Corte, Francesco & Savelli, Nino
July 2022, Volume 16, Issue 2
- 214-242 Impact of the choice of risk assessment time horizons on defined benefit pension schemes
by Andrews, Douglas & Bonnar, Stephen & Curtis, Lori J. & Oberoi, Jaideep S. & Pittea, Aniketh & Tapadar, Pradip
- 243-260 Empirical tests for ex post moral hazard in a market for automobile insurance
by Rowell, David & Nghiem, Son & Connelly, Luke B.
- 261-287 Pricing insurance policies with offsetting relationship
by Hanbali, Hamza
- 288-288 Pricing insurance policies with offsetting relationship – ERRATUM
by Hanbali, Hamza
- 289-318 Functional disability with systematic trends and uncertainty: a comparison between China and the US
by Fu, Yu & Sherris, Michael & Xu, Mengyi
- 319-348 Dynamic importance allocated nested simulation for variable annuity risk measurement
by Dang, Ou & Feng, Mingbin & Hardy, Mary R.
- 349-366 On RVaR-based optimal partial hedging
by Melnikov, Alexander & Wan, Hongxi
- 367-383 Optimal investment strategy for a DC pension fund plan in a finite horizon time: an optimal stochastic control approach
by Vahabi, Saman & Payandeh Najafabadi, Amir T.
- 384-400 On the integration of deterministic opinions into mortality smoothing and forecasting
by Djeundje, Viani Biatat
- 401-424 Bayesian vine copulas for modelling dependence in data breach losses
by Liu, Jia & Li, Jackie & Daly, Kevin
March 2022, Volume 16, Issue 1
- 6-24 Modelling random vectors of dependent risks with different elliptical components
by Landsman, Zinoviy & Shushi, Tomer
- 25-41 Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
by Gaillardetz, Patrice & Hachem, Saeb & Moghtadai, Mehran
- 42-67 Automatic analysis of insurance reports through deep neural networks to identify severe claims
by Cohen Sabban, Isaac & Lopez, Olivier & Mercuzot, Yann
- 68-94 Valuation of long-term care options embedded in life annuities
by Chen, An & Fuino, Michel & Sehner, Thorsten & Wagner, Joël
- 95-118 Tree-based models for variable annuity valuation: parameter tuning and empirical analysis
by Quan, Zhiyu & Gan, Guojun & Valdez, Emiliano
- 119-135 Joint modelling of male and female mortality rates using adaptive P-splines
by Tang, Kai Hon & Dodd, Erengul & Forster, Jonathan J.
- 136-150 Imprecise credibility theory
by Hong, Liang & Martin, Ryan
- 151-182 A robust random coefficient regression representation of the chain-ladder method
by Badounas, Ioannis & Bozikas, Apostolos & Pitselis, Georgios
- 183-209 Conditional mean risk sharing in the individual model with graphical dependencies
by Denuit, Michel & Robert, Christian Y.
November 2021, Volume 15, Issue 3
- 488-503 Multifactorial disorders and polygenic risk scores: predicting common diseases and the possibility of adverse selection in life and protection insurance
by Maxwell, Jessye M. & Russell, Richard A. & Wu, Hei Man & Sharapova, Natasha & Banthorpe, Peter & O’Reilly, Paul F & Lewis, Cathryn M
- 504-504 Multifactorial disorders and polygenic risk scores: predicting common diseases and the possibility of adverse selection in life and protection insurance – CORRIGENDUM
by Maxwell, Jessye M. & Russell, Richard A. & Wu, Hei Man & Sharapova, Natasha & Banthorpe, Peter & O’Reilly, Paul F & Lewis, Cathryn M
- 505-518 Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities
by Li, Jackie & Balasooriya, Uditha & Liu, Jia
- 519-548 Mortality forecasting using a Lexis-based state-space model
by Andersson, Patrik & Lindholm, Mathias
- 549-566 Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
by Chen, Wen & Koo, Bonsoo & Wang, Yunxiao & O’Hare, Colin & Langrené, Nicolas & Toscas, Peter & Zhu, Zili
- 567-604 Mortality models incorporating long memory for life table estimation: a comprehensive analysis
by Yan, Hongxuan & Peters, Gareth W. & Chan, Jennifer
- 605-622 Extracting information from textual descriptions for actuarial applications
by Manski, Scott & Yang, Kaixu & Lee, Gee Y. & Maiti, Tapabrata
- 623-644 A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
by Jang, Jiwook & Oh, Rosy
July 2021, Volume 15, Issue 2
- 207-229 AI in actuarial science – a review of recent advances – part 1
by Richman, Ronald
- 230-258 AI in actuarial science – a review of recent advances – part 2
by Richman, Ronald
- 259-275 A neural network model for solvency calculations in life insurance
by Fernandez-Arjona, Lucio
- 276-290 Clustering driving styles via image processing
by Zhu, Rui & Wüthrich, Mario V.
- 291-317 Statistical features of persistence and long memory in mortality data
by Peters, Gareth W. & Yan, Hongxuan & Chan, Jennifer
- 318-345 Multi-output Gaussian processes for multi-population longevity modelling
by Huynh, Nhan & Ludkovski, Mike
- 346-366 A neural network extension of the Lee–Carter model to multiple populations
by Richman, Ronald & Wüthrich, Mario V.
- 367-393 A spatial machine learning model for analysing customers’ lapse behaviour in life insurance
by Hu, Sen & O’Hagan, Adrian & Sweeney, James & Ghahramani, Mohammadhossein
- 394-418 A practical support vector regression algorithm and kernel function for attritional general insurance loss estimation
by Kwasa, Shadrack & Jones, Daniel
- 419-440 LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model
by Tseung, Spark C. & Badescu, Andrei L. & Fung, Tsz Chai & Lin, X. Sheldon
- 441-457 mvClaim: an R package for multivariate general insurance claims severity modelling
by Hu, Sen & Murphy, T. Brendan & O’Hagan, Adrian
- 458-483 Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis
by Pesenti, Silvana M. & Bettini, Alberto & Millossovich, Pietro & Tsanakas, Andreas
March 2021, Volume 15, Issue 1
- 1-13 Analytic expressions for annuities based on Makeham–Beard mortality laws
by Bowie, David C.
- 14-39 Multivariate Hawkes process for cyber insurance
by Bessy-Roland, Yannick & Boumezoued, Alexandre & Hillairet, Caroline
- 40-56 Healthy life expectancy in China: Modelling and implications for public and private insurance
by Li, Han & Hanewald, Katja & Wu, Shang
- 57-81 On the use of Archimedean copulas for insurance modelling
by Kularatne, Thilini Dulanjali & Li, Jackie & Pitt, David
- 82-114 Home and Motor insurance joined at a household level using multivariate credibility
by Pechon, Florian & Denuit, Michel & Trufin, Julien
- 115-143 Valuation of no-negative-equity guarantees with a lower reflecting barrier
by Thomas, R. Guy
- 144-172 Fitting multi-population mortality models to socio-economic groups
by Wen, Jie & Cairns, Andrew J.G. & Kleinow, Torsten
- 173-203 On unbalanced data and common shock models in stochastic loss reserving
by Avanzi, Benjamin & Taylor, Greg & Vu, Phuong Anh & Wong, Bernard
- 204-204 Mortality Projections using Generalized Additive Models with applications to annuity values for the Irish population – CORRIGENDUM
by Hall, M. & Friel, N.
September 2020, Volume 14, Issue 2
- 262-277 Longevity trend risk over limited time horizons
by Richards, Stephen J. & Currie, Iain D. & Kleinow, Torsten & Ritchie, Gavin P.
- 278-301 Asymmetry in mortality volatility and its implications on index-based longevity hedging
by Zhou, Kenneth Q. & Li, Johnny Siu-Hang
- 302-315 Optimal portfolio choice with tontines under systematic longevity risk
by Gemmo, Irina & Rogalla, Ralph & Weinert, Jan-Hendrik
- 316-337 Linking annuity benefits to the longevity experience: alternative solutions
by Olivieri, Annamaria & Pitacco, Ermanno
- 338-357 Variability in pension products: a comparison study between The Netherlands and Denmark
by Balter, Anne G. & Kallestrup-Lamb, Malene & Rangvid, Jesper
- 358-383 An investigation into the impact of deprivation on demographic inequalities in adults
by Mayhew, Les & Harper, Gillian & Villegas, Andrés M.
- 384-419 Mortality in the US by education level
by Redondo Lourés, Cristian & Cairns, Andrew J. G.
- 420-444 Mortality data reliability in an internal model
by Balland, Fabrice & Boumezoued, Alexandre & Devineau, Laurent & Habart, Marine & Popa, Tom
- 445-460 CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family
by Dowd, Kevin & Cairns, Andrew J. G. & Blake, David
- 461-499 Identifiability in age/period mortality models
by Hunt, Andrew & Blake, David
- 500-536 Identifiability in age/period/cohort mortality models
by Hunt, Andrew & Blake, David
- 537-566 Constraints, the identifiability problem and the forecasting of mortality
by Currie, Iain D.
March 2020, Volume 14, Issue 1
- 1-19 Alternative modelling and inference methods for claim size distributions
by Raschke, Mathias
- 20-41 A graphical model approach to simulating economic variables over long horizons
by Oberoi, Jaideep S. & Pittea, Aniketh & Tapadar, Pradip
- 42-71 Insurance ratemaking using the Exponential-Lognormal regression model
by Tzougas, George & Yik, Woo Hee & Mustaqeem, Muhammad Waqar
- 72-82 Forecasting health expenses using a functional data model
by Piontkowski, Jens
- 83-92 The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits
by Ulm, Eric R.
- 93-128 Estimation of conditional mean squared error of prediction for claims reserving
by Lindholm, Mathias & Lindskog, Filip & Wahl, Felix
- 129-137 The profiles of public and private patients in maternal healthcare: a longitudinal study to examine adverse selection
by William, Jananie & Loong, Bronwyn & Chojenta, Catherine & Loxton, Deborah
- 138-149 Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices
by Wilkie, A. D. & Şahin, Şule
- 150-169 Forecasting age distribution of death counts: an application to annuity pricing
by Shang, Han Lin & Haberman, Steven
- 170-187 Risk management with Tail Quasi-Linear Means
by Bäuerle, Nicole & Shushi, Tomer
- 188-218 Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements
by Konstandatos, Otto
September 2019, Volume 13, Issue 2
- 219-240 The design of pension contracts: on the perspective of customers
by Mei, Zhaoxun
- 241-267 Beta transform and discounted aggregate claims under dependency
by Zhang, Zhehao & Li, Shuanming
- 268-294 Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown
by Han, Xia & Liang, Zhibin & Zhang, Caibin
- 295-307 An analysis of the feasibility of an extreme operational risk pool for banks
by Li, Yifei & Allan, Neil & Evans, John
- 308-319 An identity based on the generalised negative binomial distribution with applications in ruin theory
by Dickson, David C. M.
- 320-333 A review of global banking regulation under an assumption of complexity
by Evans, John & Li, Yifei
- 334-359 Back-testing the chain-ladder method
by Gabrielli, Andrea & Wüthrich, Mario V.
- 360-377 Analysis of financial events under an assumption of complexity
by Li, Yifei & Evans, John
- 378-399 Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
by Denuit, Michel & Guillen, Montserrat & Trufin, Julien
- 400-416 Methods for generating coherent distortion risk measures
by Samanthi, Ranadeera G.M. & Sepanski, Jungsywan
- 417-419 Implementing Enterprise Risk Management – From Methods to Applications, James Lam, Wiley, 2017, 432pp. (hardback), £80. ISBN 9780471745198
by Gayen, Mayukh
- 420-425 Loss Coverage: Why Insurance Works Better with Some Adverse Selection, Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018, 274pp, ISBN: 978-1-107-49590-6
by Hoy, Michael
- 426-426 Loss Coverage: Why Insurance Works Better with Some Adverse Selection, Edited by R. Guy Thomas, Cambridge: Cambridge University Press, 2018, 274pp, ISBN: 978-1-107-49590-6 – ERRATUM
by Hoy, Michael
March 2019, Volume 13, Issue 1
- 1-35 An actuarial investigation into maternal out-of-hospital cost risk factors
by William, Jananie & Chojenta, Catherine & Martin, Michael A. & Loxton, Deborah
- 36-66 Comparing Solvency II and Life and General Insurance Capital approaches to capital determination of a life portfolio in the presence of stress scenarios
by Tan, Kangjing & Bruhn, Aaron
- 67-79 Real-time Bayesian non-parametric prediction of solvency risk
by Hong, Liang & Martin, Ryan
- 80-91 An analysis of power law distributions and tipping points during the global financial crisis
by Li, Yifei & Shi, Lei & Allan, Neil & Evans, John
- 92-108 Yet more on a stochastic economic model: Part 5: a vector autoregressive (VAR) Model for retail prices and wages
by Wilkie, A. D. & Şahin, Şule
- 109-144 Cohort effects in mortality modelling: a Bayesian state-space approach
by Fung, Man Chung & Peters, Gareth W. & Shevchenko, Pavel V.
- 145-165 Modelling multi-state health transitions in China: a generalised linear model with time trends
by Hanewald, Katja & Li, Han & Shao, Adam W.
- 166-197 Assessing basis risk in index-based longevity swap transactions
by Li, Jackie & Li, Johnny Siu-Hang & Tan, Chong It & Tickle, Leonie
- 198-213 Optimal insurance control for insurers with jump-diffusion risk processes
by Tian, Linlin & Bai, Lihua
- 214-216 Leases for Lives – Life Contingent Contracts and the Emergence of Actuarial Science in 18th-Century England, by David R. Bellhouse, CambridgeCambridge: Cambridge University Press, 2017 xii, 261 pp; ISBN:9781107111769
by Lewin, Chris
- 217-218 Financial Enterprise Risk Management,Paul Sweeting, 2nd edition, Cambridge University Press, 2017, 601pp. (hardback), ISBN: 978-1-107-18461-9
by Gregson, Gemma
September 2018, Volume 12, Issue 2
- 211-232 A change of paradigm for the insurance industry
by Dacorogna, Michel
- 233-248 A simple isochore model evidencing regulation risk
by Véhel, J. Lévy
- 249-268 Dynamic risk measures for stochastic asset processes from ruin theory
by Shimizu, Yasutaka & Tanaka, Shuji
- 269-295 Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window
by Cheung, Eric C. K. & Dai, Suhang & Ni, Weihong
- 296-325 A plan of capital injections based on the claims frequency
by Xu, Ran & Woo, Jae-Kyung & Han, Xixuan & Yang, Hailiang
- 326-337 Optimal barrier strategy for spectrally negative Lévy process discounted by a class of exponential Lévy processes
by Jiang, Huanqun
- 338-349 Non-parametric estimation for a pure-jump Lévy process
by Cai, Chunhao & Guo, Junyi & You, Honglong
- 350-371 On age difference in joint lifetime modelling with life insurance annuity applications
by Dufresne, François & Hashorva, Enkelejd & Ratovomirija, Gildas & Toukourou, Youssouf
- 372-390 The efficacy of life insurance company general account equity asset allocations: a safety-first perspective using vine copulas
by Timmer, Ryan & Broussard, John Paul & Booth, G. Geoffrey
- 391-411 Mixture copulas and insurance applications
by Tamraz, Maissa
- 412-432 Asymptotic tail behaviour of phase-type scale mixture distributions
by Rojas-Nandayapa, Leonardo & Xie, Wangyue
- 433-454 Validation of aggregated risks models
by Dacorogna, Michel & Elbahtouri, Laila & Kratz, Marie
- 455-478 Conditional Monte Carlo for sums, with applications to insurance and finance
by Asmussen, Søren
March 2018, Volume 12, Issue 1
- 1-22 A stochastic Expectation–Maximisation (EM) algorithm for construction of mortality tables
by Esparza, Luz Judith R. & Baltazar-Larios, Fernando
- 23-48 Ruin problems in Markov-modulated risk models
by Dickson, David C.M. & Qazvini, Marjan
- 49-66 The cost and value of UK pensions
by Sweeting, Paul J.
- 67-105 Yet more on a stochastic economic model: Part 4: a model for share earnings, dividends, and prices
by Wilkie, A. D. & Şahin, Şule
- 106-129 An actuarial investigation into maternal hospital cost risk factors for public patients
by William, Jananie & Martin, Michael A. & Chojenta, Catherine & Loxton, Deborah
- 130-146 An optimal multi-layer reinsurance policy under conditional tail expectation
by Najafabadi, Amir T. Payandeh & Bazaz, Ali Panahi
- 147-184 Optimal reinsurance: a reinsurer’s perspective
by Huang, Fei & Yu, Honglin
- 185-203 Projection models for health expenses
by Christiansen, Marcus & Denuit, Michel & Lucas, Nathalie & Schmidt, Jan-Philipp
- 204-205 A History of British Actuarial Thought, Turnbull Craig, Palgrave Macmillan, 2017, Cham, Switzerland, 345pp, ISBN: 978-3-319-33182-9
by Smith, Andrew
September 2017, Volume 11, Issue 2
- 213-236 Telematic driving profile classification in car insurance pricing
by Weidner, Wiltrud & Transchel, Fabian W.G. & Weidner, Robert
- 237-252 Comparing the riskiness of dependent portfolios via nested L-statistics
by Samanthi, Ranadeera G.M. & Wei, Wei & Brazauskas, Vytaras
- 253-285 Explicitly incorporating virtues into actuarial education
by Asher, Anthony
- 286-314 Demographic risk in deep-deferred annuity valuation
by Ji, Min & Zhou, Rui
- 315-342 An analysis of operational risk events in US and European Banks 2008–2014
by Li, Yifei & Allan, Neil & Evans, John
- 343-389 A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting
by Fung, Man Chung & Peters, Gareth W. & Shevchenko, Pavel V.
- 390-411 Application of bivariate negative binomial regression model in analysing insurance count data
by Liu, Feng & Pitt, David
- 412-419 Papers From Actuarial Journals Worldwide
by Anonymous
- 420-421 Stochastic Interest Rates, Daragh McInerney and Tomasz Zastawniak, Cambridge University Press, Cambridge, August 2015, 169pp. (paperback), ISBN: 9780521175692
by Kapadia, Advait
March 2017, Volume 11, Issue 1
- 1-19 Optimal strategies for a non-linear premium-reserve model in a competitive insurance market
by Pantelous, Athanasios A. & Passalidou, Eudokia
- 20-45 Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results
by Huang, Fei & Browne, Bridget
- 46-66 Mortality forecasting using a modified CMI Mortality Projections Model for China II: cities, towns and counties
by Huang, Fei
- 67-73 A note on the optimal dividends paid in a foreign currency
by Eisenberg, Julia & Krühner, Paul
- 74-99 Yet more on a stochastic economic model: Part 3A: stochastic interpolation: Brownian and Ornstein–Uhlenbeck (OU) bridges
by Wilkie, A. D. & Şahin, Şule
- 100-127 Yet more on a stochastic economic model: Part 3B: stochastic bridging for retail prices and wages
by Wilkie, A. D. & Şahin, Şule
- 128-163 Yet more on a stochastic economic model: Part 3C: stochastic bridging for share yields and dividends and interest rates
by Wilkie, A. D. & Şahin, Şule
- 164-212 Papers From Actuarial Journals Worldwide
by Anonymous
September 2016, Volume 10, Issue 2
- 169-202 The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund
by Thomson, Robert J. & Reddy, Taryn L.
- 203-221 Aggregation of 1-year risks in life and disability insurance
by Djehiche, Boualem & Löfdahl, Björn
- 222-235 Modelling the reverse select and ultimate mortality experience of UK ill-health retirement occupational pension scheme members
by Hall, Mary & Daly, Linda
- 236-269 On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy
by Cheung, Eric C.K. & Liu, Haibo
- 270-284 An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events
by Brown, Garfield O. & Buckley, Winston S.
- 285-302 LOESS smoothed density estimates for multivariate survival data subject to censoring and masking
by Adamic, Peter & Guse, Jenna
- 303-321 The fuzzy Bornhuetter–Ferguson method: an approach with fuzzy numbers
by Heberle, Jochen & Thomas, Anne
- 322-377 Papers From Actuarial Journals Worldwide
by Anonymous
March 2016, Volume 10, Issue 1
Printed from https://ideas.repec.org/s/cup/anacsi.html
