European Actuarial Journal, December 2022

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<tableOfContents displayLabel="Contents">Ermano Pitacco -- Discussion on A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach' (Fleichmann et al.) -- Model transparency and interpretability: survey and application to the insurance industry -- A nonparametric sequential learning procedure for estimating the pure premium -- Loss amount prediction from textual data using a double GLM with shrinkage and selection -- The effect of risk constraints on the optimal insurance policy -- Optimal multidimensional reinsurance policies under a common shock dependency structure -- Extremes for a general contagion risk measure -- Dynamic surplus optimization with performance- and index-linked liabilities -- Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees -- Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer? -- Discussion on Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer? -- Efficient use of data for LSTM mortality forecasting -- Derivation of biometrically dependent cash flows -- Semi-markov modeling for cancer insurance -- The slowdown in mortality improvement rates 20112017: a multi-country analysis -- Optimal dynamic reinsurance with worst-case default of the reinsurer -- The only constant is change: opportunities and challenges for actuaries in a changing world</tableOfContents>
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<text>12/12/2022 Volúmen 12 - Número 2 - diciembre 2022 , 426 p.</text>
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