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European Actuarial Journal-Volúmen 11 - Número 1 - junio 2021

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Publicación: European Actuarial Journal

Número: Volúmen 11 - Número 1 - junio 2021

Tipo: Normal

Derechos: InC

Título Autor Páginas Contenido
The Standard formula of Solvency II : a critical discussion Scherer, Matthias p. 3-20
Objetos digitales
Current developments in German pension schemes : What are the benefits of the new target pension? Chen, An p. 21-47
Objetos digitales
The Modern tontine Weinert, Jan-Hendrik p. 49-86
Objetos digitales
A Measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio Eckert, Jonas p. 87-112
Exchangeable mortality projection Shapovalov, Vered 113-133
Waiting period from diagnosis for mortgage insurance issued to cancer survivors p. 135-160
Indifference pricing of reinsurance with reinstatements using coherent monetary criteria Kazi-Tani, Nabil p. 161-183
Making Tweedie's compound Poisson model more accessible Delong, Lukasz p. 185-226
Objetos digitales
Multi-population mortality modelling and forecasting : a hierarchical credibility regression approach Bozikas, Apostolos p. 231-267
Estimation error and bootstrapping in the chain-ladder model of Mack Gisler, Alois p. 269-283
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes Wang, Wenyuan p. 285-317
An elementary derivation of Hattendorff's theorem Shiu, Elias S. W. p. 319-323
Objetos digitales
Generalization error for Tweedie models : decomposition and error reduction with bagging Denuit, Michel p. 325-331
An actuarial approach to pricing barrier options Gerber, Hans U. p. 333-339
Correction to : Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products Diez, Franziska p. 341-347