Centro de Documentación de Fundación MAPFRE - European Actuarial Journal. Issue 2. December 2023

Notas: Sumario: Editorial -- Natural hedging in continuous time life insurance /Anna Kamille Nyegaard -- A market- and time-consistent extension for the EIOPA risk-margin/Ahmad Salahnejhad and GhalehjooghiAntoon Pelsser -- Identifying the determinants of lapse rates in life insurance: an automated Lasso approach/Lucas Reck, Johannes Schupp and Andreas Reuß -- Phase-type representations of stochastic interest rates with applications to life insurance/ Jamaal Ahmad and Mogens Bladt -- What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products/Jochen Ruß, Stefan Schelling and Mark B. Schultze -- Duration gap with multiple liabilities for nonparallel shifts/Joel R. Barber -- A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds/ Laura Iveth Aburto Barrera and Joël Wagner -- Optimal insurance for a prudent decision maker under heterogeneous beliefs/ Mario Ghossoub, Wenjun Jiang and Jiandong Ren -- Application of machine learning methods to predict drought cost in France/ Antoine Heranval, Olivier Lopez and Maud Thomas -- A resimulation framework for event loss tables based on clustering /Benedikt Funke and Harmen Roering -- A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance/ Jinbo Zhao, Michael Salter-Townshend and Adrian O'Hagan -- Holt-Winters method for run-off triangles in claims reserving/ Tomá Cipra and Radek Hendrych -- Individual claims reserving using activation patterns -- Marie Michaelides, Mathieu Pigeon and Hélène Cossette -- Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration/ Michel Denuit and Julien Trufin -- Discussion on "Selection effect modification to the Lee-Carter model" (J. C. Yue et al.)/ Razvan Ionescu and Tiziana Torri -- Discussion on "Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues." (Louloudis et al)/ Adrien PothoRegistros relacionados: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 18/12/2023 Número 4 - diciembre 2023 , 380 p.Materia / lugar / evento: Seguro de vida Mercado de seguros Actuarios Sostenibilidad Fondos de pensiones Tipos de interés Ahorro Jubilación Seguro de enfermedad Outras classificações: 6

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