Volume 4; Issue 1

European Actuarial Journal

Volume 4; Issue 1

1

Interest rate risk and the Swiss Solvency Test

Eder, Armin, Keiler, Sebastian, Pichl, Hannes

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 465 KB

english, 2014

2

Hedging of long term zero-coupon bonds in a market model with reinvestment risk

Stefanovits, David, Wüthrich, Mario V.

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 740 KB

english, 2014

3

Discontinued business in non-life insurance: an empirical test of the market development in the German-speaking countries

Eling, Martin, Pankoke, David

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 467 KB

english, 2014

4

Best estimate calculations of savings contracts by closed formulas: application to the ORSA

Bonnin, François, Planchet, Frédéric, Juillard, Marc

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 1.20 MB

english, 2014

5

Market-consistent valuation of long-term insurance contracts: valuation framework and application to German private health insurance

Schmidt, Jan-Philipp

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 934 KB

english, 2014

6

Empirical investigation of insurance claim dependencies using mixture models

Valdez, Emiliano A.

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 340 KB

english, 2014

7

Practical valuation of long-term guarantees in inactive financial markets

Bierbaum, Jürgen, Bartel, Holger, Dennstedt, Nils, Dillmann, Tobias, Engel, Wolfgang, Keller, Marcus, Musialik, Karol, Pauls, Thorsten, Quapp, Norbert, Winter, Jens

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 959 KB

english, 2014

8

On a generalization of the expected discounted penalty function to include deficits at and beyond ruin

Ben Salah, Zied

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 339 KB

english, 2014

9

Markov chain modeling of policyholder behavior in life insurance and pension

Henriksen, Lars Frederik Brandt, Nielsen, Jeppe Woetmann, Steffensen, Mogens, Svensson, Christian

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 764 KB

english, 2014

10

Modeling the effect of health: phase-type approach

Govorun, Maria, Latouche, Guy

Journal:

European Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 969 KB

english, 2014