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European Actuarial Journal最新文献

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Correction to: Current developments in German pension schemes: What are the benefits of the new target pension? 更正:德国养老金计划的当前发展:新的目标养老金的好处是什么?
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-10-30 DOI: 10.1007/s13385-021-00299-6
A. Chen, Manuel Rach
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引用次数: 0
Generalized PELVE and applications to risk measures 广义PELVE及其在风险度量中的应用
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-10-25 DOI: 10.1007/s13385-022-00320-6
A. Fiori, Emanuela Rosazza Gianin
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引用次数: 4
Modern tontines as a pension solution: a practical overview 现代tontines作为养老金解决方案:实用概述
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-10-13 DOI: 10.1007/s13385-021-00297-8
Pascal Winter, F. Planchet
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引用次数: 3
Loss amount prediction from textual data using a double GLM with shrinkage and selection 使用具有收缩和选择的双GLM从文本数据中预测损失金额
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-08-29 DOI: 10.1007/s13385-021-00294-x
S. Manski, Kaixu Yang, Gee Y. Lee, T. Maiti
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引用次数: 1
Equivalence principle and Jewell’s inequality 等价原理与朱厄尔不等式
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-08-24 DOI: 10.1007/s13385-021-00293-y
H. Gerber, E. Shiu
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引用次数: 0
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time 连续时间内死亡率相关工具定价的实用部分均衡框架
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-06-18 DOI: 10.1007/s13385-021-00287-w
Petar Jevtic, Minsuk Kwak, T. Pirvu
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引用次数: 1
A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach 重新审视长期护理多状态马尔可夫模型:马尔可夫链蒙特卡罗方法
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-06-06 DOI: 10.1007/s13385-021-00285-y
Anselm Fleischmann, Jonas Hirz, Daniela Sirianni
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引用次数: 0
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework Solvency II框架下的非寿险最优再保险模拟模型
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-06-04 DOI: 10.1007/s13385-021-00281-2
Alberto Zanotto, G. P. Clemente
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引用次数: 5
Correction to: The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration 修正:Gauss2++模型:针对一致的风险中性和现实世界校准的不同测量变化规范的比较
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-06-01 DOI: 10.1007/s13385-021-00284-z
Christoph Berninger, Julian Pfeiffer
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引用次数: 0
Rule-based strategies for dynamic life cycle investment 基于规则的动态生命周期投资策略
IF 1.2 Q4 BUSINESS, FINANCE Pub Date : 2021-05-31 DOI: 10.1007/s13385-021-00283-0
T. R. B. den Haan, K. Chau, M. L. van der Schans, C. Oosterlee
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引用次数: 0
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European Actuarial Journal
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