Pub Date : 2023-06-05DOI: 10.1007/s13385-023-00352-6
I. E. Andersen, A. S. Lollike
{"title":"Efficient projections of with-profit life insurance using lumping","authors":"I. E. Andersen, A. S. Lollike","doi":"10.1007/s13385-023-00352-6","DOIUrl":"https://doi.org/10.1007/s13385-023-00352-6","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43528097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-26DOI: 10.1007/s13385-023-00353-5
M. Denuit, J. Trufin
{"title":"Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration","authors":"M. Denuit, J. Trufin","doi":"10.1007/s13385-023-00353-5","DOIUrl":"https://doi.org/10.1007/s13385-023-00353-5","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48722611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-26DOI: 10.1007/s13385-023-00348-2
T. Cipra, R. Hendrych
{"title":"Holt–Winters method for run-off triangles in claims reserving","authors":"T. Cipra, R. Hendrych","doi":"10.1007/s13385-023-00348-2","DOIUrl":"https://doi.org/10.1007/s13385-023-00348-2","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43498199","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-05-10DOI: 10.1007/s13385-023-00349-1
Laura Iveth Aburto Barrera, Joël Wagner
Sustainability is now a priority issue that governments, businesses and society in general must address in the short term. In their role as major global institutional investors and risk managers, insurance companies and pension funds are strategic players in building socio-economic and sustainable development. To gain a comprehensive understanding of the current state of action and research on environmental, social and governance (ESG) factors in the insurance and pension sectors, we conduct a systematic literature review. We rely on the PRISMA protocol and analyze 1 731 academic publications available in the Web of Science database up to the year 2022 and refer to 23 studies outside of scientific research retrieved from the websites of key international and European organizations. To study the corpus of literature, we introduce a classification framework along the insurance value chain including external stakeholders. The main findings reveal that risk, underwriting and investment management are the most researched areas among the nine categories considered in our framework, while claims management and sales tend to be neglected. Regarding ESG factors, climate change, as part of the environmental factor, has received the most attention in the literature. After reviewing the literature, we summarize the main sustainability issues and potential related actions. Given the current nature of the sustainability challenges for the insurance sector, this literature review is relevant to academics and practitioners alike.
{"title":"A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds.","authors":"Laura Iveth Aburto Barrera, Joël Wagner","doi":"10.1007/s13385-023-00349-1","DOIUrl":"10.1007/s13385-023-00349-1","url":null,"abstract":"<p><p>Sustainability is now a priority issue that governments, businesses and society in general must address in the short term. In their role as major global institutional investors and risk managers, insurance companies and pension funds are strategic players in building socio-economic and sustainable development. To gain a comprehensive understanding of the current state of action and research on environmental, social and governance (ESG) factors in the insurance and pension sectors, we conduct a systematic literature review. We rely on the PRISMA protocol and analyze 1 731 academic publications available in the Web of Science database up to the year 2022 and refer to 23 studies outside of scientific research retrieved from the websites of key international and European organizations. To study the corpus of literature, we introduce a classification framework along the insurance value chain including external stakeholders. The main findings reveal that risk, underwriting and investment management are the most researched areas among the nine categories considered in our framework, while claims management and sales tend to be neglected. Regarding ESG factors, climate change, as part of the environmental factor, has received the most attention in the literature. After reviewing the literature, we summarize the main sustainability issues and potential related actions. Given the current nature of the sustainability challenges for the insurance sector, this literature review is relevant to academics and practitioners alike.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10171178/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10073185","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-10DOI: 10.1007/s13385-023-00347-3
Jan Dhaene, S. Mildenhall, John A. Major
{"title":"Publisher Correction: Book review: pricing insurance risk – theory and practice","authors":"Jan Dhaene, S. Mildenhall, John A. Major","doi":"10.1007/s13385-023-00347-3","DOIUrl":"https://doi.org/10.1007/s13385-023-00347-3","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43494936","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-04-06DOI: 10.1007/s13385-023-00345-5
Jinbo Zhao, M. Salter-Townshend, A. O'Hagan
{"title":"A simulation study for multifactorial genetic disorders to quantify the impact of polygenic risk scores on critical illness insurance","authors":"Jinbo Zhao, M. Salter-Townshend, A. O'Hagan","doi":"10.1007/s13385-023-00345-5","DOIUrl":"https://doi.org/10.1007/s13385-023-00345-5","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42445766","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-16DOI: 10.1007/s13385-023-00344-6
Jan Dhaene, S. Mildenhall, John A. Major
{"title":"Book review: Pricing insurance risk – theory and practice (by Stephen J. Mildenhall and John A. Major)","authors":"Jan Dhaene, S. Mildenhall, John A. Major","doi":"10.1007/s13385-023-00344-6","DOIUrl":"https://doi.org/10.1007/s13385-023-00344-6","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44668255","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-08DOI: 10.1007/s13385-023-00343-7
Ahmad Salahnejhad Ghalehjooghi, A. Pelsser
{"title":"A market- and time-consistent extension for the EIOPA risk-margin","authors":"Ahmad Salahnejhad Ghalehjooghi, A. Pelsser","doi":"10.1007/s13385-023-00343-7","DOIUrl":"https://doi.org/10.1007/s13385-023-00343-7","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44046974","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-03DOI: 10.1007/s13385-023-00342-8
R. Korn, Ajla Nurkanovic
{"title":"Optimal portfolios with sustainable assets: aspects for life insurers","authors":"R. Korn, Ajla Nurkanovic","doi":"10.1007/s13385-023-00342-8","DOIUrl":"https://doi.org/10.1007/s13385-023-00342-8","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42633805","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-23DOI: 10.1007/s13385-023-00341-9
Kerstin Awiszus, T. Knispel, Irina Penner, Gregor Svindland, Alexander Voß, Stefan Weber
{"title":"Modeling and pricing cyber insurance","authors":"Kerstin Awiszus, T. Knispel, Irina Penner, Gregor Svindland, Alexander Voß, Stefan Weber","doi":"10.1007/s13385-023-00341-9","DOIUrl":"https://doi.org/10.1007/s13385-023-00341-9","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.2,"publicationDate":"2023-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48894288","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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