Pub Date : 2022-10-19DOI: 10.1007/s13385-022-00332-2
Nicolas Ciatto, H. Verelst, J. Trufin, M. Denuit
{"title":"Correction to: Does autocalibration improve goodness of lift?","authors":"Nicolas Ciatto, H. Verelst, J. Trufin, M. Denuit","doi":"10.1007/s13385-022-00332-2","DOIUrl":"https://doi.org/10.1007/s13385-022-00332-2","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"487-489"},"PeriodicalIF":1.2,"publicationDate":"2022-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49432191","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 : 2022-09-29DOI: 10.1007/s13385-022-00329-x
J. R. Barber
{"title":"Duration gap with multiple liabilities for nonparallel shifts","authors":"J. R. Barber","doi":"10.1007/s13385-022-00329-x","DOIUrl":"https://doi.org/10.1007/s13385-022-00329-x","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48416247","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 : 2022-09-21DOI: 10.1007/s13385-022-00330-4
Nicolas Ciatto, Harrison Verelst, J. Trufin, M. Denuit
{"title":"Does autocalibration improve goodness of lift?","authors":"Nicolas Ciatto, Harrison Verelst, J. Trufin, M. Denuit","doi":"10.1007/s13385-022-00330-4","DOIUrl":"https://doi.org/10.1007/s13385-022-00330-4","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"479-486"},"PeriodicalIF":1.2,"publicationDate":"2022-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49526651","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 : 2022-09-01DOI: 10.1007/s13385-022-00328-y
Dimitri Delcaillau, Antoine Ly, A. Papp, F. Vermet
{"title":"Model transparency and interpretability: survey and application to the insurance industry","authors":"Dimitri Delcaillau, Antoine Ly, A. Papp, F. Vermet","doi":"10.1007/s13385-022-00328-y","DOIUrl":"https://doi.org/10.1007/s13385-022-00328-y","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"443 - 484"},"PeriodicalIF":1.2,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41440000","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 : 2022-08-30DOI: 10.1007/s13385-022-00327-z
Antoine Heranval, O. Lopez, Maud Thomas
{"title":"Application of machine learning methods to predict drought cost in France","authors":"Antoine Heranval, O. Lopez, Maud Thomas","doi":"10.1007/s13385-022-00327-z","DOIUrl":"https://doi.org/10.1007/s13385-022-00327-z","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45023371","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 : 2022-08-12DOI: 10.1007/s13385-022-00326-0
R. L. Gudmundarson, M. Guerra, Alban Moura
{"title":"On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading","authors":"R. L. Gudmundarson, M. Guerra, Alban Moura","doi":"10.1007/s13385-022-00326-0","DOIUrl":"https://doi.org/10.1007/s13385-022-00326-0","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"341-373"},"PeriodicalIF":1.2,"publicationDate":"2022-08-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43706925","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 : 2022-07-22DOI: 10.1007/s13385-023-00346-4
Jamaal Ahmad, M. Bladt
{"title":"Phase-type representations of stochastic interest rates with applications to life insurance","authors":"Jamaal Ahmad, M. Bladt","doi":"10.1007/s13385-023-00346-4","DOIUrl":"https://doi.org/10.1007/s13385-023-00346-4","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"1 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42492879","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 : 2022-07-08DOI: 10.1007/s13385-022-00321-5
Christian Jonen, Tamino Meyhöfer, Zoran Nikolic
{"title":"Neural networks meet least squares Monte Carlo at internal model data","authors":"Christian Jonen, Tamino Meyhöfer, Zoran Nikolic","doi":"10.1007/s13385-022-00321-5","DOIUrl":"https://doi.org/10.1007/s13385-022-00321-5","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"399-425"},"PeriodicalIF":1.2,"publicationDate":"2022-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46483680","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 : 2022-07-08DOI: 10.1007/s13385-022-00324-2
Emmanouil Louloudis, Alexandros A. Zimbidis, A. Yannacopoulos
{"title":"Stochastic assessment of seismic risk using faults to address the incomplete information in historical catalogues","authors":"Emmanouil Louloudis, Alexandros A. Zimbidis, A. Yannacopoulos","doi":"10.1007/s13385-022-00324-2","DOIUrl":"https://doi.org/10.1007/s13385-022-00324-2","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"375-397"},"PeriodicalIF":1.2,"publicationDate":"2022-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46460187","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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