Pub Date : 2024-05-13DOI: 10.1080/03461238.2024.2340964
Ayşe Arık, Andrew J.G. Cairns, Erengul Dodd, Angus S. Macdonald, George Streftaris
Public health measures necessitated by the COVID-19 pandemic have affected cancer pathways by halting screening, delaying diagnostic tests and reducing the numbers starting treatment. Specifically,...
{"title":"The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach","authors":"Ayşe Arık, Andrew J.G. Cairns, Erengul Dodd, Angus S. Macdonald, George Streftaris","doi":"10.1080/03461238.2024.2340964","DOIUrl":"https://doi.org/10.1080/03461238.2024.2340964","url":null,"abstract":"Public health measures necessitated by the COVID-19 pandemic have affected cancer pathways by halting screening, delaying diagnostic tests and reducing the numbers starting treatment. Specifically,...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"174 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141510696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-03-06DOI: 10.1080/03461238.2024.2322640
Søren F. Jarner, Snorre Jallbjørn, Torben M. Andersen
The purpose of this paper is to give an overview of the roles, objectives, and trade-offs in a two-pillar pension system consisting of tax-financed, public pensions and defined contribution, indivi...
本文旨在概述由税收资助的公共养老金和固定缴费的个人养老金组成的双支柱养老金体系的作用、目标和权衡。
{"title":"Pension system design: roles and interdependencies of tax-financed and funded pensions","authors":"Søren F. Jarner, Snorre Jallbjørn, Torben M. Andersen","doi":"10.1080/03461238.2024.2322640","DOIUrl":"https://doi.org/10.1080/03461238.2024.2322640","url":null,"abstract":"The purpose of this paper is to give an overview of the roles, objectives, and trade-offs in a two-pillar pension system consisting of tax-financed, public pensions and defined contribution, indivi...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"34 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140047704","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-28DOI: 10.1080/03461238.2024.2321574
José Miguel Flores-Contró, Séverine Arnold
Trapping refers to the event when a household falls into the area of poverty. Households that live or fall into the area of poverty are said to be in a poverty trap, where a poverty trap is a state...
{"title":"The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process","authors":"José Miguel Flores-Contró, Séverine Arnold","doi":"10.1080/03461238.2024.2321574","DOIUrl":"https://doi.org/10.1080/03461238.2024.2321574","url":null,"abstract":"Trapping refers to the event when a household falls into the area of poverty. Households that live or fall into the area of poverty are said to be in a poverty trap, where a poverty trap is a state...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"14 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140006951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/03461238.2024.2309987
Erik Bølviken, Ingrid Hobæk Haff
It is argued that many-parameter families of loss distributions may work even with limited amounts of historical data. A restriction to unimodality works as a stabilizer, which makes fitted distrib...
{"title":"Loss modeling with many-parameter distributions","authors":"Erik Bølviken, Ingrid Hobæk Haff","doi":"10.1080/03461238.2024.2309987","DOIUrl":"https://doi.org/10.1080/03461238.2024.2309987","url":null,"abstract":"It is argued that many-parameter families of loss distributions may work even with limited amounts of historical data. A restriction to unimodality works as a stabilizer, which makes fitted distrib...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"39 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139773375","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-02-05DOI: 10.1080/03461238.2024.2307620
Francesca Perla, Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich
Recently, accurate forecasting of mortality rates with deep learning models has been investigated in several papers in the actuarial literature. Most of the models proposed to date are not explaina...
{"title":"Accurate and explainable mortality forecasting with the LocalGLMnet","authors":"Francesca Perla, Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich","doi":"10.1080/03461238.2024.2307620","DOIUrl":"https://doi.org/10.1080/03461238.2024.2307620","url":null,"abstract":"Recently, accurate forecasting of mortality rates with deep learning models has been investigated in several papers in the actuarial literature. Most of the models proposed to date are not explaina...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"2 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139772240","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-30DOI: 10.1080/03461238.2024.2307625
Caibin Zhang, Zhibin Liang
This paper considers a non-zero-sum stochastic differential reinsurance and investment game between two competitive insurers under the expected exponential utility. It is assumed that the surplus p...
{"title":"Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle","authors":"Caibin Zhang, Zhibin Liang","doi":"10.1080/03461238.2024.2307625","DOIUrl":"https://doi.org/10.1080/03461238.2024.2307625","url":null,"abstract":"This paper considers a non-zero-sum stochastic differential reinsurance and investment game between two competitive insurers under the expected exponential utility. It is assumed that the surplus p...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"30 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139772377","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-02DOI: 10.1080/03461238.2023.2289374
Yang Lu, Jinggong Zhang, Wenjun Zhu
In the past decade, cyber risk has raised much interest in the economy, and cyber risk has evolved from a type of pure operational risk to both operational and liability risk. However, the modeling...
{"title":"Cyber risk modeling: a discrete multivariate count process approach","authors":"Yang Lu, Jinggong Zhang, Wenjun Zhu","doi":"10.1080/03461238.2023.2289374","DOIUrl":"https://doi.org/10.1080/03461238.2023.2289374","url":null,"abstract":"In the past decade, cyber risk has raised much interest in the economy, and cyber risk has evolved from a type of pure operational risk to both operational and liability risk. However, the modeling...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"34 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139078391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-27DOI: 10.1080/03461238.2023.2295272
An Chen, Maria Hinken, Yang Shen
This paper studies life reinsurance as a solution to default risk in equity-linked life insurance products with surplus participation. The problem is considered under both perfect and asymmetric in...
{"title":"Life reinsurance under perfect and asymmetric information","authors":"An Chen, Maria Hinken, Yang Shen","doi":"10.1080/03461238.2023.2295272","DOIUrl":"https://doi.org/10.1080/03461238.2023.2295272","url":null,"abstract":"This paper studies life reinsurance as a solution to default risk in equity-linked life insurance products with surplus participation. The problem is considered under both perfect and asymmetric in...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"10 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139078345","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-14DOI: 10.1080/03461238.2023.2277786
Jamaal Ahmad, Mogens Bladt
In this paper, we consider statistical estimation of time–inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi–state life insur...
{"title":"Aggregate Markov models in life insurance: estimation via the EM algorithm","authors":"Jamaal Ahmad, Mogens Bladt","doi":"10.1080/03461238.2023.2277786","DOIUrl":"https://doi.org/10.1080/03461238.2023.2277786","url":null,"abstract":"In this paper, we consider statistical estimation of time–inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi–state life insur...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"21 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138686477","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-06DOI: 10.1080/03461238.2023.2289372
Guohui Guan, Zongxia Liang, Yi Xia
This paper investigates the optimal management of an aggregated defined benefit pension plan in a stochastic environment. The interest rate follows the Ornstein-Uhlenbeck model, the benefits follow...
{"title":"Optimal management of DB pension fund under both underfunded and overfunded cases","authors":"Guohui Guan, Zongxia Liang, Yi Xia","doi":"10.1080/03461238.2023.2289372","DOIUrl":"https://doi.org/10.1080/03461238.2023.2289372","url":null,"abstract":"This paper investigates the optimal management of an aggregated defined benefit pension plan in a stochastic environment. The interest rate follows the Ornstein-Uhlenbeck model, the benefits follow...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"1 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138556908","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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