The following pages link to European Actuarial Journal (Q66260):
Displaying 50 items.
- Exchangeable mortality projection (Q825291) (← links)
- Waiting period from diagnosis for mortgage insurance issued to cancer survivors (Q825295) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- Making Tweedie's compound Poisson model more accessible (Q825297) (← links)
- Discussion on ``Making Tweedie's compound Poisson model more accessible'' (Delong et al.) (Q825299) (← links)
- Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach (Q825300) (← links)
- Estimation error and bootstrapping in the chain-ladder model of Mack (Q825302) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- An elementary derivation of Hattendorff's theorem (Q825307) (← links)
- Generalization error for Tweedie models: decomposition and error reduction with bagging (Q825308) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Bayesian Poisson log-bilinear models for mortality projections with multiple populations (Q903671) (← links)
- Reserve-dependent surrender rates (Q903674) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Calibrating intensities for long-term care multiple-state Markov insurance model (Q903677) (← links)
- Parameter reduction in log-normal chain-ladder models (Q903678) (← links)
- On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory (Q903681) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- Constructing entity specific projected mortality table: adjustment to a reference (Q906577) (← links)
- Long-term insurance products and volatility under the Solvency II framework (Q906579) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Sustainable retirement spending: the Czech case (Q906582) (← links)
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models (Q906585) (← links)
- Mathematical analysis of different approaches for replicating portfolios (Q906588) (← links)
- Characterization theorems for customer equivalent utility insurance premium calculation principle (Q906589) (← links)
- In memoriam: Ragnar Norberg (1945--2017) (Q1616040) (← links)
- Asset-liability management for long-term insurance business (Q1616041) (← links)
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044) (← links)
- Corrective factors for longevity projections in a dynamic context (Q1616047) (← links)
- Sex-specific mortality forecasting for UK countries: a coherent approach (Q1616049) (← links)
- Lapse tables for lapse risk management in insurance: a competing risk approach (Q1616050) (← links)
- The impact of insurance premium taxation (Q1616053) (← links)
- Parisian ruin for the dual risk process in discrete-time (Q1616054) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Risk classification in life and health insurance: extension to continuous covariates (Q1616058) (← links)
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard (Q1689017) (← links)
- Machine learning techniques for mortality modeling (Q1689019) (← links)
- Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees (Q1689021) (← links)
- Equity-linked life insurance based on traditional products: the case of select products (Q1689023) (← links)
- Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
- A compound trend renewal model for medical/professional liabilities (Q1689025) (← links)
- Applications of the central limit theorem for pricing cliquet-style options (Q1689027) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions (Q1707543) (← links)
- Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance (Q1707545) (← links)
- Allowance for surplus funds under Solvency II: adequate reflection of risk sharing between policyholders and shareholders in a risk-based solvency framework? (Q1707548) (← links)
- Covariate selection from telematics car driving data (Q1707549) (← links)
- A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
