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Year of publication
Subject
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Actuarial mathematics 1,577 Versicherungsmathematik 1,577 Theorie 863 Theory 863 Risikomodell 522 Risk model 522 Lebensversicherung 276 Life insurance 274 Versicherung 270 Insurance 261 Risiko 243 Risk 235 Deutschland 193 Germany 188 Mortality 165 Sterblichkeit 165 Risikomanagement 159 Stochastischer Prozess 157 Stochastic process 156 Gesetzliche Rentenversicherung 153 Public pension system 153 Risk management 152 Finanzmathematik 131 Mathematical finance 126 Insurance premium 116 Versicherungsbeitrag 116 Probability theory 107 Wahrscheinlichkeitsrechnung 107 Portfolio selection 100 Portfolio-Management 100 Pensionskasse 83 Pension fund 82 Reinsurance 80 Rückversicherung 80 Altersvorsorge 72 Retirement provision 72 Statistical distribution 70 Statistische Verteilung 70 Automobile insurance 65 Kfz-Versicherung 65
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Online availability
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Free 330 Undetermined 316 CC license 44
Type of publication
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Article 829 Book / Working Paper 737 Journal 12
Type of publication (narrower categories)
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Article in journal 719 Aufsatz in Zeitschrift 719 Graue Literatur 256 Non-commercial literature 256 Arbeitspapier 188 Working Paper 188 Aufsatz im Buch 109 Book section 109 Hochschulschrift 109 Thesis 95 Lehrbuch 72 Textbook 67 Collection of articles of several authors 63 Sammelwerk 63 Bibliografie enthalten 44 Bibliography included 44 Konferenzschrift 33 Conference proceedings 26 Aufsatzsammlung 12 Collection of articles written by one author 10 Sammlung 10 Einführung 7 Festschrift 7 Glossar enthalten 7 Glossary included 7 Forschungsbericht 6 Case study 5 Conference paper 5 Fallstudie 5 Konferenzbeitrag 5 Amtsdruckschrift 4 Government document 4 Mehrbändiges Werk 4 Multi-volume publication 4 Reprint 4 Nachschlagewerk 3 Reference book 3 Aufgabensammlung 2 Biografie 2 Biography 2
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Language
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English 1,201 German 330 French 36 Polish 11 Dutch 7 Italian 5 Russian 4 Spanish 4 Hungarian 2 Czech 1 Finnish 1 Latin 1 Multiple languages 1 Slovenian 1
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Author
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Dickson, David C. M. 28 Dhaene, Jan 18 Willmot, Gordon E. 13 Taylor, Greg 12 Antonio, Katrien 11 Blake, David 9 Breyer, Friedrich 9 Börsch-Supan, Axel 9 Denuit, Michel 9 Haberman, Steven 9 Li, Shuanming 9 Wüthrich, Mario V. 9 Chen, An 8 Goovaerts, Marc J. 8 Kaas, R. 8 Maurer, Raimond 8 Schmidt, Klaus D. 8 Frees, Edward W. 7 Ken Seng Tan 7 Klugman, Stuart A. 7 Pitacco, Ermanno 7 Rogalla, Ralph 7 Sibillo, Marilena 7 Simonovits, András 7 Vidal-Meliá, Carlos 7 Albrecht, Peter 6 Bühlmann, Hans 6 Cairns, Andrew 6 Constantinescu, Corina 6 Cummins, John David 6 Gründl, Helmut 6 Heidler, Matthias 6 Heilmann, Wolf-Rüdiger 6 Li, Johnny Siu-Hang 6 London, Richard L. 6 Merz, Michael 6 Milevsky, Moshe Arye 6 Mitchell, Olivia S. 6 Nell, Martin 6 Rejda, George E. 6
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Institution
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Centre for Actuarial Studies 12 Deutsche Gesellschaft für Versicherungsmathematik 6 Society of Actuaries 6 Springer Fachmedien Wiesbaden 5 International Congress of Actuaries <24, 1992, Montréal> 4 Gottfried Wilhelm Leibniz Universität Hannover 3 Pensions Institute 3 Springer-Verlag GmbH 3 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 3 American Institute for Property and Liability Underwriters 2 Deutsche Gesellschaft für Versicherungs- und Finanzmathematik 2 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 2 Hauptverband der Gewerblichen Berufsgenossenschaften 2 Institut für Theoretische Volkswirtschaftslehre <Hamburg> 2 MAF <8., 2018, Madrid> 2 National Bureau of Economic Research 2 OECD 2 Universiteit van Amsterdam / Instituut voor Actuariaat en Econometrie 2 Actuarial Society of Finland 1 Den Danske Aktuarforening 1 Den Norske Aktuarforening 1 Deutsche Aktuarvereinigung / Arbeitsgruppe Tarifierungsmethodik 1 Erasmus Insurance Center <Rotterdam> 1 European Group of Risk and Insurance Economists 1 Finnland / Työttömyysvakuutusmaksutoimikunta 1 Georg-August-Universität Göttingen / Seminar für Versicherungswissenschaft 1 Huebner Foundation for Insurance Education, University of Pennsylvania 1 India / Office of the Registrar General 1 Institute of Actuaries and the Faculty of Actuaries 1 International Actuarial Association / Actuarial Approach for Financial Risks 1 International Actuarial Association / Actuarial Studies in Non-Life Insurance 1 International Association for the Study of Insurance Economics 1 International Association of Hail Insurers 1 International Conference on Multidimensional Finance, Insurance and Investment <5., 2013, Madīnat ʿĪsā> 1 International Congress of Actuaries 1 International Congress of Actuaries <23, 1988, Helsinki> 1 International Risk Management Institute 1 Jeffrey A. Beckley 1 John Todd Research Foundation 1 MAF <7., 2016, Paris> 1
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Published in...
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Insurance / Mathematics & economics 145 Risks : open access journal 49 Scandinavian actuarial journal 33 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 28 Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V. 25 The journal of risk and insurance : the journal of the American Risk and Insurance Association 24 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 21 Astin bulletin : the journal of the International Actuarial Association 18 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 16 Discussion paper / The Pensions Institute, Cass Business School, City University 14 International series on actuarial science 13 North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science 12 ASTIN bulletin : the journal of the International Actuarial Association 10 British actuarial journal : incorporating journal of the Institute of Actuaries and transactions of the Faculty of Actuaries 10 Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider 9 Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim 9 Asia-Pacific journal of risk and insurance : APJRI 8 Wiley series in probability and statistics 8 Working paper 8 A Chapman & Hall book 7 MEA discussion papers 7 Schriftenreihe angewandte Versicherungsmathematik 7 SpringerLink / Bücher 7 Transactions of the International Congress of Actuaries 7 ifa-Schriftenreihe 7 Europäische Hochschulschriften / 5 6 Journal of pension economics and finance 6 Journal of risk and financial management : JRFM 6 North American actuarial journal 6 Reihe: Versicherungswirtschaft 6 Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik 6 The Geneva papers on risk and insurance theory 6 AFI 5 Assurances et gestion des risques : revue trimestrielle 5 Discussion paper / Tinbergen Institute 5 Huebner International Series on Risk, Insurance and Economic Security 5 Journal of business ethics : JOBE 5 Journal of mathematical finance 5 Langfristige Versicherungsverhältnisse : Ökonomie, Technik, Institutionen ; [aus Anlaß des hundertjährigen Bestehens des Seminars für Versicherungswissenschaft der Universität Göttingen wurde vom 13. bis 16. September des Jahres 1995 ein Symposium "Langfristige Versicherungsverhältnisse - Ökonomie, Technik, Institutionen" veranstaltet] 5 Revolution in der Alterssicherung : Beitragskonten auf Umlagebasis 5
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Source
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ECONIS (ZBW) 1,578
Showing 1 - 50 of 1,578
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Actuarial implications of prevented planting coverage
Turner, Dylan; Tsiboe, Francis; Biram, Hunter; Connor, … - In: Applied economic perspectives and policy 47 (2025) 1, pp. 394-415
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Longevity risk and annuitisation decisions in the absence of special-rate life annuities
Andrés Sánchez, Jorge de; González-Vila Puchades, Laura - In: Risks : open access journal 13 (2025) 2, pp. 1-27
Longevity risk affecting older adults can be transferred to the insurance market by purchasing a lifetime annuity. Special-rate life annuities, which are priced, among other factors, on the basis of health and lifestyle factors, go beyond traditional considerations of age and sex by using...
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Type I heavy-tailed family of generalized Burr III distributions : properties, actuarial measures, regression and applications
Nkomo, Wilbert; Oluyede, Broderick; Chipepa, Fastel - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 93-115
This study introduces a new family of distributions (FoD) called type I heavy-tailed odd Burr III-G (TI-HT-OBIII-G) distribution. Several statistical properties of the family are derived along with actuarial risk measures. The maximum likelihood estimation (MLE) approach is adopted in the...
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The actuarial sources of the rise in unfunded liabilities in America's defined benefit plans in the 21st century
Fuchsman, Dillon; Hengerer, David; Moody, Jonathan; … - 2025
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Is health insurance actuarially fair? : quantifying discrepancies in the indian health insurance sector
Rathee, Nikhil; Nargunam, Rupel - 2024
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Optimal annuitization under stochastic interest rates
Dillschneider, Yannick; Maurer, Raimond; Schober, Peter - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 626-651
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Special Issue "Interplay Between Financial and Actuarial Mathematics II"
Constantinescu, Corina; Eisenberg, Julia - In: Risks : open access journal 12 (2024) 11, pp. 1-2
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Claim prediction and premium pricing for telematics auto insurance data using poisson regression with lasso regularisation
Usman, Farha; Chan, Jennifer S. K.; Makov, Udi E.; … - In: Risks : open access journal 12 (2024) 9, pp. 1-33
We leverage telematics data on driving behavior variables to assess driver risk and predict future insurance claims in a case study utilising a representative telematics sample. In the study, we aim to categorise drivers according to their driving habits and establish premiums that accurately...
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"Numberless little risks" : "tropical exposure" in globalizing actuarial discourse, 1852-1947
Aitken, Rob - In: Enterprise & society : the international journal of … 25 (2024) 1, pp. 60-102
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On the use of Lehmann's alternative to capture extreme losses in actuarial science
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - In: Risks : open access journal 12 (2024) 1, pp. 1-22
This paper studies properties and applications related to the mixture of the class of distributions built by the Lehmann's alternative (also referred to in the statistical literature as max-stable or exponentiated distribution) of the form [𝐺(·)]𝜆, where 𝜆0 and 𝐺(·) is a continuous...
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Bounds for the ruin probability in the Sparre-Andersen model
Losidis, Sotirios; Dermitzakis, Vaios - In: Risks : open access journal 12 (2024) 2, pp. 1-15
We obtain the upper and lower bounds for the ruin probability in the Sparre-Andersen model. These bounds are established under various conditions: when the adjustment coefficient exists, when it does not exist, and when the interarrival distribution belongs to certain aging classes....
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Stochastic assessment of special-rate life annuities
Olivieri, Annamaria; Tabakova, Daniela - 2024
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Telematics combined actuarial neural networks for cross-sectional and longitudinal claim count data
Duval, Francis; Boucher, Jean-Philippe; Pigeon, Mathieu - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 239-262
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Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre; Russo, Emilio; Staino, Alessandro - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 385-409
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Frailty-based mortality models and reserving for longevity risk
Carannante, Maria; D'Amato, Valeria; Haberman, Steven; … - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 320-339
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Assessing public pensions using ruin probability : pay-as-you-go versus mixed schemes
Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - 2024
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Covid-19 and excess mortality : an actuarial study
Delbrouck, Camille; Alonso-García, Jennifer - In: Risks : open access journal 12 (2024) 4, pp. 1-27
The study of mortality is an ever-active field of research, and new methods or combinations of methods are constantly being developed. In the actuarial domain, the study of phenomena disrupting mortality and leading to excess mortality, as in the case of COVID-19, is of great interest....
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Dependence modelling for heavy-tailed multi-peril insurance losses
Yan, Tianxing; Yi, Lu; Jeong, Himchan - In: Risks : open access journal 12 (2024) 6, pp. 1-17
The Danish fire loss dataset records commercial fire losses under three insurance coverages: building, contents, and profits. Existing research has primarily focused on the heavy-tail behaviour of the losses but ignored the relationship among different insurance coverages. In this paper, we aim...
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Probabilistic approach to risk processes with level-dependent premium rate
Denisov, Denis; Gotthardt, Niklas; Korshunov, Dmitry; … - In: Insurance : mathematics and economics 118 (2024), pp. 142-156
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On the Poisson-transmuted exponential distribution and its application to frequency of claim in actuarial science
Shamsul Rijal Muhammad Sabri; Adetunji, Ademola Abiodun - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 103-120
This study proposes a new discrete distribution in the mixed Poisson paradigm to obtain a distribution that provides a better fit to skewed and dispersed count observation with excess zero. The cubic transmutation map is used to extend the exponential distribution, and the obtained continuous...
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Bayesian CART models for insurance claims frequency
Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131
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"Making financial sense of the future" : actuaries and the management of climate-related financial risk
Taylor, Nick - In: New political economy 28 (2023) 1, pp. 57-75
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Optimizing Retirement Income by Combining Actuarial Science and Investments
Pfau, Wade D. - 2023
To manage market and longevity risk, Dr. Pfau shows how the use of life insurance and income annuities, as fixed income assets in a portfolio, can better hedge a retiree’s retirement-income needs as a portfolio volatility reduction tool
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Application of Marked Poisson Processes in Insurance Mathematics
Falden, Debbie - 2023
We extend the standard Cramér-Lundberg model to take the waiting time from occurrence to notification, and notification to settlement into account. Using this extended model and fixing a time of consideration, a prediction of the total outstanding liability of insurance claims that have...
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Minimizing the Discounted Ruin Probability Via Reinsurance and Cat Bonds Under Model Uncertainty
Li, Yongwu; Wei, Pengyu - 2023
This research studies a dynamic reinsurance model for an ambiguity-averse insurer. The insurer can manage its risk exposure through the purchase of reinsurance and the issuance of catastrophe bonds (CAT bonds) which are linked to an exogenous trigger index. The insurer worries about the veracity...
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Target Benefit Pension with Longevity Risk and Stochastic Interest Rate
Tao, Cheng; Rong, Ximin; Zhao, Hui - 2023
This paper introduces a target benefit pension (TBP) model that incorporates longevity risk and stochastic interest rate. Previous models have not considered the dynamic nature of remaining lifetime, and this paper proposes an Ornstein-Uhlenbeck (OU) process to simulate average remaining...
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SHAP for Actuaries : Explain any Model
Mayer, Michael; Meier, Daniel; Wuthrich, Mario V. - 2023
This tutorial gives an overview of SHAP (SHapley Additive exPlanation), one of the most commonly used techniques for examining a black-box machine learning (ML) model. Besides providing the necessary game theoretic background, we show how typical SHAP analyses are performed and used to gain...
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Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?
Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21
Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models-in terms, that is, of their goodness-of-fit and prediction...
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Insurance pricing with hierarchically structured data an illustration with a workers' compensation insurance portfolio
Campo, Bavo D. C.; Antonio, Katrien - In: Scandinavian actuarial journal 2023 (2023) 9, pp. 853-884
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Modelling motor insurance claim frequency and severity using gradient boosting
Clemente, Carina; Guerreiro, Gracinda R.; Bravo, Jorge … - In: Risks : open access journal 11 (2023) 9, pp. 1-20
Modelling claim frequency and claim severity are topics of great interest in property-casualty insurance for supporting underwriting, ratemaking, and reserving actuarial decisions. Standard Generalized Linear Models (GLM) frequency-severity models assume a linear relationship between a function...
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Actuarial pricing with financial methods
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476
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Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning : historical comparability analysis for the Colombian health system, 2015-2021
Espinosa, Oscar; Bejarano, Valeria; Ramos, Jeferson; … - In: Health economics review 13 (2023) 1, pp. 1-20
The Capitation Payment Unit (CPU) fnancing mechanism constitutes more than 70% of health spending in Colombia, with a budget allocation of close to 60 trillion Colombian pesos for the year 2022 (approximately 15.7 billion US dollars). This article estimates actuarially, using modern techniques,...
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Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco; Garces, Len Patrick Dominic M.; … - 2023 - [Revision]
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Actuarial-consistency and two-step actuarial valuations : a new paradigm to insurance valuation
Barigou, Karim; Linders, Daniël; Yang, Fan - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 191-217
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The moments of the time of ruin in Sparre Andersen risk models
Dickson, David C. M. - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 63-82
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Less-expensive long-term annuities linked to mortality, cash and equity
Fergusson, Kevin; Platen, Eckhard - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 170-207
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The discriminating (pricing) actuary
Frees, Edward W.; Huang, Fei - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 1, pp. 2-24
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A Gentle Introduction to Risk Aversion and Utility Theory
Cather, David - 2023
While the topics of risk aversion and utility theory have been discussed extensively in the academic literature on risk and insurance, this literature does not include a pedagogical discussion that is widely accessible for classroom use. This paper provides a practical introduction to risk...
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Pure–Exporter Premium
Suwanprasert, Wisarut - 2023
This paper estimates pure–exporter premium, which captures the differences between pure exporters and general exporters in various firm characteristics. The data are Thailand’s firm-level data from three rounds of the industrial census in 2007, 2012, and 2017. The analysis finds positive...
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The 'Hairy' Premium
Della Corte, Pasquale; Georgievska, Ljubica; Saunders, … - 2023
This paper introduces and examines an intriguing puzzle arising from the market’s persistent tendency to overestimate the trajectory of spot interest rates resulting in lucrative cumulative long-term returns for net zero investments. We introduce a new metric called the “Hairy” premium to...
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On Duration Effects in Non-Life Insurance Pricing
Lindholm, Mathias; Nazar, Taariq - 2023
In this short note we discuss duration effects on the consistency of mean parameter and dispersion parameter estimators in exponential dispersion families (EDFs). Particular focus is on the situation corresponding to the standard generalised linear model assumptions where both the mean and...
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Longevity risk in reinsurance and equity markets
Laursen, Nicolai Søgaard - 2023 - First edition
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Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium
Sari, Suci Fratma; Hakim, Arief; Magdalena, Ikha; … - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-20
This paper investigates an optimal reinsurance policy using a risk model with dependent claim and insurance premium by assuming that the insurance premium is random. Their dependence structure is modeled using Sarmanov’s bivariate exponential distribution and the Farlie–Gumbel–Morgenstern...
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Optimal investment and reinsurance strategies under 4/2 stochastic volatility model
Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan - 2023
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Quantitative Risk Management in Agricultural Business
Assa, Hirbod (ed.); Liu, Peng (ed.); Wang, Simon (ed.) - 2025
- Introduction to Quantitative Risk Management and Risk in Agricultural Business: Cutting Edge Quantitative Concepts and Methodologies -- Index-based Insurance Design for Climate and Weather Risk Management: A Review -- Weather and Yield Index-Based Insurance Schemes in the EU Agriculture: A...
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ARTIFICIAL INTELLIGENCE AND ACTUARIAL SCIENCE : applications and case studies from finance and insurance
Trivedi, Sonal (ed.); M. K., Nallakaruppan (ed.);  … - 2025
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A contractarian approach to actuarial fairness
Heras, Antonio; Pradier, Pierre-Charles - 2025
We defend, from a contractarian perspective, that the fair price of an insurance policy is the amount that the contracting parties agree when they are both equally uncertain about the insured event. Drawing on the approach developed by R. Sugden in The Community of Advantage, we answer two...
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Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches
Strietzel, Philipp Lukas; Heinrich, Henriette Elisabeth - In: Risks : open access journal 10 (2022) 6, pp. 1-23
We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the surplus of one branch may become negative. More specific, we solve the stochastic control problem of maximizing discounted dividends until simultaneous ruin of both branches of...
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Forecasting Actuarial Time Series : A Practical Study of the Effect of Statistical Pre-Adjustments
Milionis, Alexandros E.; Galanopoulos, Nikolaos; … - 2022
One of the most important risks in the actuarial industry is the longevity risk. The accurate prediction of mortality rates plays a crucial role in the management of the aforementioned risk. Such predictions are performed by modelling the mortality rates using mortality models. Aiming at...
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Factors driving duration to cross-selling in non-life insurance : new empirical evidence from Switzerland
Staudt, Yves; Wagner, Joël - In: Risks : open access journal 10 (2022) 10, pp. 1-20
Customer relationship management and marketing analytics have become critical for nonlife insurers operating in highly competitive markets. As it is easier to develop an existing customer than to acquire a new one, cross-selling and retention are key activities. In this research, we focus on...
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