Vierkötter, Matthias On optimal dividends with penalty payments in the Cramér-Lundberg model. (English) Zbl 1396.91313 Eur. Actuar. J. 7, No. 2, 535-552 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J75 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela Utility indifference pricing of insurance catastrophe derivatives. (English) Zbl 1405.91256 Eur. Actuar. J. 7, No. 2, 515-534 (2017). MSC: 91B30 91G20 91B16 93E20 60J28 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
MacKay, Anne Quantile hedging pension payoffs: an analysis of investment incentives. (English) Zbl 1396.91306 Eur. Actuar. J. 7, No. 2, 481-514 (2017). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Korn, Ralf; Temoçin, Büşra Zeynep; Wenzel, Jörg Applications of the central limit theorem for pricing cliquet-style options. (English) Zbl 1405.91260 Eur. Actuar. J. 7, No. 2, 465-480 (2017). MSC: 91B30 91G20 91G60 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Léveillé, Ghislain; Hamel, Emmanuel A compound trend renewal model for medical/professional liabilities. (English) Zbl 1405.91262 Eur. Actuar. J. 7, No. 2, 435-463 (2017). MSC: 91B30 60K10 62P05 91G30 × Cite Format Result Cite Review PDF Full Text: DOI
Boonen, Tim J. Solvency II solvency capital requirement for life insurance companies based on expected shortfall. (English) Zbl 1405.91246 Eur. Actuar. J. 7, No. 2, 405-434 (2017). MSC: 91B30 91G70 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Alexandrova, Maria; Bohnert, Alexander; Gatzert, Nadine; Russ, Jochen Equity-linked life insurance based on traditional products: the case of select products. (English) Zbl 1405.91244 Eur. Actuar. J. 7, No. 2, 379-404 (2017). MSC: 91B30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Kling, Alexander; Ruez, Frederik; Ruß, Jochen Guaranteed minimum surrender benefits in variable annuities: the impact of regulator-imposed guarantees. (English) Zbl 1405.91259 Eur. Actuar. J. 7, No. 2, 353-377 (2017). MSC: 91B30 91G30 91G60 × Cite Format Result Cite Review PDF Full Text: DOI
Deprez, Philippe; Shevchenko, Pavel V.; Wüthrich, Mario V. Machine learning techniques for mortality modeling. (English) Zbl 1405.91254 Eur. Actuar. J. 7, No. 2, 337-352 (2017). MSC: 91B30 68T05 62M20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. (English) Zbl 1405.91245 Eur. Actuar. J. 7, No. 2, 297-336 (2017). MSC: 91B30 62M10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link