European Actuarial Journal最新文献_第10页

Dynamic surplus optimization with performance- and index-linked liabilities. 动态盈余优化与业绩和指数挂钩的负债。

IF 1.2

European Actuarial Journal Pub Date : 2022-01-01 Epub Date: 2021-08-24 DOI: 10.1007/s13385-021-00292-z

Sascha Desmettre, Markus Wahl, Rudi Zagst

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引用次数: 0

Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance 零膨胀连续变量Spearmanρ的最佳上下限及其在保险中的应用

IF 1.2

European Actuarial Journal Pub Date : 2021-11-10 DOI: 10.1007/s13385-021-00296-9

M. Mesfioui, J. Trufin

引用次数: 1

The effect of risk constraints on the optimal insurance policy 风险约束对最优保险政策的影响

IF 1.2

European Actuarial Journal Pub Date : 2021-11-02 DOI: 10.1007/s13385-021-00300-2

Wenjun Jiang, Jiandong Ren

引用次数: 1

Correction to: Current developments in German pension schemes: What are the benefits of the new target pension? 更正:德国养老金计划的当前发展:新的目标养老金的好处是什么?

IF 1.2

European Actuarial Journal Pub Date : 2021-10-30 DOI: 10.1007/s13385-021-00299-6

A. Chen, Manuel Rach

引用次数: 0

Generalized PELVE and applications to risk measures 广义PELVE及其在风险度量中的应用

IF 1.2

European Actuarial Journal Pub Date : 2021-10-25 DOI: 10.1007/s13385-022-00320-6

A. Fiori, Emanuela Rosazza Gianin

引用次数: 4

Modern tontines as a pension solution: a practical overview 现代tontines作为养老金解决方案:实用概述

IF 1.2

European Actuarial Journal Pub Date : 2021-10-13 DOI: 10.1007/s13385-021-00297-8

Pascal Winter, F. Planchet

引用次数: 3

Loss amount prediction from textual data using a double GLM with shrinkage and selection 使用具有收缩和选择的双GLM从文本数据中预测损失金额

IF 1.2

European Actuarial Journal Pub Date : 2021-08-29 DOI: 10.1007/s13385-021-00294-x

S. Manski, Kaixu Yang, Gee Y. Lee, T. Maiti

引用次数: 1

Equivalence principle and Jewell’s inequality 等价原理与朱厄尔不等式

IF 1.2

European Actuarial Journal Pub Date : 2021-08-24 DOI: 10.1007/s13385-021-00293-y

H. Gerber, E. Shiu

引用次数: 0

Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time 连续时间内死亡率相关工具定价的实用部分均衡框架

IF 1.2

European Actuarial Journal Pub Date : 2021-06-18 DOI: 10.1007/s13385-021-00287-w

Petar Jevtic, Minsuk Kwak, T. Pirvu

引用次数: 1

A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach 重新审视长期护理多状态马尔可夫模型：马尔可夫链蒙特卡罗方法

IF 1.2

European Actuarial Journal Pub Date : 2021-06-06 DOI: 10.1007/s13385-021-00285-y

Anselm Fleischmann, Jonas Hirz, Daniela Sirianni

引用次数: 0