European Actuarial Journal最新文献

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The slowdown in mortality improvement rates 2011–2017: a multi-country analysis 2011-2017年死亡率改善速度放缓:一项多国分析
IF 1.2
European Actuarial Journal Pub Date : 2022-07-02 DOI: 10.1007/s13385-022-00318-0
V. Djeundje, S. Haberman, M. Bajekal, Joseph Lu
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引用次数: 10
Editorial 社论
IF 1.2
European Actuarial Journal Pub Date : 2022-06-01 DOI: 10.13109/weme.2023.75.1.3
Isabelle Noth
{"title":"Editorial","authors":"Isabelle Noth","doi":"10.13109/weme.2023.75.1.3","DOIUrl":"https://doi.org/10.13109/weme.2023.75.1.3","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"1 - 2"},"PeriodicalIF":1.2,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49650911","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme 分析大量生命组合的死亡经验的一般框架:以英国大学退休金计划为例
IF 1.2
European Actuarial Journal Pub Date : 2022-04-29 DOI: 10.1007/s13385-022-00309-1
Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, Owen Jones, Jeffrey Rowney
{"title":"A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme","authors":"Andrew J. G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, Owen Jones, Jeffrey Rowney","doi":"10.1007/s13385-022-00309-1","DOIUrl":"https://doi.org/10.1007/s13385-022-00309-1","url":null,"abstract":"<p>We propose a general framework that can be used to analyse the mortality experience of a large portfolio of lives. The objective of the framework is to provide a firm evidence base to support the setting of future mortality assumptions for the portfolio as a whole or subgroup-by-subgroup. The framework is developed in tandem with an analysis of the mortality of pensioners in the Universities Superannuation Scheme (USS), the largest funded pension scheme in the UK and one with a highly educated and very homogeneous membership. The USS experience was compared with English mortality subdivided into deprivation deciles using the Index of Multiple Deprivation (IMD). USS was found to have significantly lower mortality rates than even IMD-10 (the least deprived of the English deciles), but with similar mortality improvement rates to that decile over the period 2005–2016. Higher pensions were found to predict lower mortality, but only weakly so, and only for persons who retired on the first day of a month (mostly from active service). We found that other potential covariates derived from an individual’s post/zip code (geographical region and the IMD associated with their local area) typically had no explanatory power. This lack of dependence is an important conclusion of the USS-specific analysis and contrasts with others that consider the mortality of more heterogeneous scheme memberships. Although the key findings are likely to be particular to USS, we argue that our analytical framework will be useful for other large pension schemes and life annuity providers.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"282 ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505062","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Discussion on ‘A comprehensive model for cyber risk based on marked point processes and its applications to insurance’ (Zeller, Scherer) 关于“基于标记点过程的网络风险综合模型及其在保险中的应用”的讨论(Zeller, Scherer)
IF 1.2
European Actuarial Journal Pub Date : 2022-04-27 DOI: 10.1007/s13385-022-00313-5
Jürgen Reinhart
{"title":"Discussion on ‘A comprehensive model for cyber risk based on marked point processes and its applications to insurance’ (Zeller, Scherer)","authors":"Jürgen Reinhart","doi":"10.1007/s13385-022-00313-5","DOIUrl":"https://doi.org/10.1007/s13385-022-00313-5","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"87 - 88"},"PeriodicalIF":1.2,"publicationDate":"2022-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47075884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Selection effect modification to the Lee-Carter model 李-卡特模型的选择效应修正
IF 1.2
European Actuarial Journal Pub Date : 2022-04-27 DOI: 10.1007/s13385-022-00312-6
Jack C. Yue, Chao-Ting Lin, Yu-lin Yang, Yi-Chun Chen, Wan-Chen Tsai, Yin-Yee Leong
{"title":"Selection effect modification to the Lee-Carter model","authors":"Jack C. Yue, Chao-Ting Lin, Yu-lin Yang, Yi-Chun Chen, Wan-Chen Tsai, Yin-Yee Leong","doi":"10.1007/s13385-022-00312-6","DOIUrl":"https://doi.org/10.1007/s13385-022-00312-6","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"213-234"},"PeriodicalIF":1.2,"publicationDate":"2022-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44493109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cross-subsidizing effects between existing and new policyholders in traditional life insurance 传统人寿保险中现有和新投保人之间的交叉补贴效应
IF 1.2
European Actuarial Journal Pub Date : 2022-04-26 DOI: 10.1007/s13385-022-00305-5
Jonas Eckert, Stefan Graf, A. Kling, Jochen Russ
{"title":"Cross-subsidizing effects between existing and new policyholders in traditional life insurance","authors":"Jonas Eckert, Stefan Graf, A. Kling, Jochen Russ","doi":"10.1007/s13385-022-00305-5","DOIUrl":"https://doi.org/10.1007/s13385-022-00305-5","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"13 1","pages":"183-211"},"PeriodicalIF":1.2,"publicationDate":"2022-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41361671","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Optimal dynamic reinsurance with worst-case default of the reinsurer 再保险人最坏违约情况下的最优动态再保险
IF 1.2
European Actuarial Journal Pub Date : 2022-04-08 DOI: 10.1007/s13385-022-00311-7
R. Korn, Lukas Müller
{"title":"Optimal dynamic reinsurance with worst-case default of the reinsurer","authors":"R. Korn, Lukas Müller","doi":"10.1007/s13385-022-00311-7","DOIUrl":"https://doi.org/10.1007/s13385-022-00311-7","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"879-885"},"PeriodicalIF":1.2,"publicationDate":"2022-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42317784","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Semi-markov modeling for cancer insurance 癌症保险的半马尔可夫模型
IF 1.2
European Actuarial Journal Pub Date : 2022-04-05 DOI: 10.1007/s13385-022-00308-2
Antoine Soetewey, C. Legrand, M. Denuit, G. Silversmit
{"title":"Semi-markov modeling for cancer insurance","authors":"Antoine Soetewey, C. Legrand, M. Denuit, G. Silversmit","doi":"10.1007/s13385-022-00308-2","DOIUrl":"https://doi.org/10.1007/s13385-022-00308-2","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"813 - 837"},"PeriodicalIF":1.2,"publicationDate":"2022-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43456898","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Discussion on “Premium rating without losses” (M. Fackler) 论“无损失的溢价”(M. Fackler)
IF 1.2
European Actuarial Journal Pub Date : 2022-03-31 DOI: 10.1007/s13385-022-00310-8
Ulrich Riegel
{"title":"Discussion on “Premium rating without losses” (M. Fackler)","authors":"Ulrich Riegel","doi":"10.1007/s13385-022-00310-8","DOIUrl":"https://doi.org/10.1007/s13385-022-00310-8","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"6 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138541523","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal multidimensional reinsurance policies under a common shock dependency structure 共同冲击依赖结构下的最优多维再保险策略
IF 1.2
European Actuarial Journal Pub Date : 2022-03-22 DOI: 10.1007/s13385-022-00306-4
M. Azarbad, G. Parham, S. M. Alavi
{"title":"Optimal multidimensional reinsurance policies under a common shock dependency structure","authors":"M. Azarbad, G. Parham, S. M. Alavi","doi":"10.1007/s13385-022-00306-4","DOIUrl":"https://doi.org/10.1007/s13385-022-00306-4","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"559 - 577"},"PeriodicalIF":1.2,"publicationDate":"2022-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48705671","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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