European Actuarial Journal最新文献

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The Protective Role of Hydrogen Sulfide and Its Impact on Gene Expression Profiling in Rat Model of COPD. 硫化氢的保护作用及其对慢性阻塞性肺病大鼠模型基因表达谱的影响
European Actuarial Journal Pub Date : 2022-03-18 eCollection Date: 2022-01-01 DOI: 10.1155/2022/9407927
Yanjing He, Yun Sun, Chengcheng Liao, Fan Lin, Zhengyuan Xia, Yongfen Qi, Yahong Chen
{"title":"The Protective Role of Hydrogen Sulfide and Its Impact on Gene Expression Profiling in Rat Model of COPD.","authors":"Yanjing He, Yun Sun, Chengcheng Liao, Fan Lin, Zhengyuan Xia, Yongfen Qi, Yahong Chen","doi":"10.1155/2022/9407927","DOIUrl":"10.1155/2022/9407927","url":null,"abstract":"<p><p>Chronic obstructive pulmonary disease (COPD) is a leading cause of death worldwide, which is usually caused by exposure to noxious particles or gases. Hydrogen sulfide (H<sub>2</sub>S), as an endogenous gasotransmitter, is involved in the pathogenesis of COPD, but its role in COPD is little known. To investigate the role of H<sub>2</sub>S in COPD, a rat model of COPD was established by cigarette smoking (CS) and intratracheal instillation of lipopolysaccharide (LPS). Rats were randomly divided into 4 groups: control, CS + LPS, CS + LPS + sodium hydrosulfide (NaHS, H<sub>2</sub>S donor), and CS + LPS + propargylglycine (PPG, inhibitor of cystathionine-<i>γ</i>-lyase, and CTH). Lung function <i>in vivo</i>, histology analysis of lung sections, malondialdehyde (MDA) concentration, CTH protein, total superoxide dismutase (T-SOD), and catalase (CAT) activity in lung tissues were assessed. Gene expression profiling of lung was assessed by microarray analysis. The results showed that rats in the CS + LPS group had lower body weight and lung function but higher lung pathological scores, MDA concentration, CTH protein, T-SOD, and CAT activity compared with the control. Compared with CS + LPS group, NaHS treatment decreased lung pathological scores and MDA concentration, while PPG treatment decreased body weight of rats and T-SOD activity, and no significant differences were detected in pathological scores by PPG treatment. Microarray analysis identified multiple differentially expressed genes, and some genes regulated by H<sub>2</sub>S were involved in oxidative stress, apoptosis, and inflammation pathways. It indicates that H<sub>2</sub>S may play a protective role in COPD via antioxidative stress and antiapoptosis pathway.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"2 1","pages":"9407927"},"PeriodicalIF":0.0,"publicationDate":"2022-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8956388/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74444688","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the impact of outliers in loss reserving 论异常值对损失准备金的影响
IF 1.2
European Actuarial Journal Pub Date : 2022-03-01 DOI: 10.1007/s13385-023-00356-2
Benjamin Avanzi, Mark Lavender, G. Taylor, Bernard Wong
{"title":"On the impact of outliers in loss reserving","authors":"Benjamin Avanzi, Mark Lavender, G. Taylor, Bernard Wong","doi":"10.1007/s13385-023-00356-2","DOIUrl":"https://doi.org/10.1007/s13385-023-00356-2","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48960132","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: 2
Derivation of biometrically dependent cash flows 生物计量依赖现金流的推导
IF 1.2
European Actuarial Journal Pub Date : 2022-02-18 DOI: 10.1007/s13385-021-00303-z
M. Schmitt
{"title":"Derivation of biometrically dependent cash flows","authors":"M. Schmitt","doi":"10.1007/s13385-021-00303-z","DOIUrl":"https://doi.org/10.1007/s13385-021-00303-z","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"779 - 812"},"PeriodicalIF":1.2,"publicationDate":"2022-02-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46439161","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
Premium rating without losses 无损失保费
IF 1.2
European Actuarial Journal Pub Date : 2022-01-24 DOI: 10.1007/s13385-021-00302-0
Michael Fackler
{"title":"Premium rating without losses","authors":"Michael Fackler","doi":"10.1007/s13385-021-00302-0","DOIUrl":"https://doi.org/10.1007/s13385-021-00302-0","url":null,"abstract":"<p>In insurance and even more in reinsurance it occurs that about a risk you only know that it has suffered no losses in the past, e.g. seven years. Some of these risks are furthermore such particular or novel that there are no similar risks to infer the loss frequency from. In this paper we propose a loss frequency estimator that copes with such situations, by just relying on the information coming from the risk itself: the “amended sample mean”. It is derived from a number of practice-oriented first principles and turns out to have desirable statistical properties. Some variants are possible, enabling insurers to align the method to their preferred business strategy, by trading off between low initial premiums for new business and moderate premium increases after a loss for renewal business. We further give examples where it is possible to assess the average loss from some market or portfolio information, such that overall one has an estimator of the risk premium.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"6 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138541534","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
Efficient evaluation of alternative reinsurance strategies using control variates 利用控制变量对可选再保险策略进行有效评估
IF 1.2
European Actuarial Journal Pub Date : 2022-01-20 DOI: 10.1007/s13385-022-00304-6
Ioannis Kyriakou, Andreas Tsanakas
{"title":"Efficient evaluation of alternative reinsurance strategies using control variates","authors":"Ioannis Kyriakou, Andreas Tsanakas","doi":"10.1007/s13385-022-00304-6","DOIUrl":"https://doi.org/10.1007/s13385-022-00304-6","url":null,"abstract":"<p>In this short communication, we present a new, simple control-variate Monte Carlo procedure for enhancing the evaluation accuracy of alternative reinsurance strategies that an insurance company might adopt.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"5 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2022-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138541524","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
Extremes for a general contagion risk measure 一般传染风险度量的极值
IF 1.2
European Actuarial Journal Pub Date : 2022-01-10 DOI: 10.1007/s13385-021-00301-1
C. Ling, Jiajun Liu
{"title":"Extremes for a general contagion risk measure","authors":"C. Ling, Jiajun Liu","doi":"10.1007/s13385-021-00301-1","DOIUrl":"https://doi.org/10.1007/s13385-021-00301-1","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"1 1","pages":"1-27"},"PeriodicalIF":1.2,"publicationDate":"2022-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46686442","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
Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach. 定价参与寿命挂钩人寿年金:贝叶斯模型集成方法。
IF 1.2
European Actuarial Journal Pub Date : 2022-01-01 Epub Date: 2021-05-13 DOI: 10.1007/s13385-021-00279-w
Jorge Miguel Bravo
{"title":"Pricing participating longevity-linked life annuities: a Bayesian Model Ensemble approach.","authors":"Jorge Miguel Bravo","doi":"10.1007/s13385-021-00279-w","DOIUrl":"https://doi.org/10.1007/s13385-021-00279-w","url":null,"abstract":"<p><p>Participating longevity-linked life annuities (PLLA) in which benefits are updated periodically based on the observed survival experience of a given underlying population and the performance of the investment portfolio are an alternative insurance product offering consumers individual longevity risk protection and the chance to profit from the upside potential of financial market developments. This paper builds on previous research on the design and pricing of PLLAs by considering a Bayesian Model Ensemble of single population generalised age-period-cohort stochastic mortality models in which individual forecasts are weighted by their posterior model probabilities. For the valuation, we adopt a longevity option decomposition approach with risk-neutral simulation and investigate the sensitivity of results to changes in the asset allocation by considering a more aggressive lifecycle strategy. We calibrate models using Taiwanese (mortality, yield curve and stock market) data from 1980 to 2019. The empirical results provide significant valuation and policy insights for the provision of a cost effective and efficient risk pooling mechanism that addresses the individual uncertainty of death, while providing appropriate retirement income and longevity protection.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"125-159"},"PeriodicalIF":1.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s13385-021-00279-w","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"38993611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 18
The only constant is change: opportunities and challenges for actuaries in a changing world. 唯一不变的是变化:在不断变化的世界中,精算师面临的机遇和挑战。
IF 1.2
European Actuarial Journal Pub Date : 2022-01-01 Epub Date: 2022-10-10 DOI: 10.1007/s13385-022-00331-3
Frank Schiller, Jérôme Crugnola-Humbert
{"title":"The only constant is change: opportunities and challenges for actuaries in a changing world.","authors":"Frank Schiller,&nbsp;Jérôme Crugnola-Humbert","doi":"10.1007/s13385-022-00331-3","DOIUrl":"https://doi.org/10.1007/s13385-022-00331-3","url":null,"abstract":"<p><p>In a world threatened by climate warming and where Environmental, Social and Governance (ESG) issues are gaining increasing prominence, actuaries and other finance professionals need to adapt and support the transition to a more sustainable economy. This article examines how they can contribute to protect financial stability through forward-looking risk management, how they can help the insurance sector play an important role to support climate and environmental sustainability, and how climate protection gaps should be monitored and addressed.</p>","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 2","pages":"887-894"},"PeriodicalIF":1.2,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9548423/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"33517473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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
{"title":"Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance","authors":"M. Mesfioui, J. Trufin","doi":"10.1007/s13385-021-00296-9","DOIUrl":"https://doi.org/10.1007/s13385-021-00296-9","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"417 - 423"},"PeriodicalIF":1.2,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47522967","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
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
{"title":"The effect of risk constraints on the optimal insurance policy","authors":"Wenjun Jiang, Jiandong Ren","doi":"10.1007/s13385-021-00300-2","DOIUrl":"https://doi.org/10.1007/s13385-021-00300-2","url":null,"abstract":"","PeriodicalId":44305,"journal":{"name":"European Actuarial Journal","volume":"12 1","pages":"529 - 558"},"PeriodicalIF":1.2,"publicationDate":"2021-11-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48635213","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
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