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Scandinavian Actuarial Journal最新文献

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Enhanced gradient boosting for zero-inflated insurance claims and comparative analysis of CatBoost, XGBoost, and LightGBM 针对零膨胀保险理赔的增强梯度提升以及 CatBoost、XGBoost 和 LightGBM 的对比分析
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-06-10 DOI: 10.1080/03461238.2024.2365390
Banghee So
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引用次数: 0
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach COVID-19 健康干扰对老年妇女乳腺癌死亡率的影响：半马尔可夫模型方法
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-05-13 DOI: 10.1080/03461238.2024.2340964
Ayşe Arık, Andrew J.G. Cairns, Erengul Dodd, Angus S. Macdonald, George Streftaris
{"title":"The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach","authors":"Ayşe Arık, Andrew J.G. Cairns, Erengul Dodd, Angus S. Macdonald, George Streftaris","doi":"10.1080/03461238.2024.2340964","DOIUrl":"https://doi.org/10.1080/03461238.2024.2340964","url":null,"abstract":"Public health measures necessitated by the COVID-19 pandemic have affected cancer pathways by halting screening, delaying diagnostic tests and reducing the numbers starting treatment. Specifically,...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141510696","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Pension system design: roles and interdependencies of tax-financed and funded pensions 养老金制度设计：税收资助养老金和资金资助养老金的作用和相互依存关系
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-03-06 DOI: 10.1080/03461238.2024.2322640
Søren F. Jarner, Snorre Jallbjørn, Torben M. Andersen
{"title":"Pension system design: roles and interdependencies of tax-financed and funded pensions","authors":"Søren F. Jarner, Snorre Jallbjørn, Torben M. Andersen","doi":"10.1080/03461238.2024.2322640","DOIUrl":"https://doi.org/10.1080/03461238.2024.2322640","url":null,"abstract":"The purpose of this paper is to give an overview of the roles, objectives, and trade-offs in a two-pillar pension system consisting of tax-financed, public pensions and defined contribution, indivi...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140047704","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process 直接资本现金转移对减少贫困和极端贫困的作用--欧米茄风险过程
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-02-28 DOI: 10.1080/03461238.2024.2321574
José Miguel Flores-Contró, Séverine Arnold
{"title":"The role of direct capital cash transfers towards poverty and extreme poverty alleviation - an omega risk process","authors":"José Miguel Flores-Contró, Séverine Arnold","doi":"10.1080/03461238.2024.2321574","DOIUrl":"https://doi.org/10.1080/03461238.2024.2321574","url":null,"abstract":"Trapping refers to the event when a household falls into the area of poverty. Households that live or fall into the area of poverty are said to be in a poverty trap, where a poverty trap is a state...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140006951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Loss modeling with many-parameter distributions 多参数分布的损耗建模
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-02-05 DOI: 10.1080/03461238.2024.2309987
Erik Bølviken, Ingrid Hobæk Haff
{"title":"Loss modeling with many-parameter distributions","authors":"Erik Bølviken, Ingrid Hobæk Haff","doi":"10.1080/03461238.2024.2309987","DOIUrl":"https://doi.org/10.1080/03461238.2024.2309987","url":null,"abstract":"It is argued that many-parameter families of loss distributions may work even with limited amounts of historical data. A restriction to unimodality works as a stabilizer, which makes fitted distrib...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139773375","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Accurate and explainable mortality forecasting with the LocalGLMnet 利用当地全球监测网进行准确和可解释的死亡率预测
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-02-05 DOI: 10.1080/03461238.2024.2307620
Francesca Perla, Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich
{"title":"Accurate and explainable mortality forecasting with the LocalGLMnet","authors":"Francesca Perla, Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich","doi":"10.1080/03461238.2024.2307620","DOIUrl":"https://doi.org/10.1080/03461238.2024.2307620","url":null,"abstract":"Recently, accurate forecasting of mortality rates with deep learning models has been investigated in several papers in the actuarial literature. Most of the models proposed to date are not explaina...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139772240","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle 稀疏依赖结构下的非零和再保险与投资博弈：均值-方差溢价原理
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-01-30 DOI: 10.1080/03461238.2024.2307625
Caibin Zhang, Zhibin Liang
{"title":"Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle","authors":"Caibin Zhang, Zhibin Liang","doi":"10.1080/03461238.2024.2307625","DOIUrl":"https://doi.org/10.1080/03461238.2024.2307625","url":null,"abstract":"This paper considers a non-zero-sum stochastic differential reinsurance and investment game between two competitive insurers under the expected exponential utility. It is assumed that the surplus p...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139772377","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game 混合领导力博弈中带有投资和再保险的斯塔克尔伯格-纳什均衡
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-01-25 DOI: 10.1080/03461238.2024.2307633
Qingqing Zhang, Zhibin Liang, Fudong Wang
{"title":"A Stackelberg–Nash equilibrium with investment and reinsurance in mixed leadership game","authors":"Qingqing Zhang, Zhibin Liang, Fudong Wang","doi":"10.1080/03461238.2024.2307633","DOIUrl":"https://doi.org/10.1080/03461238.2024.2307633","url":null,"abstract":"","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-01-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139595561","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Cyber risk modeling: a discrete multivariate count process approach 网络风险建模：离散多变量计数过程方法
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2024-01-02 DOI: 10.1080/03461238.2023.2289374
Yang Lu, Jinggong Zhang, Wenjun Zhu
{"title":"Cyber risk modeling: a discrete multivariate count process approach","authors":"Yang Lu, Jinggong Zhang, Wenjun Zhu","doi":"10.1080/03461238.2023.2289374","DOIUrl":"https://doi.org/10.1080/03461238.2023.2289374","url":null,"abstract":"In the past decade, cyber risk has raised much interest in the economy, and cyber risk has evolved from a type of pure operational risk to both operational and liability risk. However, the modeling...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139078391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Life reinsurance under perfect and asymmetric information 完全和不对称信息下的人寿再保险
IF 1.8 3区 经济学
Scandinavian Actuarial Journal Pub Date : 2023-12-27 DOI: 10.1080/03461238.2023.2295272
An Chen, Maria Hinken, Yang Shen
{"title":"Life reinsurance under perfect and asymmetric information","authors":"An Chen, Maria Hinken, Yang Shen","doi":"10.1080/03461238.2023.2295272","DOIUrl":"https://doi.org/10.1080/03461238.2023.2295272","url":null,"abstract":"This paper studies life reinsurance as a solution to default risk in equity-linked life insurance products with surplus participation. The problem is considered under both perfect and asymmetric in...","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139078345","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","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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