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Media type: Electronic Journal
Title: Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
Corporation: Institute of Actuaries ; Faculty of Actuaries
imprint: Cambridge: Cambridge Univ. Press, 2006-
London [u.a.]: Inst., 2006-2009
Publication information: 1.2006 -
Language: English
ISSN: 1748-5002
Identifier:

Keywords: Versicherungswissenschaft ; Versicherungsökonomik ; Zeitschrift
Origination:
Footnote:
In SLUB collection
1.2006 -
2012 -; Die letzten 2 Jg. sind nicht zugänglich
6.2012 - 15.2021

> Issues

Crispin, Daniel J. [Author]
18(2024), 1 vom: März, Seite 176-204: Error propagation and attribution in simulation-based capital models Daniel J. Crispin
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Cotticelli, Stefano [Author]; Savelli, Nino [Author]
18(2024), 1 vom: März, Seite 205-236: Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio Stefano Cotticelli and Nino Savelli
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Avanzi, Benjamin [Author]; Lavender, Mark [Author]; Taylor, Greg [Author]; Wong, Bernard [Author]
18(2024), 1 vom: März, Seite 102-125: Detection and treatment of outliers for multivariate robust loss reserving Benjamin Avanzi, Mark Lavender, Greg Taylor and Bernard Wong
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Francis, Laura [Author]; Steffensen, Mogens [Author]
18(2024), 1 vom: März, Seite 152-175: Individual life insurance during epidemics Laura Francis and Mogens Steffensen
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Laporta, Alessandro G. [Author]; Levantesi, Susanna [Author]; Petrella, Lea [Author]
18(2024), 1 vom: März, Seite 30-50: Neural networks for quantile claim amount estimation a quantile regression approach Alessandro G. Laporta, Susanna Levantesi and Lea Petrella
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Dickson, David C. M. [Author]
17(2023), 1 vom: März, Seite 63-82: The moments of the time of ruin in Sparre Andersen risk models David C.M. Dickson
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Bladt, Martin [Author]; Fuino, Michel [Author]; Shemendyuk, Aleksandr [Author]; Wagner, Joël [Author]
17(2023), 1 vom: März, Seite 83-117: Modelling the burden of long-term care for institutionalised elderly based on care duration and intensity Martin Bladt, Michel Fuino, Aleksandr Shemendyuk and Joël Wagner
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Zou, Jing [Author]; Odening, Martin [Author]; Okhrin, Ostap [Author]
17(2023), 3 vom: Nov., Seite 438-458: Plant growth stages and weather index insurance design Jing Zou, Martin Odening and Ostap Okhrin
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Gracianti, Giovani [Author]; Rui, Zhou [Author]; Li, Johnny Siu-Hang [Author]; Wu, Xueyuan [Author]
17(2023), 3 vom: Nov., Seite 479-502: An assessment of model risk in pricing wind derivatives Giovani Gracianti, Rui Zhou, Johnny Siu-Hang Li and Xueyuan Wu
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Bräutigam, Marcel [Author]; Kratz, Marie [Author]
17(2023), 3 vom: Nov., Seite 547-579: How do empirical estimators of popular risk measures impact pro-cyclicality? Marcel Bräutigam and Marie Kratz
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Chong, Wing Fung [Author]; Cui, Haoen [Author]; Li, Yuxuan [Author]
17(2023), 3 vom: Nov., Seite 503-546: Pseudo-model-free hedging for variable annuities via deep reinforcement learning Wing Fung Chong, Haoen Cui and Yuxuan Li
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Jessup, Sébastien [Author]; Mailhot, Mélina [Author]; Pigeon, Mathieu [Author]
17(2023), 3 vom: Nov., Seite 459-478: Impact of combination methods on extreme precipitation projections Sébastien Jessup, Mélina Mailhot and Mathieu Pigeon
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Jaarsveldt, Cole van [Author]; Ames, Matthew [Author]; Peters, Gareth [Author]; Chantler, Mike [Author]
17(2023), 3 vom: Nov., Seite 606-642: Package AdvEMDpy algorithmic variations of empirical mode decomposition in Python Cole van Jaarsveldt, Matthew Ames, Gareth W. Peters and Mike Chantler
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Siegenthaler, Filippo [Author]
17(2023), 1 vom: März, Seite 118-144: Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack Filippo Siegenthaler
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Thomas, Guy [Author]
17(2023), 2 vom: Juli, Seite 358-384: Long-term option pricing with a lower reflecting barrier R. Guy Thomas
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Barajas-Paz, Andres [Author]; Donnelly, Catherine [Author]
17(2023), 2 vom: Juli, Seite 385-414: An attribution analysis of investment risk sharing in collective defined contribution schemes Andres Barajas-Paz and Catherine Donnelly
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Crispin, Daniel J. [Author]; Kinsley, Sam M. [Author]
17(2023), 2 vom: Juli, Seite 219-242: Eliminating proxy errors from capital estimates by targeted exact computation Daniel J. Crispin and Sam M. Kinsley
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Peters, Gareth [Author]; Chudtong, Mantana [Author]; De Gaetano, Andrea [Author]
17(2023), 2 vom: Juli, Seite 285-327: Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing Gareth W. Peters, Mantana Chudtong and Andrea De Gaetano
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Hardy, Mary Rosalyn [Author]; Boyle, Phelim P. [Author] ; Keng Seng Tan [Honoree]
17(2023), 1 vom: März, Seite 1-6: Keng Seng Tan 1970-2023 in memoriam Mary Hardy and Phelim Boyle
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Fergusson, Kevin [Author]; Platen, Eckhard [Author]
17(2023), 1 vom: März, Seite 170-207: Less-expensive long-term annuities linked to mortality, cash and equity Kevin Fergusson and Eckhard Platen
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Bauer, Daniel [Author]
17(2023), 1 vom: März, Seite 208-211: Benchmarks for the benchmark approach to valuing long-term insurance liabilities comment on Fergusson & Platen (2023) Daniel Bauer
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Alonso-García, Jennifer [Author]
17(2023), 1 vom: März, Seite 212-214: AAS thematic issue: "Mortality: from Lee-Carter to AI" Jennifer Alonso-García
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Boucher, Jean-Philippe [Author]
17(2023), 1 vom: März, Seite 36-62: Bonus-malus scale models creating artificial past claims history Jean-Philippe Boucher
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Rui, Zhou [Author]; Li, Johnny Siu-Hang [Author]
16(2022), 3 vom: Nov., Seite 453-477: A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects Rui Zhou and Johnny Siu-Hang Li
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Carannante, Maria [Author]; D'Amato, Valeria [Author]; Haberman, Steven [Author]
16(2022), 3 vom: Nov., Seite 478-497: COVID-19 accelerated mortality shocks and the impact on life insurance the Italian situation Maria Carannante, Valeria D'Amato and Steven Haberman
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Clemente, Gian Paolo [Author]; Della Corte, Francesco [Author]; Savelli, Nino [Author]
16(2022), 3 vom: Nov., Seite 527-546: A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components Gian Paolo Clemente, Francesco Della Corte, Nino Savelli
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Chen, An [Author]; Fuino, Michel [Author]; Sehner, Thorsten [Author]; Wagner, Joël [Author]
16(2022), 1 vom: März, Seite 68-94: Valuation of long-term care options embedded in life annuities An Chen, Michel Fuino, Thorsten Sehner, and Joël Wagner
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Schnürch, Simon [Author]; Kleinow, Torsten [Author]; Korn, Ralf [Author]; Wagner, Andreas [Author]
16(2022), 3 vom: Nov., Seite 498-526: The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19 Simon Schnürch, Torsten Kleinow, Ralf Korn and Andreas Wagner
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Tang, Kai Hon [Author]; Dodd, Erengul [Author]; Forster, Jonathan J. [Author]
16(2022), 1 vom: März, Seite 119-135: Joint modelling of male and female mortality rates using adaptive P-splines Kai Hon Tang, Erengul Dodd and Jonathan J. Forster
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Hong, Liang [Author]; Martin, Ryan [Author]
16(2022), 1 vom: März, Seite 136-150: Imprecise credibility theory Liang Hong and Ryan Martin
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Andrews, Douglas [Author]; Bonnar, Stephen [Author]; Curtis, Lori J. [Author]; Oberoi, Jaideep S. [Author]; Pittea, Aniketh [Author]; Tapadar, Pradip [Author]
16(2022), 2 vom: Juli, Seite 214-242: Impact of the choice of risk assessment time horizons on defined benefit pension schemes Douglas Andrews, Stephen Bonnar, Lori J. Curtis, Jaideep S. Oberoi, Aniketh Pittea and Pradip Tapadar
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Dang, Ou [Author]; Feng, Mingbin [Author]; Hardy, Mary Rosalyn [Author]
16(2022), 2 vom: Juli, Seite 319-348: Dynamic importance allocated nested simulation for variable annuity risk measurement Ou Dang, Mingbin Feng and Mary R. Hardy
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Peters, Gareth [Author]; Yan, Hongxuan [Author]; Chan, Jennifer [Author]
15(2021), 2 vom: Juli, Seite 291-317: Statistical features of persistence and long memory in mortality data Gareth W. Peters, Hongxuan Yan and Jennifer Chan
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Andersson, Patrik [Author]; Lindholm, Mathias [Author]
15(2021), 3 vom: Nov., Seite 519-548: Mortality forecasting using a Lexis-based state-space model Patrik Andersson and Mathias Lindholm
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Manski, Scott [Author]; Yang, Kaixu [Author]; Lee, Gee [Author]; Maiti, Tapabrata [Author]
15(2021), 3 vom: Nov., Seite 605-622: Extracting information from textual descriptions for actuarial applications Scott Manski, Kaixu Yang, Gee Y. Lee and Tapabrata Maiti
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

Thomas, R. Guy [Author]
15(2021), 1 vom: März, Seite 115-143: Valuation of no-negative-equity guarantees with a lower reflecting barrier R. Guy Thomas
Cambridge: Cambridge Univ. Press, 2006- ; London [u.a.]: Inst., 2006-2009

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