437 results in Annals of Actuarial Science
Benchmarks for the benchmark approach to valuing long-term insurance liabilities: comment on Fergusson & Platen (2023)
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 20 March 2023, pp. 208-211
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Pseudo-model-free hedging for variable annuities via deep reinforcement learning
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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- 14 March 2023, pp. 503-546
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An attribution analysis of investment risk sharing in collective defined contribution schemes
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 28 February 2023, pp. 385-414
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On impact of largest claims reinsurance treaties on the ceding company’s loss reserve
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 01 February 2023, pp. 328-357
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Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 09 January 2023, pp. 285-327
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Long-term option pricing with a lower reflecting barrier
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 05 January 2023, pp. 358-384
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Managing the risk of mortality shocks
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 29 November 2022, pp. 425-427
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How actuarial perspectives can help in a pandemic
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 29 November 2022, pp. 428-429
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A Hermite spline approach for modelling population mortality
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 17 October 2022, pp. 243-284
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Eliminating proxy errors from capital estimates by targeted exact computation
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 07 October 2022, pp. 219-242
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A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 30 September 2022, pp. 527-546
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Panjer class revisited: one formula for the distributions of the Panjer (a,b,n) class
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 26 September 2022, pp. 145-169
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The moments of the time of ruin in Sparre Andersen risk models
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 25 August 2022, pp. 63-82
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Modelling the burden of long-term care for institutionalised elderly based on care duration and intensity
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 15 August 2022, pp. 83-117
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Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 01 August 2022, pp. 118-144
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Bonus-Malus Scale models: creating artificial past claims history
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 29 July 2022, pp. 36-62
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Editorial The walls came tumbling down
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- Annals of Actuarial Science / Volume 16 / Issue 2 / July 2022
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- 29 July 2022, pp. 211-213
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Less-expensive long-term annuities linked to mortality, cash and equity
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 28 July 2022, pp. 170-207
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COVID-19 accelerated mortality shocks and the impact on life insurance: the Italian situation
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 13 July 2022, pp. 478-497
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AAS Thematic issue: “Mortality: from Lee–Carter to AI”
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 09 June 2022, pp. 212-214
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