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Original Research Paper
Neural networks for quantile claim amount estimation: a quantile regression approach
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- 17 May 2023, pp. 30-50
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Actuarial Software
Package AdvEMDpy: Algorithmic variations of empirical mode decomposition in Python
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- 05 May 2023, pp. 606-642
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Special Section: Call on Managing Climate-Related Risks
Original Research Paper
Impact of combination methods on extreme precipitation projections
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- 24 April 2023, pp. 459-478
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Original Research Paper
Benchmarks for the benchmark approach to valuing long-term insurance liabilities: comment on Fergusson & Platen (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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- 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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- 28 February 2023, pp. 385-414
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Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
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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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- 05 January 2023, pp. 358-384
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Eliminating proxy errors from capital estimates by targeted exact computation
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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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- 30 September 2022, pp. 527-546
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The moments of the time of ruin in Sparre Andersen risk models
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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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- 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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- 01 August 2022, pp. 118-144
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Bonus-Malus Scale models: creating artificial past claims history
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- 29 July 2022, pp. 36-62
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Less-expensive long-term annuities linked to mortality, cash and equity
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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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- 13 July 2022, pp. 478-497
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A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects
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- 24 May 2022, pp. 453-477
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The impact of mortality shocks on modelling and insurance valuation as exemplified by COVID-19
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- 10 May 2022, pp. 498-526
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Dynamic importance allocated nested simulation for variable annuity risk measurement
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- 21 February 2022, pp. 319-348
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Impact of the choice of risk assessment time horizons on defined benefit pension schemes
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- 09 June 2021, pp. 214-242
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