438 results in Annals of Actuarial Science
Multi-output Gaussian processes for multi-population longevity modelling
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 17 May 2021, pp. 318-345
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Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 12 May 2021, pp. 458-483
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Statistical features of persistence and long memory in mortality data
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 11 May 2021, pp. 291-317
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Joint modelling of male and female mortality rates using adaptive P-splines
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 29 April 2021, pp. 119-135
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Imprecise credibility theory
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 15 April 2021, pp. 136-150
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mvClaim: an R package for multivariate general insurance claims severity modelling
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 05 April 2021, pp. 441-457
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LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 18 March 2021, pp. 419-440
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Tree-based models for variable annuity valuation: parameter tuning and empirical analysis
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 16 March 2021, pp. 95-118
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Valuation of long-term care options embedded in life annuities
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 15 March 2021, pp. 68-94
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Automatic analysis of insurance reports through deep neural networks to identify severe claims
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 09 March 2021, pp. 42-67
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Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 08 March 2021, pp. 25-41
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Extracting information from textual descriptions for actuarial applications
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 02 March 2021, pp. 605-622
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Modelling random vectors of dependent risks with different elliptical components
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 22 February 2021, pp. 6-24
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Mortality models incorporating long memory for life table estimation: a comprehensive analysis
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 02 February 2021, pp. 567-604
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Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 10 December 2020, pp. 549-566
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A neural network model for solvency calculations in life insurance
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 01 December 2020, pp. 259-275
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A spatial machine learning model for analysing customers’ lapse behaviour in life insurance
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 10 November 2020, pp. 367-393
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Clustering driving styles via image processing
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 27 October 2020, pp. 276-290
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Mortality forecasting using a Lexis-based state-space model
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 11 September 2020, pp. 519-548
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A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 09 September 2020, pp. 623-644
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