Derivation of biometrically dependent cash flows (English)
- New search for: Schmitt, M. Matthias
- Further information on Schmitt, M. Matthias:
- https://orcid.org/http://orcid.org/0000-0002-8203-0419
- New search for: Schmitt, M. Matthias
- Further information on Schmitt, M. Matthias:
- https://orcid.org/http://orcid.org/0000-0002-8203-0419
In:
European Actuarial Journal
;
12
, 2
;
779-812
;
2022
- Article (Journal) / Electronic Resource
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Title:Derivation of biometrically dependent cash flows
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Additional title:Eur. Actuar. J.
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Contributors:Schmitt, M. Matthias ( author )
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Published in:European Actuarial Journal ; 12, 2 ; 779-812
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Publisher:
- New search for: Springer Berlin Heidelberg
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Place of publication:Berlin/Heidelberg
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Publication date:2022-12-01
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Size:34 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 12, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 435
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Ermanno Pitacco, 1947–2022| 2022
- 439
-
Discussion on ‘A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach’ (Fleichmann et al.)Biessy, Guillaume et al. | 2022
- 443
-
Model transparency and interpretability: survey and application to the insurance industryDelcaillau, Dimitri / Ly, Antoine / Papp, Alize / Vermet, Franck et al. | 2022
- 485
-
A nonparametric sequential learning procedure for estimating the pure premiumHu, Jun / Hong, Liang et al. | 2022
- 503
-
Loss amount prediction from textual data using a double GLM with shrinkage and selectionManski, Scott / Yang, Kaixu / Lee, Gee Y. / Maiti, Tapabrata et al. | 2022
- 529
-
The effect of risk constraints on the optimal insurance policyJiang, Wenjun / Ren, Jiandong et al. | 2022
- 559
-
Optimal multidimensional reinsurance policies under a common shock dependency structureAzarbad, M. / Parham, G. A. / Alavi, S. M. R. et al. | 2022
- 579
-
Extremes for a general contagion risk measureLing, Chengxiu / Liu, Jiajun et al. | 2022
- 607
-
Dynamic surplus optimization with performance- and index-linked liabilitiesDesmettre, Sascha / Wahl, Markus / Zagst, Rudi et al. | 2022
- 647
-
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guaranteesLichtenstern, Andreas / Zagst, Rudi et al. | 2022
- 701
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Mortality by socio-economic class and its impact on the retirement schemes: how to render the systems fairer?Jijiie, Anca / Alonso-García, Jennifer / Arnold, Séverine et al. | 2022
- 745
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Discussion on “Mortality by socio‑economic class and its impact on the retirement schemes: how to render the systems fairer?”D’Ambrogi-Ola, Barbara et al. | 2022
- 749
-
Efficient use of data for LSTM mortality forecastingLindholm, M. / Palmborg, L. et al. | 2022
- 779
-
Derivation of biometrically dependent cash flowsSchmitt, M. Matthias et al. | 2022
- 813
-
Semi-markov modeling for cancer insuranceSoetewey, Antoine / Legrand, Catherine / Denuit, Michel / Silversmit, Geert et al. | 2022
- 839
-
The slowdown in mortality improvement rates 2011–2017: a multi-country analysisDjeundje, Viani B. / Haberman, Steven / Bajekal, Madhavi / Lu, Joseph et al. | 2022
- 879
-
Optimal dynamic reinsurance with worst-case default of the reinsurerKorn, Ralf / Müller, Lukas et al. | 2022
- 887
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The only constant is change: opportunities and challenges for actuaries in a changing worldSchiller, Frank / Crugnola-Humbert, Jérôme et al. | 2022