European Actuarial Journal

Title Publication Date Language Citations
Remarks on quantiles and distortion risk measures2012/11/23English86
The optimal dividend barrier in the Gamma–Omega model2011/05/26English69
The impact of policyholder behavior on pricing, hedging, and hedge efficiency of withdrawal benefit guarantees in variable annuities2014/06/06English58
Optimal risk transfers in insurance groups2013/05/03English42
Poisson regression and Zero-inflated Poisson regression: application to private health insurance data2012/10/17English39
Asset allocation for a DC pension fund under regime switching environment2011/06/09English38
The Omega model: from bankruptcy to occupation times in the red2012/07/31English38
Neural networks applied to chain–ladder reserving2018/10/28English36
Machine learning techniques for mortality modeling2017/06/06English36
Bayesian Poisson log-bilinear models for mortality projections with multiple populations2015/09/19English35
Covariate selection from telematics car driving data2017/04/03English33
Bias regularization in neural network models for general insurance pricing2019/10/11English33
Classification of scale-sensitive telematic observables for riskindividual pricing2016/03/11English31
Cyber risk research in business and actuarial science2020/10/14English29
On Pareto-optimal reinsurance with constraints under distortion risk measures2017/12/21English27
The difference between LSMC and replicating portfolio in insurance liability modeling2016/11/04English26
Catastrophe risk bonds with applications to earthquakes2015/03/03English24
Investing in your own and peers’ risks: the simple analytics of P2P insurance2020/06/05English23
Generalised linear models for aggregate claims: to Tweedie or not?2015/06/03English22
Solvency II solvency capital requirement for life insurance companies based on expected shortfall2017/10/14English21
Feature extraction from telematics car driving heatmaps2018/10/24English21
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees2015/01/11English21
Capturing parameter risk with convex risk measures2013/05/08English21
Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs2011/06/18English20
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard2017/10/14English20
Mathematical analysis of different approaches for replicating portfolios2014/06/06English20
Worst-case-optimal dynamic reinsurance for large claims2012/07/01English18
Statistical methods to compare mortality for a group with non-divergent populations: an application to Spanish regions2011/12/01English17
Sex-specific mortality forecasting for UK countries: a coherent approach2018/02/02English16
Skew-elliptical distributions with applications in risk theory2017/01/09English16