European Actuarial Journal

Editorial

A new approach for satisfactory pensions with no guarantees

M. Carmen Boado-Penas, Julia Eisenberg, Axel Helmert, Paul Krühner

Discussion of the paper Boado-Penas et al.: A new approach for satisfactory pensions without guarantees

Normann Pankratz, Volker Krafft

Authors’ Reply on the Discussion of Krafft and Pankratz

Carmen Boado-Penas, Julia Eisenberg, Axel Helmert, Paul Krühner

Matrix representations of life insurance payments

Mogens Bladt, Søren Asmussen, Mogens Steffensen

Discussion on “Matrix representations of life insurance payments” (Bladt et al.)

Frank Schiller

Life expectancy improvement for multiple cure distributions

Shanoja Naik, Peter Adamic

Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products

Franziska Diez, Ralf Korn

Discussion on “Yield curve shapes of Vasiçek interest rate models, measure transformations and an application for the simulation of pension products” (Diez and Korn, 2019)

Stefan Graf

Mean-variance dynamic optimality for DC pension schemes

Francesco Menoncin, Elena Vigna

The determinants of lapse rates in the Italian life insurance market

Emilio Barucci, Tommaso Colozza, Daniele Marazzina, Edit Rroji

Bias regularization in neural network models for general insurance pricing

Mario V. Wüthrich

Optimal risk sharing in insurance networks

Anna-Maria Hamm, Thomas Knispel, Stefan Weber

Optimal capital injections and dividends with tax in a risk model in discrete time

Katharina Bata, Hanspeter Schmidli

Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital

Frank Aurzada, Micha Buck