Annals of Actuarial Science
2006 - 2021
From Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK. Bibliographic data for series maintained by Keith Waters (). Access Statistics for this journal.
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Volume 15, issue 3, 2021
- Multifactorial disorders and polygenic risk scores: predicting common diseases and the possibility of adverse selection in life and protection insurance pp. 488-503

- Jessye M. Maxwell, Richard A. Russell, Hei Man Wu, Natasha Sharapova, Peter Banthorpe, O’Reilly, Paul F and Cathryn M Lewis
- Multifactorial disorders and polygenic risk scores: predicting common diseases and the possibility of adverse selection in life and protection insurance – CORRIGENDUM pp. 504-504

- Jessye M. Maxwell, Richard A. Russell, Hei Man Wu, Natasha Sharapova, Peter Banthorpe, O’Reilly, Paul F and Cathryn M Lewis
- Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities pp. 505-518

- Jackie Li, Uditha Balasooriya and Jia Liu
- Mortality forecasting using a Lexis-based state-space model pp. 519-548

- Patrik Andersson and Mathias Lindholm
- Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes pp. 549-566

- Wen Chen, Bonsoo Koo, Yunxiao Wang, O’Hare, Colin, Nicolas Langrené, Peter Toscas and Zili Zhu
- Mortality models incorporating long memory for life table estimation: a comprehensive analysis pp. 567-604

- Hongxuan Yan, Gareth W. Peters and Jennifer Chan
- Extracting information from textual descriptions for actuarial applications pp. 605-622

- Scott Manski, Kaixu Yang, Gee Y. Lee and Tapabrata Maiti
- A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes pp. 623-644

- Jiwook Jang and Rosy Oh
Volume 15, issue 2, 2021
- AI in actuarial science – a review of recent advances – part 1 pp. 207-229

- Ronald Richman
- AI in actuarial science – a review of recent advances – part 2 pp. 230-258

- Ronald Richman
- A neural network model for solvency calculations in life insurance pp. 259-275

- Lucio Fernandez-Arjona
- Clustering driving styles via image processing pp. 276-290

- Rui Zhu and Mario V. Wüthrich
- Statistical features of persistence and long memory in mortality data pp. 291-317

- Gareth W. Peters, Hongxuan Yan and Jennifer Chan
- Multi-output Gaussian processes for multi-population longevity modelling pp. 318-345

- Nhan Huynh and Mike Ludkovski
- A neural network extension of the Lee–Carter model to multiple populations pp. 346-366

- Ronald Richman and Mario V. Wüthrich
- A spatial machine learning model for analysing customers’ lapse behaviour in life insurance pp. 367-393

- Sen Hu, O’Hagan, Adrian, James Sweeney and Mohammadhossein Ghahramani
- A practical support vector regression algorithm and kernel function for attritional general insurance loss estimation pp. 394-418

- Shadrack Kwasa and Daniel Jones
- LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model pp. 419-440

- Spark C. Tseung, Andrei L. Badescu, Tsz Chai Fung and X. Sheldon Lin
- mvClaim: an R package for multivariate general insurance claims severity modelling pp. 441-457

- Sen Hu, T. Brendan Murphy and O’Hagan, Adrian
- Scenario Weights for Importance Measurement (SWIM) – an R package for sensitivity analysis pp. 458-483

- Silvana M. Pesenti, Alberto Bettini, Pietro Millossovich and Andreas Tsanakas
Volume 15, issue 1, 2021
- Analytic expressions for annuities based on Makeham–Beard mortality laws pp. 1-13

- David C. Bowie
- Multivariate Hawkes process for cyber insurance pp. 14-39

- Yannick Bessy-Roland, Alexandre Boumezoued and Caroline Hillairet
- Healthy life expectancy in China: Modelling and implications for public and private insurance pp. 40-56

- Han Li, Katja Hanewald and Shang Wu
- On the use of Archimedean copulas for insurance modelling pp. 57-81

- Thilini Dulanjali Kularatne, Jackie Li and David Pitt
- Home and Motor insurance joined at a household level using multivariate credibility pp. 82-114

- Florian Pechon, Michel Denuit and Julien Trufin
- Valuation of no-negative-equity guarantees with a lower reflecting barrier pp. 115-143

- R. Guy Thomas
- Fitting multi-population mortality models to socio-economic groups pp. 144-172

- Jie Wen, Andrew J.G. Cairns and Torsten Kleinow
- On unbalanced data and common shock models in stochastic loss reserving pp. 173-203

- Benjamin Avanzi, Greg Taylor, Phuong Anh Vu and Bernard Wong
- Mortality Projections using Generalized Additive Models with applications to annuity values for the Irish population – CORRIGENDUM pp. 204-204

- M. Hall and N. Friel
Volume 14, issue 2, 2020
- Longevity trend risk over limited time horizons pp. 262-277

- Stephen J. Richards, Iain D. Currie, Torsten Kleinow and Gavin P. Ritchie
- Asymmetry in mortality volatility and its implications on index-based longevity hedging pp. 278-301

- Kenneth Q. Zhou and Johnny Siu-Hang Li
- Optimal portfolio choice with tontines under systematic longevity risk pp. 302-315

- Irina Gemmo, Ralph Rogalla and Jan-Hendrik Weinert
- Linking annuity benefits to the longevity experience: alternative solutions pp. 316-337

- Annamaria Olivieri and Ermanno Pitacco
- Variability in pension products: a comparison study between The Netherlands and Denmark pp. 338-357

- Anne G. Balter, Malene Kallestrup-Lamb and Jesper Rangvid
- An investigation into the impact of deprivation on demographic inequalities in adults pp. 358-383

- Les Mayhew, Gillian Harper and Andrés M. Villegas
- Mortality in the US by education level pp. 384-419

- Cristian Redondo Lourés and Andrew J. G. Cairns
- Mortality data reliability in an internal model pp. 420-444

- Fabrice Balland, Alexandre Boumezoued, Laurent Devineau, Marine Habart and Tom Popa
- CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family pp. 445-460

- Kevin Dowd, Andrew J. G. Cairns and David Blake
- Identifiability in age/period mortality models pp. 461-499

- Andrew Hunt and David Blake
- Identifiability in age/period/cohort mortality models pp. 500-536

- Andrew Hunt and David Blake
- Constraints, the identifiability problem and the forecasting of mortality pp. 537-566

- Iain D. Currie
Volume 14, issue 1, 2020
- Alternative modelling and inference methods for claim size distributions pp. 1-19

- Mathias Raschke
- A graphical model approach to simulating economic variables over long horizons pp. 20-41

- Jaideep S. Oberoi, Aniketh Pittea and Pradip Tapadar
- Insurance ratemaking using the Exponential-Lognormal regression model pp. 42-71

- George Tzougas, Woo Hee Yik and Muhammad Waqar Mustaqeem
- Forecasting health expenses using a functional data model pp. 72-82

- Jens Piontkowski
- The effect of retirement taxation rules on the value of guaranteed lifetime withdrawal benefits pp. 83-92

- Eric R. Ulm
- Estimation of conditional mean squared error of prediction for claims reserving pp. 93-128

- Mathias Lindholm, Filip Lindskog and Felix Wahl
- The profiles of public and private patients in maternal healthcare: a longitudinal study to examine adverse selection pp. 129-137

- Jananie William, Bronwyn Loong, Catherine Chojenta and Deborah Loxton
- Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices pp. 138-149

- A. D. Wilkie and Åžule Åžahin
- Forecasting age distribution of death counts: an application to annuity pricing pp. 150-169

- Han Lin Shang and Steven Haberman
- Risk management with Tail Quasi-Linear Means pp. 170-187

- Bäuerle, Nicole and Tomer Shushi
- Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements pp. 188-218

- Otto Konstandatos
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