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A new volume of the European Actuarial Journal is now available

The European Actuarial Journal (EAJ) publishes research articles and survey articles as well as papers engaging the mutual transfer between research and practical applications.

EAJ Volume 8 Number 2 containing 10 articles is now available!

European Actuarial Journal

EAJ is designed for the promotion and development of actuarial science and actuarial finance. For this, they publish original actuarial research papers, either theoretical or applied, with innovative applications, as well as transfer papers on the evaluation and implementation of new mathematical methods in insurance and actuarial finance.

The publications of volume 8-2 are:

  1. The impact of longevity and investment risk on a portfolio of life insurance liabilities
    Anna Rita Bacinello, Pietro Millossovich, An Chen

  2. Policy characteristics and stakeholder returns in participating life insurance: which contracts can lead to a win-win?
    Charbel Mirza, Joël Wagner 

  3. Old-age care prevalence in Switzerland: drivers and future development
    Michel Fuino, Joël Wagner 

  4. Examining the impact on mortality arising from climate change: important findings for the insurance industry
    Tatjana Miljkovic, Dragan Miljkovic, Karsten Maurer

  5. Feature extraction from telematics car driving heatmaps
    Guangyuan Gao, Mario V. Wüthrich

  6. Neural networks applied to chain–ladder reserving
    Mario V. Wüthrich

  7. Matching tower information with piecewise Pareto
    Ulrich Riegel

  8. Optimal management of immunized portfolios
    Riccardo Cesari, Vieri Mosco

  9. Credit risk and solvency capital requirements
    Jeremy Allali, Olivier Le Courtois, Mohamed Majri

  10. Observations on industry practice in the construction of large correlation structures for risk and capital margins
    Gregory Clive Taylor

EAJ is the successor of six national actuarial journals, so it is focused on theory and methods for applications in insurance and finance. EAJ publishes research articles, survey articles as well as papers for the mutual transfer between research and application.