The European Actuarial Journal | Presentation of Vol. 12, 1

This is a recording of the Online Presentation of Issue 12 (1) of the European Actuarial Journal that took place in June 2022, where corresponding authors of papers presented their papers to an online audience of academics and practitioners.

Please find the issue here: https://link.springer.com/journal/13385/volumes-and-issues

Original Research Articles

• G. Zeller: A comprehensive model for cyber risk based on marked point processes and its applications to insurance
• A. Zanotto: An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
• M. Fackler: Premium rating without losses
• A. Salahnejhad Ghalehjooghi: Socio-economic differentiation in experienced mortality modelling and its pricing implications
• K.W. Chau: Rule-based strategies for dynamic life cycle investment
• A. Fleischmann: A long-term care multi-state Markov model revisited: a Markov chain Monte Carlo approach
• J. Trufin: Bounds on Spearman’s rho when at least one random variable is discrete

Survey Paper

• P. Winter: Modern tontines as a pension solution: a practical overview

Case Study

• A. Cairns: A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme

Letters

• A. Tsanakas: Efficient evaluation of alternative reinsurance strategies using control variates
• J. Trufin: Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance