The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …

In this paper, we explore the use of an extensive list of Archimedean copulas in general and
life insurance modelling. We consider not only the usual choices like the Clayton, Gumbel …

These notes are strongly motivated by practitioners who have been seeking for advise in
stochastic claims reserving modeling under Solvency 2 and under the Swiss Solvency Test …

In order to determine the risk capital for their aggregate portfolio, property and casualty
insurance companies must fit a multivariate model to the loss triangle data relating to each of …

Stochastic loss reserving with dependence has received increased attention in the last
decade. A number of parametric multivariate approaches have been developed to capture …

The interdependence between multiple lines of business has an important impact on
determining loss reserves and risk capital, which are crucial for the solvency of a property …

In this paper, we develop a multivariate evolutionary generalised linear model (GLM)
framework for claims reserving, which allows for dynamic features of claims activity in …

This study considers the risk management of insurance policies in line with the
implementation of the new International Financial Reporting Standards 17. It applies the …

Rank-based procedures are commonly used for inference in copula models for continuous
responses whose behavior does not depend on covariates. This paper describes how these …

The paper is concerned with multiple claim arrays. In recognition of the extensive use by
practitioners of large correlation matrices for the estimation of diversification benefits in …