Annals of Actuarial Science Journal Issues 10 Research Articles in September 2019 Edition

LONDON, England, July 31 -- Annals of Actuarial Science, a peer-reviewed journal that says it features life insurance, non-life insurance, pensions, health insurance, econometrics, insurance economics and financial risk management from the Institute and Faculty of Actuaries, published 10 research articles on the following topics in its September 2019 edition:

* A review of global banking regulation under an assumption of complexity

* An analysis of the feasibility of an extreme operational risk pool for banks

* An identity based on the generalised negative binomial distribution with applications in ruin theory

* Analysis of financial events under an assumption of complexity

* Back-testing the chain-ladder method

* Beta transform and discounted aggregate claims under dependency

* Methods for generating coherent distortion risk measures

* Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data

* Optimal proportional reinsurance with common shock dependence to minimise the probability of drawdown

* The design of pension contracts: on the perspective of customers

The September 2019 edition of the Annals of Actuarial Science Journal can be viewed at https://www.cambridge.org/core/journals/annals-of-actuarial-science/issue/23DD0034A6C39F7EA5F99F6E883C0328. The Journal is published by Cambridge University Press.