Annals of Actuarial Science Journal Issues Research Articles in March 2023 Edition

LONDON, England, March 25 -- 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 research articles on the following topics in its March 2023 edition:

Actuarial Software:

* SPLICE: a synthetic paid loss and incurred cost experience simulator

Original Research Papers:

* Bonus-Malus Scale models: creating artificial past claims history

* The moments of the time of ruin in Sparre Andersen risk models

* Modelling the burden of long-term care for institutionalised elderly based on care duration and intensity

* Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack

* Panjer class revisited: one formula for the distributions of the Panjer (a,b,n) class

* Less-expensive long-term annuities linked to mortality, cash and equity

* Benchmarks for the benchmark approach to valuing long-term insurance liabilities: comment on Fergusson & Platen (2023)

The March 2023 edition of the Annals of Actuarial Science Journal can be viewed at https://www.cambridge.org/core/journals/annals-of-actuarial-science/issue/C8A959241D6601A21A37DF8A7C5B9E9A. The Journal is published by Cambridge University Press.