Actuarial science and actuarial finance deal with the study, modeling and managing of insurance and related financial risks for which stochastic models and statistical methods are available.
Topics include classical actuarial mathematics such as life and non-life insurance, pension funds, reinsurance, and also more recent areas of interest such as risk management, asset-and-liability management, solvency, catastrophe modeling, systematic changes in risk parameters, longevity, etc.
EAJ is designed for the promotion and development of actuarial science and actuarial finance. For this, we publish original actuarial research papers, either theoretical or applied, with innovative applications, as well as case studies on the evaluation and implementation of new mathematical methods in insurance and actuarial finance. We also welcome survey papers on topics of recent interest in the field.
EAJ is the successor of six national actuarial journals, and particularly focuses on links between actuarial theory and practice. In order to serve as a platform for this exchange, we also welcome discussions (typically from practitioners, with a length of 1-3 pages) on published papers that highlight the application aspects of the discussed paper. Such discussions can also suggest modifications of the studied problem which are of particular interest to actuarial practice. Thus, they can serve as motivation for further studies.
Authors are invited to submit their papers online via http://euaj.edmgr.com.
- Offers broad coverage of actuarial theory and methods for application in insurance and finance
- Examines the mutual transfer between research and practical applications
- Includes classical actuarial mathematics as well as newer areas of interest
- Hansjörg Albrecher
- Publishing model
- Hybrid. Open Access options available
- 128 days
- Submission to first decision
- 214 days
- Submission to acceptance
- 18,553 (2019)
A synthetic model for asset-liability management in life insurance, and analysis of the SCR with the standard formula
The Deutsche Gesellschaft für Versicherungs- und Finanzmathematik (DGVFM) and Deutsche Aktuarvereinigung (DAV) have awarded the 2019 Gauss Prize to Christian Furrer for his paper “Experience rating in the classic Markov chain life insurance setting: An empirical Bayes and multivariate frailty approach”
As a result of the significant disruption that is being caused by the COVID-19 pandemic we are very aware that many researchers will have difficulty in meeting the timelines associated with our peer review process during normal times. Please do let us know if you need additional time. Our systems will continue to remind you of the original timelines but we intend to be highly flexible at this time.
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