Risk aggregation in the presence of discrete causally connected random variables

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Annals of actuarial science
1. Verfasser: Lin, Peng (VerfasserIn)
Weitere Verfasser: Neil, Martin (VerfasserIn), Fenton, Norman E. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2014
Schlagworte:
simulation methods > mortality projection > Poisson Lee-Carter model > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Optimal strategies for a non-linear premium-reserve model in a competitive insurance market 2017 Pantelous, Athanasios A.
Yet more on a stochastic economic model : part 3A : stochastic interpolation : Brownian and Ornstein-Uhlenbeck (OU) bridges 2017 Wilkie, A. D.
Telematic driving profile classification in car insurance pricing 2017 Weidner, Wiltrud
Demographic risk in deep-deferred annuity valuation 2017 Ji, Min
Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I, methodology and country-level results 2017 Huang, Fei
Mortality forecasting using a modified CMI Mortality Projections Model for China II : cities, towns and counties 2017 Huang, Fei
Yet more on a stochastic economic model : part 3C : stochastic bridging for share yields and dividends and interest rates 2017 Wilkie, A. D.
Explicitly incorporating virtues into actuarial education 2017 Asher, Anthony
A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting 2017 Fung, Man Chung
Application of bivariate negative binomial regression model in analysing insurance count data 2017 Liu, Feng
A note on the optimal dividends paid in a foreign currency 2017 Eisenberg, Julia
Comparing the riskiness of dependent portfolios via nested L-statistics 2017 Samanthi, Ranadeera G.M.
An analysis of operational risk events in US and European Banks 2008-2014 2017 Li, Yifei
Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages 2017 Wilkie, A. D.
The quantification of type-2 prudence in asset allocation by the trustees of a retirement fund 2016 Thomson, Robert J.
An application of Markov chain Monte Carlo (MCMC) to continuous-time incurred but not yet reported (IBNYR) events 2016 Brown, Garfield O.
The fuzzy Bornhuetter-Ferguson method : an approach with fuzzy numbers 2016 Heberle, Jochen
Optimal design of a bonus-malus system : linear relativities revisited 2016 Tan, Chong It
LOESS smoothed density estimates for multivariate survival data subject to censoring and masking 2016 Adamic, Peter
Modelling the reverse select and ultimate mortality experience of UK ill-health retirement occupational pension scheme members 2016 Hall, Mary
Alle Artikel auflisten