Yet more on a stochastic economic model part 2, initial conditions, select periods and neutralising parameters

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Annals of actuarial science
1. Verfasser: Wilkie, A. D. (VerfasserIn)
Weitere Verfasser: Şahin, Şule (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2016
Schlagworte:
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
Yet more on a stochastic economic model : part 3B : stochastic bridging for retail prices and wages 2017 Wilkie, A. D.
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
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
Aggregation of 1-year risks in life and disability insurance 2016 Djehiche, Boualem
Alle Artikel auflisten