Mind your step
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Tag | 1 | 2 | Value |
---|---|---|---|
LDR | 00000cab a2200000 4500 | ||
001 | MAP20200014072 | ||
003 | MAP | ||
005 | 20200427171556.0 | ||
008 | 200427e20200101gbr|||p |0|||b|eng d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a6 | ||
100 | $0MAPA20080084868$aSmith, Andrew | ||
245 | 1 | 0 | $aMind your step$cAndrew Smith |
520 | $aThe idea of a long-term interest rate is embedded in actuarial thought and practice. While market interest rates fluctuate, we think about long-run averages driven by economic fundamentals. Tasks ranging from budgeting for pension contributions to the ultimate forward rate in Solvency II require assessments of long-run average returns. Estimation of long-run returns involves a mix of judgment and, sometimes, intricate quantitative models. Bayesian statistics gives us a framework for combining these elements: the judgment corresponds to a prior distribution of parameters, while the forecast is based on a posterior parameter distribution given some data | ||
650 | 4 | $0MAPA20100065242$aTeorema de Bayes | |
650 | 4 | $0MAPA20080592011$aModelos actuariales | |
650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
650 | 4 | $0MAPA20080578374$aTasas de interés | |
650 | 4 | $0MAPA20080564254$aSolvencia II | |
650 | 4 | $0MAPA20080562342$aEstadísticas | |
773 | 0 | $wMAP20200013259$tThe Actuary : the magazine of the Institute & Faculty of Actuaries$dLondon : Redactive Publishing, 2019-$g01/01/2020 Número 1 - January/February 2020 , p. 28-30 |