Todas las obras relacionadas: Modelo estoc��stico

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The Saint model : a decade later

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Backcasting Mortality in England and Wales, 16001840

  • Wang, Di
  • Articles and Chapters
  • Backcasting Mortality in England and Wales, 16001840

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On the rBell family of distributions with actuarial applications

  • Bhati, Deepesh
  • Articles and Chapters
  • On the rBell family of distributions with actuarial applications

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Tweedie double GLM loss triangles with dependence within and across business lines

  • Araiza Iturria, Carlos Andrés
  • Articles and Chapters
  • Tweedie double GLM loss triangles with dependence within and across business lines

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Stochastic loss reserving : a new perspective from a Dirichlet model

  • Sriram, Karthik
  • Articles and Chapters
  • Stochastic loss reserving : a new perspective from a Dirichlet model

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Why does a human die? A structural approach to cohort-wise mortality prediction under survival...

  • Shimizu, Yasutaka
  • Articles and Chapters
  • Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis

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A Gamma moving average process for modelling dependence across development years in run-off...

  • Nieto-Barajas, Luis E.
  • Articles and Chapters
  • A Gamma moving average process for modelling dependence across development years in run-off triangles

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Applying state space models to stochastic claims reserving

  • Hendrych, Radek
  • Articles and Chapters
  • Applying state space models to stochastic claims reserving

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Mean reversion in stochastic mortality: why and how?

  • Zeddouk, Fadoua
  • Articles and Chapters
  • Mean reversion in stochastic mortality: why and how?

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A New domain

  • Steehouwer, Hens
  • Articles and Chapters
  • A New domain

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Trends in Canadian mortality by pension level : evidence from the CPP and QPP

  • Wen, Jie
  • Articles and Chapters
  • Trends in Canadian mortality by pension level : evidence from the CPP and QPP

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Estimación de modelos de mortalidad estocástica para Chile

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Market price of longevity risk for a multi-cohort mortality model with application to longevity...

  • Xu, Yajing
  • Articles and Chapters
  • Market price of longevity risk for a multi-cohort mortality model with application to longevity bond option pricing

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Taxation of a gmwb variable annuity in a stochastic interest rate model

  • Molent, Andrea
  • Articles and Chapters
  • Taxation of a gmwb variable annuity in a stochastic interest rate model

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Introducing and evaluating a new multiple-component stochastic mortality model

  • Hatzopoulos, Peter
  • Articles and Chapters
  • Introducing and evaluating a new multiple-component stochastic mortality model

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Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the...

  • Nadeb, Hossein
  • Articles and Chapters
  • Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model

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The Costs of annuitising : are retirees fairly charged?

  • Dassatti, Cecilia
  • Articles and Chapters
  • The Costs of annuitising : are retirees fairly charged?

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Risk management in times of uncertainty

  • Lightwood, Matthew
  • Articles and Chapters
  • Risk management in times of uncertainty

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Strengthening local credit markets through lender-level index insurance

  • Collier, Benjamin L.
  • Articles and Chapters
  • Strengthening local credit markets through lender-level index insurance

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Drivers of mortality dynamics : identifying age-period-cohort components of historical U.S....

  • Articles and Chapters
  • Drivers of mortality dynamics : identifying age-period-cohort components of historical U.S. mortality improvements