Centro de Documentacion de Fundación MAPFRE - Taming uncertainly : the limits to quantification

MAP20160023763

Taming uncertainly : the limits to quantification / Andreas Tsanakas, M. Bruce Beck, Michael Thompson

Sumario: Taming the beast of uncertainty has been the grand project to which actuaries have dedicated much of their energy and skill over at least the last 50 years roughly the time since, in Hans Bühlmann's (1989) famous term, Actuaries of the Second Kind emerged. The big task of taming uncertainty is broken down into two smaller tasks: first, to develop a statistical/stochastic model according to the best science we have access to; then, to consider how that model is used to take decisions such as pricing liabilities, setting capital requirements or optimising portfolios

En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/01/2016 Volumen 46 Número 1 - enero 2016 , p. 1-7

1. Modelos actuariales . 2. Riesgo actuarial . 3. Modelos estadísticos . 4. Análisis de riesgos . 5. Cálculo actuarial . 6. Análisis actuarial . 7. Incertidumbre . I. Beck, M. Bruce . II. Thompson, Michael W. . III. Título.