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Mind your step

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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
24510‎$a‎Mind your step‎$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
7730 ‎$w‎MAP20200013259‎$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