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Coleção: ArtigosTítulo: A New domain / Hens SteehouwerAutor: Steehouwer, Hens Notas: Sumario: Actuaries have to deal with time-series processes in terms of how, for example, yield curves, investment returns, mortality rates, lapses or insurance claims develop over time. They have a toolkit of stochastic models at their disposal to analyse and model these processes for the applications at hand. Typically, these models look at time-series processes from a 'time domain' angle. However, it is also possible to look at time-series processes from a 'frequency domain' angle. Actuaries are not typically familiar with this other toolkit and the additional insights and modelling benefits it can bring. All frequency domain techniques are founded on the Fourier transform. With the Fourier transform, any time-series {xt, t = 0,,T-1} can be written as a sum of cosine functions.Registros relacionados: En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/12/2020 Número 11 - diciembre 2020 , p. 22-25Materia / lugar / evento: Cálculo actuarialModelo estocásticoModelos matemáticosMortalidadOutras classificações: 6Direitos: In Copyright (InC) Ver detalhe do número
