Todas las obras relacionadas: Modelo estoc��stico

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Stochastic loss reserving : a new perspective from a Dirichlet model

  • Sriram, Karthik
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • 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.
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • Applying state space models to stochastic claims reserving

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A New domain

  • Steehouwer, Hens
  • Artigos e Capítulos
  • A New domain

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

  • Wen, Jie
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • 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
  • Artigos e Capítulos
  • The Costs of annuitising : are retirees fairly charged?

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Risk management in times of uncertainty

  • Lightwood, Matthew
  • Artigos e Capítulos
  • Risk management in times of uncertainty

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Strengthening local credit markets through lender-level index insurance

  • Collier, Benjamin L.
  • Artigos e Capítulos
  • 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....

  • Artigos e Capítulos
  • Drivers of mortality dynamics : identifying age-period-cohort components of historical U.S. mortality improvements

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Bühlmann credibility-based approaches to modeling mortality rates for multiple population

  • Chi-Liang Tsai, Cary
  • Artigos e Capítulos
  • Bühlmann credibility-based approaches to modeling mortality rates for multiple population

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Taking the one-year view

  • Scarth, Robert
  • Artigos e Capítulos
  • Taking the one-year view

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El Análisis de riesgos, en profundidad : optimización del programa de seguro

  • Madrid : Willis Towers Watson, 2020
  • Livros
  • El Análisis de riesgos, en profundidad : optimización del programa de seguro

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Less-expensive valuation and reserving of long-dated variable annuities when interest rates and...

  • Fergusson, Kevin
  • Artigos e Capítulos
  • Less-expensive valuation and reserving of long-dated variable annuities when interest rates and mortality rates are stochastic

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Reaching bequest goal with life insurance : ambiguity about the risk asset´s drift and...

  • Liang, Xiaoqing
  • Artigos e Capítulos
  • Reaching bequest goal with life insurance : ambiguity about the risk asset´s drift and mortality´s hazard rate