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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Astin bulletin : the journal of the International Actuarial Association
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Stochastic claims reserving via a bayesian spline model with random loss ratio effects
Gao, Guangyuan
;
Meng, Shengwang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 55-88
Persistent link: https://www.econbiz.de/10011875578
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Calculating variable annuity liability "Greeks" using Monte Carlo simulation
Cathcart, Mark J.
;
Lok, Hsiao Yen
;
McNeil, Alexander J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
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