Formulating a stochastic discounting model with actuarial and risk management applications

by Constantinos T. Artikis

Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of fundamental areas in the actuarial discipline. The paper is mainly devoted to the formulation, investigation and application in the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model can substantially support the role of proactivity in making insurance decisions.

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Year of publication:	2012
Authors:	Artikis, Constantinos T.
Published in:	Spoudai : journal of economics and business. - Peiraiōs : Panepistēmion, ISSN 2241-424X, ZDB-ID 2741596-X. - Vol. 62.2012, 3/4, p. 7-15
Subject:	Stochastic Discounting \| Risk Management \| Model \| Risikomanagement \| Risk management \| Theorie \| Theory \| Diskontierung \| Discounting \| Stochastischer Prozess \| Stochastic process \| Versicherungsmathematik \| Actuarial mathematics \| Risikomaß \| Risk measure \| Risikomodell \| Risk model

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/96201 [Handle]
Classification:	C51 - Model Construction and Estimation
Source:	ECONIS - Online Catalogue of the ZBW

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