Formulating a stochastic discounting model with actuarial and risk management applications

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. - Piraeus : University of Piraeus, ISSN 2241-424X. - Vol. 62.2012, 3/4, p. 7-15
Publisher:	Piraeus : University of Piraeus
Subject:	Stochastic Discounting \| Risk Management \| Model

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	780611527 [GVK] hdl:10419/96201 [Handle]
Classification:	C51 - Model Construction and Estimation
Source:	EconStor

Persistent link: https://www.econbiz.de/10010343117