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A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
Kogure, Atsuyuki, (2010)
Parameter risk in time-series mortality forecasts
Kleinow, Torsten, (2017)
Enhancing value-at-risk with credible expected risk models
Syuhada, Khreshna, (2024)
Künstliche Intelligenz, Expertensysteme und Problemlösungsmethoden : wo stehen wir?
Hürlimann, Werner, (1987)
Tail approximation of the skew-normal by the skew-normal Laplace : application to Owen’s T functionand the bivariate normal distribution
Hürlimann, Werner, (2013)
Valuation of fixed and variable rate mortgages : binomial tree versus analytical approximations
Hürlimann, Werner, (2012)