Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10011428667
Persistent link: https://www.econbiz.de/10011457218
Persistent link: https://www.econbiz.de/10011630622
Persistent link: https://www.econbiz.de/10012419081
This article discusses the determination of risk capital based on "aversion" functions. Aversion functions weigh different outcomes according to perceived severity. Many practical and popular risk measures are usefully viewed in terms of aversion functions including those arising from distortion...
Persistent link: https://www.econbiz.de/10008521281
The Lee-Carter method for mortality forecasting is outlined, discussed and improved utilizing standard time series approaches. The new framework, which integrates estimation and forecasting, delivers more robust results and permits more detailed insight into underlying mortality dynamics. An...
Persistent link: https://www.econbiz.de/10009205575
Persistent link: https://www.econbiz.de/10005375421
Persistent link: https://www.econbiz.de/10005380562
Persistent link: https://www.econbiz.de/10005285375
Persistent link: https://www.econbiz.de/10005192977