pt. 1. Imperfect information, responses to shocks, and credibility issues -- pt. 2. Recent developments in monetary …

Contents: Preface -- Part I: Imperfect information, responses to shocks, and credibility issues -- 1. Introduction … rate policy in the open economy -- 6. Monetary policy credibility -- Part II: Optimal monetary policy: A new Keynesian …

model employs credibility theory and trapezoidal fuzzy variables to more accurately capture the high levels of uncertainty … volatility, and uncertainty. Traditional risk management models, which rely on probabilistic assumptions and historical data …. CVaR was chosen as the primary risk measure because it is a downside risk measure that focuses on extreme losses, making it …

successfully adopted to credibility theory in the actuarial literature. The objective of this work is to develop robust and … ratemaking. In this paper, we consider classical credibility models that can be embedded within the framework of mixed linear … efficient methods for credibility when heavy-tailed claims are approximately log-location-scale distributed. To accomplish that …