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Formulating a stochastic discounting model with actuarial and risk management applications
Artikis, Constantinos T. - In: SPOUDAI - Journal of Economics and Business 62 (2012) 3/4, pp. 7-15
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...
Persistent link: https://www.econbiz.de/10010343117
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Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications
Artikis, Constantinos T. - In: SPOUDAI Journal of Economics and Business 62 (2012) 3-4, pp. 7-15
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...
Persistent link: https://www.econbiz.de/10010740604
Cover Image
Formulating a stochastic discounting model with actuarial and risk management applications
Artikis, Constantinos T. - In: Spoudai : journal of economics and business 62 (2012) 3/4, pp. 7-15
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...
Persistent link: https://www.econbiz.de/10010255258