EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Actuarial mathematics"
Narrow search

Narrow search

Year of publication
Subject
All
Actuarial mathematics 1,181 Versicherungsmathematik 1,178 Theorie 681 Theory 681 Risikomodell 278 Risk model 278 USA 274 United States 274 Lebensversicherung 204 Life insurance 198 Deutschland 191 Germany 185 Gesetzliche Rentenversicherung 142 Public pension system 142 Versicherung 135 Insurance 130 Finanzmathematik 100 Mathematical finance 97 Risikomanagement 92 Risk management 86 Insurance premium 79 Mortality 79 Reinsurance 79 Sterblichkeit 79 Versicherungsbeitrag 79 Rückversicherung 78 Stochastischer Prozess 74 Stochastic process 73 Portfolio selection 72 Portfolio-Management 72 Risiko 71 Risk 67 Economics of insurance 58 Versicherungsökonomik 58 Altersvorsorge 56 Retirement provision 56 Rentenfinanzierung 55 Pension finance 54 Option pricing theory 49 Optionspreistheorie 49
more ... less ...
Online availability
All
Free 182 Undetermined 170
Type of publication
All
Book / Working Paper 605 Article 586 Journal 15
Type of publication (narrower categories)
All
Article in journal 479 Aufsatz in Zeitschrift 479 Graue Literatur 239 Non-commercial literature 239 Arbeitspapier 164 Working Paper 164 Hochschulschrift 107 Aufsatz im Buch 102 Book section 102 Thesis 96 Lehrbuch 71 Textbook 68 Collection of articles of several authors 61 Sammelwerk 61 Bibliografie enthalten 44 Bibliography included 44 Konferenzschrift 29 Conference proceedings 26 Collection of articles written by one author 8 Sammlung 8 Festschrift 7 Glossar enthalten 7 Glossary included 7 Einführung 6 Mehrbändiges Werk 6 Multi-volume publication 6 Aufsatzsammlung 5 Case study 5 Fallstudie 5 Amtsdruckschrift 4 Forschungsbericht 4 Government document 4 Reprint 4 Aufgabensammlung 3 Commentary 3 Conference paper 3 Kommentar 3 Konferenzbeitrag 3 Nachschlagewerk 3 Reference book 3
more ... less ...
Language
All
English 811 German 340 French 36 Polish 11 Undetermined 8 Dutch 7 Italian 5 Spanish 5 Russian 4 Czech 1 Finnish 1 Hungarian 1 Latin 1 Multiple languages 1 Slovenian 1
more ... less ...
Author
All
Dickson, David C. M. 21 Dhaene, Jan 18 Willmot, Gordon E. 12 Schmidt, Klaus D. 10 Breyer, Friedrich 9 Börsch-Supan, Axel 9 Goovaerts, Marc J. 8 Gründl, Helmut 8 Schmeiser, Hato 8 Taylor, Greg 8 Denuit, Michel 7 Frees, Edward W. 7 Kaas, R. 7 Simonovits, András 7 Antonio, Katrien 6 Berdin, Elia 6 Devolder, Pierre 6 Heidler, Matthias 6 Heilmann, Wolf-Rüdiger 6 Klugman, Stuart A. 6 London, Richard L. 6 Maurer, Raimond 6 Milbrodt, Hartmut 6 Nell, Martin 6 Rejda, George E. 6 Rogalla, Ralph 6 Sundt, Bjørn 6 Wüthrich, Mario V. 6 Zeng, Yan 6 Barigou, Karim 5 Cheung, Eric C. K. 5 Feng, Runhuan 5 Gasche, Martin 5 Haberman, Steven 5 Heras, Antonio 5 Karten, Walter 5 Legros, Florence 5 Merz, Michael 5 Mitchell, Olivia S. 5 Möbius, Christian 5
more ... less ...
Institution
All
Centre for Actuarial Studies 10 Deutsche Gesellschaft für Versicherungsmathematik 8 Society of Actuaries 6 Springer Fachmedien Wiesbaden 5 International Congress of Actuaries <24, 1992, Montréal> 4 Springer-Verlag GmbH 4 National Bureau of Economic Research 3 Pensions Institute 3 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 3 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 2 Hauptverband der Gewerblichen Berufsgenossenschaften 2 International Actuarial Association / Actuarial Approach for Financial Risks 2 International Actuarial Association / Actuarial Studies in Non-Life Insurance 2 Universiteit van Amsterdam / Instituut voor Actuariaat en Econometrie 2 Actuarial Society of Finland 1 Den Danske Aktuarforening 1 Den Norske Aktuarforening 1 Deutsche Aktuarvereinigung / Arbeitsgruppe Tarifierungsmethodik 1 Deutsche Gesellschaft für Versicherungs- und Finanzmathematik 1 Erasmus Insurance Center <Rotterdam> 1 European Group of Risk and Insurance Economists 1 Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, Universidade de São Paulo 1 Finnland / Työttömyysvakuutusmaksutoimikunta 1 Georg-August-Universität Göttingen / Seminar für Versicherungswissenschaft 1 Gottfried Wilhelm Leibniz Universität Hannover 1 International Association for the Study of Insurance Economics 1 International Association of Hail Insurers 1 International Conference on Multidimensional Finance, Insurance and Investment <5., 2013, Madīnat ʿĪsā> 1 International Congress of Actuaries 1 International Congress of Actuaries <23, 1988, Helsinki> 1 International Risk Management Institute 1 Jeffrey A. Beckley 1 John Todd Research Foundation 1 MAF <7., 2016, Paris> 1 MAF <8., 2018, Madrid> 1 Neuseeland / Government Actuary's Department 1 OECD 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung 1 SCOR Deutschland Rückversicherungs AG <Hannover> 1 Schweizerische Rückversicherungsgesellschaft 1
more ... less ...
Published in...
All
Insurance / Mathematics & economics 81 Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V. 25 The journal of risk and insurance : the journal of the American Risk and Insurance Association 24 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 23 Risks : open access journal 21 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 15 Astin bulletin : the journal of the International Actuarial Association 12 International series on actuarial science 12 Scandinavian actuarial journal 12 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 10 British actuarial journal : incorporating journal of the Institute of Actuaries and transactions of the Faculty of Actuaries 10 Discussion paper / The Pensions Institute, Cass Business School, City University 9 Schriftenreihe angewandte Versicherungsmathematik 9 Versicherungswirtschaft : Magazin für Führungskräfte und Entscheider 9 Veröffentlichungen des Instituts für Versicherungswissenschaft der Universität Mannheim 9 A Chapman & Hall book 8 Wiley series in probability and statistics 8 ifa-Schriftenreihe 8 MEA discussion papers 7 AFI 6 Asia-Pacific journal of risk and insurance : APJRI 6 Europäische Hochschulschriften / 5 6 Reihe: Versicherungswirtschaft 6 The Geneva papers on risk and insurance theory 6 Veröffentlichungen des Seminars für Versicherungswissenschaft der Universität Hamburg und des Vereins zur Förderung der Versicherungswissenschaft in Hamburg e.V. / B 6 Assurances et gestion des risques : revue trimestrielle 5 Discussion paper / Tinbergen Institute 5 Journal of pension economics and finance 5 Langfristige Versicherungsverhältnisse : Ökonomie, Technik, Institutionen ; [aus Anlaß des hundertjährigen Bestehens des Seminars für Versicherungswissenschaft der Universität Göttingen wurde vom 13. bis 16. September des Jahres 1995 ein Symposium "Langfristige Versicherungsverhältnisse - Ökonomie, Technik, Institutionen" veranstaltet] 5 North American actuarial journal 5 Revolution in der Alterssicherung : Beitragskonten auf Umlagebasis 5 Risikoforschung und Versicherung : Festschrift für Elmar Helten zum 65. Geburtstag 5 Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik 5 Springer-Lehrbuch 5 ACTEX academic series 4 Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung 4 CESifo working papers 4 DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 4 Journal of business ethics : JOBE 4 Journal of mathematical finance 4
more ... less ...
Source
All
ECONIS (ZBW) 1,189 USB Cologne (EcoSocSci) 9 RePEc 7 EconStor 1
Showing 1 - 50 of 1,206
Cover Image
Mandatory annuitization and money's worth : evidence from Singapore
Fong, Joelle H.; Li, Jackie - In: Journal of pension economics and finance : JPEF 21 (2022) 3, pp. 405-424
Persistent link: https://ebtypo.dmz1.zbw/10013269961
Saved in:
Cover Image
On the Unfairness of Actuarial Fair Annuities
Chen, An; Vanduffel, Steven - 2022
Actuarial fairness pertains to the situation in which the price of an insurance contract is equal to its expected outcome. This paradigm is at odds with financial pricing: If two financial contracts have the same expected value, but one is better than the other in the sense of second order...
Persistent link: https://ebtypo.dmz1.zbw/10013295535
Saved in:
Cover Image
Special issue "interplay between financial and actuarial mathematics" : editorial
Constantinescu, Corina; Eisenberg, Julia - In: Risks : open access journal 9 (2021) 8, pp. 1-3
Persistent link: https://ebtypo.dmz1.zbw/10012612362
Saved in:
Cover Image
How much we gain by surplus-dependent premiums : asymptotic analysis of ruin probability
Wang, Jing; Palmowski, Zbigniew; Constantinescu, Corina - In: Risks : open access journal 9 (2021) 9, pp. 1-17
In this paper, we generate boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and a hypoexponential claims scenario, Erlang (2) claim sizes. Applying the approximation theory of solutions of linear...
Persistent link: https://ebtypo.dmz1.zbw/10012612558
Saved in:
Cover Image
An efficient Monte Carlo based approach for the simulation of future annuity values
Bacinello, Anna Rita; Millossovich, Pietro; Viviano, Fabio - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012615282
Saved in:
Cover Image
Intergenerational actuarial fairness when longevity increases : amending the retirement age
Bravo, Jorge Miguel Ventura; Ayuso, Mercedes; Holzmann, … - 2021
Continuous longevity improvements and population ageing have led countries to modify national public pension schemes by increasing the standard and early retirement ages in a discretionary, scheduled, or automatic way, and by making it harder for people to retire prematurely. To this end,...
Persistent link: https://ebtypo.dmz1.zbw/10012668785
Saved in:
Cover Image
On the market-consistent valuation of participating life insurance heterogeneous contracts under longevity risk
Bacinello, Anna Rita; Chen, An; Sehner, Thorsten; … - In: Risks : open access journal 9 (2021) 1/20, pp. 1-18
The purpose of this paper is to conduct a market-consistent valuation of life insurance participating liabilities sold to a population of partially heterogeneous customers under the joint impact of biometric and financial risk. In particular, the heterogeneity between groups of policyholders...
Persistent link: https://ebtypo.dmz1.zbw/10012423050
Saved in:
Cover Image
Discrete-time risk models with claim correlated premiums in a Markovian environment
Osatakul, Dhiti; Wu, Xueyuan - In: Risks : open access journal 9 (2021) 1/26, pp. 1-23
In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This model is inspired by the well-known bonus-malus system in the non-life insurance industry. Two strategies of adjusting periodic premiums are considered: aggregate...
Persistent link: https://ebtypo.dmz1.zbw/10012423153
Saved in:
Cover Image
A priori ratemaking selection using multivariate regression models allowing different coverages in auto insurance
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - In: Risks : open access journal 9 (2021) 7, pp. 1-18
A comprehensive auto insurance policy usually provides the broadest protection for the most common events for which the policyholder would file a claim. On the other hand, some insurers offer extended third-party car insurance to adapt to the personal needs of every policyholder. The extra...
Persistent link: https://ebtypo.dmz1.zbw/10012599629
Saved in:
Cover Image
LRMoE : An R Package for Flexible Actuarial Loss Modelling Using Mixture of Experts Regression Model
Tseung, Spark C.; Badescu, Andrei; Fung, Tsz Chai; Lin, … - 2021
This paper introduces a new R package, LRMoE, a statistical software tailor-made for actuarial applications which allows actuarial researchers and practitioners to model and analyze insurance loss frequencies and severities using the Logit-weighted Reduced Mixture-of-Experts (LRMoE) model. LRMoE...
Persistent link: https://ebtypo.dmz1.zbw/10013251842
Saved in:
Cover Image
Actuarial Pricing with Financial Methods
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; … - 2021
The objective of this paper is twofold. On the one hand, the optimal combination of reinsurance and financial investment is studied under a general framework, since there is no specific type of reinsurance contract, there is no specific dynamics of the financial instruments, the financial market...
Persistent link: https://ebtypo.dmz1.zbw/10013321787
Saved in:
Cover Image
Designing Benefit Rules for Flexible Retirement with or Without Redistribution
Simonovits, András - 2021
The traditional approach to flexible retirement (e.g. NDC) neglects the impact of asymmetric information on actuarial fairness (neutrality). The mechanism design approach (e.g. Diamond, 2003) gives up the requirement of neutrality and looks for a redistributive second-best benefit-retirement-age...
Persistent link: https://ebtypo.dmz1.zbw/10013318797
Saved in:
Cover Image
Demographics and Volatile Social Security Wealth : Political Risks of Benefit Rule Changes in Germany
Borgmann, Christoph; Heidler, Matthias - 2021
In this paper we address the question of how the generosity of the benefit rule of the German public pension system has changed during the past three decades and how this development can be explained by demographic changes. Firstly, we illustrate the political risk of benefit rule changes for...
Persistent link: https://ebtypo.dmz1.zbw/10013319789
Saved in:
Cover Image
Valuation of Hybrid Financial and Actuarial Products in Life Insurance by a novel 3-Step Method
Deelstra, Griselda - 2020
Financial products are priced using risk-neutral expectations justified by hedging portfolios that (as accurate as possible) match the product's payoff. In insurance, premium calculations are based on a real-world best-estimate value plus a risk premium. The insurance risk premium is typically...
Persistent link: https://ebtypo.dmz1.zbw/10012850542
Saved in:
Cover Image
Methods for claim reserving in non-life insurance: modeling the occurrence, reporting and development of individual claims
Crevecoeur, Jonas - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012439789
Saved in:
Cover Image
The Discriminating (Pricing) Actuary
Frees, Edward W. - 2020
The insurance industry is built on risk classification, grouping insureds into homogeneous classes. Through actions such as underwriting, pricing and so forth, it differentiates, or discriminates, among insureds. Actuaries have responsibility for pricing insurance risk transfers and are...
Persistent link: https://ebtypo.dmz1.zbw/10012835059
Saved in:
Cover Image
Risk, ruin and survival : decision making in insurance and finance
Zitikis, Ricardas (ed.); Ren, Jiandong (ed.);  … - 2020
Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012264879
Saved in:
Cover Image
A survey of the individual claim size and other risk factors using credibility bonus-malus premiums
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - In: Risks : open access journal 8 (2020) 1/20, pp. 1-19
In this paper, a flexible count regression model based on a bivariate compound Poisson distribution is introduced in order to distinguish between different types of claims according to the claim size. Furthermore, it allows us to analyse the factors that affect the number of claims above and...
Persistent link: https://ebtypo.dmz1.zbw/10012203802
Saved in:
Cover Image
Actuarial principles : lifetables and mortality models
Leung, Andrew - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012792575
Saved in:
Cover Image
Insurance against natural catastrophes : balancing actuarial fairness and social solidarity
Charpentier, Arthur; Barry, Laurence; James, Molly R. - In: The Geneva papers on risk and insurance - issues and … 47 (2022) 1, pp. 50-78
Persistent link: https://ebtypo.dmz1.zbw/10012797119
Saved in:
Cover Image
Advances in Econometrics, Operational Research, Data Science and Actuarial Studies : Techniques and Theories
Terzioğlu, M. Kenan (ed.) - 2022 - 1st ed. 2022.
Chapter 1: The Cobb-Douglas production function for an exponential model -- Chapter 2: Threshold Unit Root Tests with Smooth Transitions -- Chapter 3: Jump connectedness in the European foreign exchange market -- Chapter 4:Modeling Currency Exchange Data with Asymmetric Copula Functions --...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012803736
Saved in:
Cover Image
Insurance valuation : a two-step generalised regression approach
Barigou, Karim; Bignozzi, Valeria; Tsanakas, Andreas - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 211-245
Persistent link: https://ebtypo.dmz1.zbw/10012805745
Saved in:
Cover Image
Advances in econometrics, operational research, data science and actuarial studies : techniques and theories
Terzioğlu, M. Kenan (ed.) - 2022
This volume presents techniques and theories drawn from mathematics, statistics, computer science, and information science to analyze problems in business, economics, finance, insurance, and related fields. The authors present proposals for solutions to common problems in related fields. To this...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012656457
Saved in:
Cover Image
Financial mathematics for actuaries
Chan, Wai-Sum; Tse, Yiu Kuen - 2022 - Third edition
"This book provides a thorough understanding of the fundamental concepts of financial mathematics essential for the evaluation of any financial product and instrument. Mastering concepts of present and future values of streams of cash flows under different interest rate environments is core for...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012601005
Saved in:
Cover Image
Collaborative insurance with stop-loss protection and team partitioning
Denuit, Michel; Robert, Christian Yann - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 143-160
Persistent link: https://ebtypo.dmz1.zbw/10013167047
Saved in:
Cover Image
A parametric model to price a portfolio of single-premium life insurance policies and to decompose its longevity risk
Ferrentino, Rosa; Vota, Luca - In: International journal of economics and business … 23 (2022) 3, pp. 368-388
Persistent link: https://ebtypo.dmz1.zbw/10013253505
Saved in:
Cover Image
Pricing insurance risk : theory and practice
Mildenhall, Stephen J.; Major, John A. - 2022
"In order to make insurance a trade at all, the common premium must be sufficient to compensate the common losses, to pay the expense of management, and to afford such a profit as might have been drawn from an equal capital employed in any common trade. Pricing insurance risk is the last mile of...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012817807
Saved in:
Cover Image
Risk measures with applications in finance and economics
McAleer, Michael (ed.); Wong, Wing Keung (ed.) - 2019
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012058776
Saved in:
Cover Image
Dealing with low interest rates in life insurance : an analysis of additional reserves in the German life insurance industry
Eckert, Christian - In: Journal of risk and financial management : JRFM 12 (2019) 3/119, pp. 1-19
Interest rates have been very low for several years, which is particularly challenging for life insurers. Since 2001, German life insurers have had to set an additional reserve due to low interest rates to ensure the protection of policyholders. However, the method introduced at that time to...
Persistent link: https://ebtypo.dmz1.zbw/10012029637
Saved in:
Cover Image
Insurance: models, digitalization, and data science
Albrecher, Hansjörg; Bommier, Antoine; Filipović, Damir; … - 2019
This article summarizes the main topics and findings from the Swiss Risk and Insurance Forum 2018. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss the challenges arising from the impact of data science and, more generally, of...
Persistent link: https://ebtypo.dmz1.zbw/10012003283
Saved in:
Cover Image
"Sustainable and affordable"? : actuarially fair contribution rates for the USS pension scheme
Hori, Kenjiro; Wright, Stephen - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011960733
Saved in:
Cover Image
Optimal excess-of-loss reinsurance for stochastic factor risk models
Brachetta, Matteo; Ceci, Claudia - In: Risks : open access journal 7 (2019) 2/48, pp. 1-23
We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arrival process and the claim size distribution are influenced by an exogenous stochastic factor. We assume that the insurer’s surplus is governed by a marked point process with dual-predictable...
Persistent link: https://ebtypo.dmz1.zbw/10012019228
Saved in:
Cover Image
Special issue "risk, ruin and survival: decision making in insurance and finance"
Ren, Jiandong; Sendova, Kristina; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 3/96, pp. 1-7
Persistent link: https://ebtypo.dmz1.zbw/10012126429
Saved in:
Cover Image
Penalising unexplainability in neural networks for predicting payments per claim incurred
H. L. Poon, Jacky - In: Risks : open access journal 7 (2019) 3/95, pp. 1-11
In actuarial modelling of risk pricing and loss reserving in general insurance, also known as P&C or non-life insurance, there is business value in the predictive power and automation through machine learning. However, interpretability can be critical, especially in explaining to key...
Persistent link: https://ebtypo.dmz1.zbw/10012126431
Saved in:
Cover Image
An insurance risk process with a generalized income process : a solvency analysis
Wang, Zijia; Landriault, David; Li, Shu - In: Insurance / Mathematics & economics 98 (2021), pp. 133-146
Persistent link: https://ebtypo.dmz1.zbw/10012545277
Saved in:
Cover Image
Time-consistent and market-consistent actuarial valuation of the participating pension contract
Salahnejhad Ghalehjooghi, Ahmad; Pelsser, Antoon André Jean - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 266-294
Persistent link: https://ebtypo.dmz1.zbw/10012515734
Saved in:
Cover Image
Pricing Export Credit : A Concise Framework with Examples and Implementation Code in R
Franzetti, Claudio - 2021 - 1st ed. 2021.
Chapter 1. Motivation -- Chapter 2. Export Credit Industry -- Chapter 3. Insurance Background -- Chapter 4. Finance Fundamentals -- Chapter 5. Preliminaries -- Chapter 6. New Premium Framework -- Chapter 7. Historic Default Rates -- Chapter 8. Market Version of the Framework -- Chapter 9....
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012519937
Saved in:
Cover Image
Robust estimation of loss models for lognormal insurance payment severity data
Poudyal, Chudamani - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 475-507
Persistent link: https://ebtypo.dmz1.zbw/10012523253
Saved in:
Cover Image
Mathematical and Statistical Methods for Actuarial Sciences and Finance : eMAF2020
Corazza, Marco (ed.); Gilli, Manfred (ed.); Perna, Cira (ed.) - 2021 - 1st ed. 2021.
1 Albano G. et al., A comparison among alternative parameters estimators in the Vasicek process: a small sample analysis -- 2 Amendola A. et al., On the use of mixed sampling in modelling realized volatility: The MEM–MIDAS -- 3 Amerise I. L. and Tarsitano A., Simultaneous prediction intervals...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012705381
Saved in:
Cover Image
Money and mathematics : a conversational approach to modern financial mathematics and insurance
Korn, Ralf; Luderer, Bernd - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012534581
Saved in:
Cover Image
The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking
Tzougas, George; Di Cerchiara, Alice Pignatelli - In: Insurance / Mathematics & economics 101 (2021) Part B, pp. 602-625
Persistent link: https://ebtypo.dmz1.zbw/10012793955
Saved in:
Cover Image
On the ordering of credibility factors
Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Insurance / Mathematics & economics 101 (2021) Part B, pp. 626-638
Persistent link: https://ebtypo.dmz1.zbw/10012793956
Saved in:
Cover Image
Behavioral insurance : mathematics and economics
Laeven, Roger J. A. (ed.); Milevsky, Moshe Arye (ed.);  … - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012806095
Saved in:
Cover Image
Money and Mathematics : A Conversational Approach to Modern Financial Mathematics and Insurance
Korn, Ralf; Luderer, Bernd - 2021 - 1st ed. 2021.
Part I: Income Taxes, Lottery, and Lion Hunting—Elementary Mathematics -- 1. “We Take over Your VAT!” How Big Is the Actual Discount? -- 2. Millions Every Week, but Not for Me. Six Numbers in the Lottery -- 3. Where Did My Money Go? Loss Compensation After a Price Drop -- 4. How Do You...
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012655239
Saved in:
Cover Image
Actuarial deductions for early retirement
Knell, Markus - In: Journal of demographic economics : JODE 87 (2021) 2, pp. 141-167
Persistent link: https://ebtypo.dmz1.zbw/10012618462
Saved in:
Cover Image
Unisex-Prämien in der Lebensversicherung : Einführung in die Kalkulation mit Beispielen aus der Praxis
Predota, Martin - 2021 - 1. Auflage
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012622009
Saved in:
Cover Image
Singapore's life program : actuarial framework, longevity risk and impact of annuity fund return
Kwong, Koon-Shing; Tse, Yiu Kuen; Chan, Wai-Sum - In: The Singapore economic review : journal of the Economic … 66 (2021) 5, pp. 1355-1371
Persistent link: https://ebtypo.dmz1.zbw/10012664102
Saved in:
Cover Image
LRMoE.jl : a software package for insurance loss modelling using mixture of experts regression model
Tseung, Spark C.; Badescu, Andrei L.; Fung, Tsz Chai; … - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 2, pp. 419-440
Persistent link: https://ebtypo.dmz1.zbw/10012593587
Saved in:
Cover Image
Pricing export credit : a concise framework with examples and implementation code in R
Franzetti, Claudio - 2021
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10012495646
Saved in:
Cover Image
Multivariate credibility in bonus-malus systems distinguishing between different types of claims
Gómez-Déniz, Emilio; Calderín-Ojeda, Enrique - In: Risks : open access journal 6 (2018) 2, pp. 1-11
In the classical bonus-malus system the premium assigned to each policyholder is based only on the number of claims made without having into account the claims size. Thus, a policyholder who has declared a claim that results in a relatively small loss is penalised to the same extent as one who...
Persistent link: https://ebtypo.dmz1.zbw/10011866338
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Contact us
  • Imprint
  • Privacy

Loading...