Insurance as an ergodicity problem.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 215, doi. 10.1017/S1748499523000131
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- Publication type:
- Article
Works matching IS 17484995 AND DT 2023 AND VI 17 AND IP 2
Results: 7
1
2
An attribution analysis of investment risk sharing in collective defined contribution schemes.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 385, doi. 10.1017/S1748499523000015
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- Publication type:
- Article
3
Long-term option pricing with a lower reflecting barrier.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 358, doi. 10.1017/S1748499522000227
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- Publication type:
- Article
4
On impact of largest claims reinsurance treaties on the ceding company's loss reserve.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 328, doi. 10.1017/S1748499522000215
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- Publication type:
- Article
5
Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 285, doi. 10.1017/S1748499522000203
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- Publication type:
- Article
6
A Hermite spline approach for modelling population mortality.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 243, doi. 10.1017/S1748499522000173
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- Publication type:
- Article
7
Eliminating proxy errors from capital estimates by targeted exact computation.
- Published in:
- Annals of Actuarial Science, 2023, v. 17, n. 2, p. 219, doi. 10.1017/S1748499522000161
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- Publication type:
- Article