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Journal of the Staple Inn Actuarial Society, 1949
The relation between actuarial and scientific matters has frequently been investigated and there are various ways of looking at their interconnexions. We can ask, among other questions, whether our activities as actuaries entitle us to consider ourselves to be scientists in any sense of the word.
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The relation between actuarial and scientific matters has frequently been investigated and there are various ways of looking at their interconnexions. We can ask, among other questions, whether our activities as actuaries entitle us to consider ourselves to be scientists in any sense of the word.
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Bayesian models in actuarial mathematics
Mathematical Methods of Operations Research, 1998The paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. The asymptotic properties of the Bayes and credibility premiums and their losses are studied.
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Actuarial Mathematics for Life Contingent Risks
2009How can actuaries best equip themselves for the products and risk structures of the future? Using the powerful framework of multiple state models, three leaders in actuarial science give a modern perspective on life contingencies, and develop and demonstrate a theory that can be adapted to changing products and technologies.
David C. M. Dickson +2 more
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Mathematical and Statistical Methods for Actuarial Sciences and Finance
2021This volume presents a collection of peer reviewed papers selected from over one hundred and ten presented at the International Conference eMAF2020 – Mathematical and Statistical Methods for Actuarial Sciences and Finance. The cooperation and contamination between mathematicians, statisticians and econometricians working in actuarial sciences and ...
Marco, Corazza +4 more
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Mathematics as Used by the Actuary
The Mathematics Teacher, 1923Each well established life insurance company has at least one officer known as the Actuary and usually one or more with the title of Assistant Actuary. Under these officers are a number of men who are engaged in actuarial work and who hope eventually to receive official recognition.
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The Evolution of an Undergraduate Actuarial Mathematics Program
PRIMUS, 2014AbstractBryant University was originally a school for business majors and offered only a few mathematics courses. After becoming accredited by the New England Association of Colleges and Universities in the 1960s, the college was required to upgrade its offerings in the area of mathematics.
Kristin Kennedy, Phyllis Schumacher
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The Life Insurance Actuary and His Mathematics
The American Mathematical Monthly, 1929(1929). The Life Insurance Actuary and His Mathematics. The American Mathematical Monthly: Vol. 36, No. 6, pp. 312-319.
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An Actuarial Mathematics Approach to Option Pricing
SSRN Electronic Journal, 2017We derive and test a new option pricing method based on statistics. We show how such a method allows to a) analytically price options with risk measures - such as Value-at-Risk or Expected Shortfall - on assets with stochastic volatility; and b) build several new structural models for the credit spread.
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On functional equations stemming from actuarial mathematics
Aequationes mathematicae, 2017Let \(\mathcal X_+\) be the family of all non-negative bounded random variables in a given probability space; let \(w\in [0,\infty)\) be the initial wealth of an insurance company and let \(u:\mathbb R \to \mathbb R\) be its continuous strictly increasing utility function with \(u(0)=0\). Then, for every \(X\in \mathcal X_+\) there exists a unique real
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