Results 111 to 120 of about 1,478,070 (231)

The concept of comonotonicity in actuarial science and finance : theory. [PDF]

n an insurance context, one is often interested in the distribution function of a sum of random variables. Such a sum appears when considering the aggregate claims of an insurance portfolio over a certain reference period.
Denuit, Michel, Kaas, R, Goovaerts, Marc, Vyncke, D, Dhaene, Jan   +4 more
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Actuarial versus Financial Pricing of Insurance [PDF]

This paper grew out of various recent discussions with academics and practitioners around the theme of the interplay between insurance and finance. Some issues were: The increasing collaboration between insurance companies and banks The emergence of ...
Paul Embrechts
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Pricing Chinese Convertible Bonds with Learning-Based Monte Carlo Simulation Model

Axioms
In this paper, we explore a novel model for pricing Chinese convertible bonds that seamlessly integrates machine learning techniques with traditional models. The least squares Monte Carlo (LSM) method is effective in handling multiple state variables and
Jiangshan Zhu, Conghua Wen, Rong Li
doaj   +1 more source

A new function for drug combination dose finding trials

Scientific Reports
Combination drugs play an essential role in treating cancers. The challenging part of the combination drugs are to specify the dose-toxicity ordering, which means the sequences of dose escalation and de-escalation in process of dose findings should be ...
Jiacheng Xiao, Weijia Zhang
doaj   +1 more source

Matematica Actualiara (Actuarial Mathematics)

, 2000
The book content is not based on a specific bibliography research but on a proper authors work concerning Actuarial Mathematics starting from a few issues published by the former Center for Organization and Research in Constructions (COCC - SA) under the Department of Constructions and Public Works of Romania, which gives it a more personal way of ...
Gavrus, Vasile, Gavrus, Adinel
openaire   +1 more source

Actuarial neutrality across generations applied to public pensions under population ageing: effects on government finances and national saving [PDF]

In welfare states, collective saving has declined to a persistently negative level, while reduced fertility and increasing longevity are leading to increasing pension liabilities.
Heikki Oksanen
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Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R

Rect@, 2012
The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM).
Claramunt Bielsa, Mª Mercedes, Mármol Jiménez, Mª Teresa, Boj del Val, Eva, Costa Cor, Teresa   +3 more
doaj  

STOCK PRICE PREDICTION AND SIMULATION USING GEOMETRIC BROWNIAN MOTION-KALMAN FILTER: A COMPARISON BETWEEN KALMAN FILTER ALGORITHMS

Barekeng
Stocks have high-profit potential but also have high risk. Many people have ways to forecast stock prices. The Geometric Brownian Motion (GBM) method forecasts stock prices.
Dimas Avian Maulana, A'yunin Sofro, Danang Ariyanto, Riska Wahyu Romadhonia, Affiati Oktaviarina, Mohammad Dian Purnama   +5 more
doaj   +1 more source

The use of actuarial calculations in the course "Higher Mathematics and Probability Theory"

, 2018
У тезах наведено умови формування у студентів високого рівня компетентності у галузі фінансової та актуарної математики.The theses show the conditions for the formation of students with a high level of competence in the field of financial and actuarial ...
Voropai, N., Shynkarenko, V., Шинкаренко, В.М., Воропай, Н.Л.   +3 more
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Nociones Básicas de Estadística Actuarial Vida [PDF]

, 2012
Con esta colección de dípticos se pretende ofrecer al estudiante de Estadística Actuarial Vida una conjunto de herramientas útiles para facilitar su proceso de aprendizaje de esta disciplina académica y ...
Fernández-Morales, Antonio
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