Results 11 to 20 of about 29,424 (169)
A Simple Estimation of Parameters for Discrete Distributions from the Schröter Family [PDF]
Statistika: Statistics and Economy Journal, 2023 One of the common challenges in actuarial mathematics is finding a model for the number of claims and claim severity. We focus on one of the suggested models, namely, on the Schröter family of discrete probability distributions. Furthermore, we introduce
Friday I. Agu +2 more
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Revista Electrónica Educare, 2014 This paper summarizes a study conducted in 2013 with the purpose of predicting the failure rate of math courses taken by Pharmacy, Mathematics, Actuarial Science, Physics and Meteorology students at Universidad de Costa Rica (UCR).
Luis Rojas-Torres
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The lifecontingencies Package: Performing Financial and Actuarial Mathematics Calculations in R
Journal of Statistical Software, 2013 It is possible to model life contingency insurances with the lifecontingencies R package, which is capable of performing financial and actuarial mathematics calculations.
Giorgio Alfredo Spedicato
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FEATURES OF USING VBA IN TEACHING ACTUARIAL MATHEMATICS
Фізико-математична освітаThe article is devoted to the analysis of practice of application of specific computational techniques within MS Excel, including VBA, for teaching selected topics in actuarial mathematics. Formulation of the problem.
Volodymyr Zubchenko, Rostyslav Yamnenko
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Algorithms, 2021 In this article we present a class of mixed Poisson regression models with varying dispersion arising from non-conjugate to the Poisson mixing distributions for modelling overdispersed claim counts in non-life insurance.
George Tzougas, Natalia Hong, Ryan Ho
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On the effects of changing mortality patterns on investment, labour and consumption under uncertainty [PDF]
, 2017 In this paper we extend the consumption-investment life cycle model for an uncertain-lived agent, proposed by Richard (1974), to allow for exible labor supply.
Ewald, Christian-Oliver, Zhang, Aihua
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Uniform Asymptotic Probability for Multi Renewal Risk Model with Strong Subexponential Tailed Claims [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2022 In this paper, we study the uniform asymptotic behavior for the ruin probability in a continuous time renewal counting process. For the proposed model, we assume that the financial claims for each extreme event are compensated by a finite number of ...
Fotis Loukissas, Alex Karagrigoriou
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Sharp convex bounds on the aggregate sums--An alternative proof [PDF]
, 2016 It is well known that a random vector with given marginal distributions is comonotonic if and only if it has the largest sum with respect to the convex order [ Kaas, Dhaene, Vyncke, Goovaerts, Denuit (2002), A simple geometric proof that comonotonic ...
Yin, Chuancun, Zhu, Dan
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Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references [PDF]
, 2015 The underlying idea behind the construction of indices of economic inequality is based on measuring deviations of various portions of low incomes from certain references or benchmarks, that could be point measures like population mean or median, or ...
Greselin, Francesca, Zitikis, Ricardas
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Evolution of coupled lives' dependency across generations and pricing impact [PDF]
, 2012 This paper studies the dependence between coupled lives - both within and across generations - and its effects on prices of reversionary annuities in the presence of longevity risk.
Luciano, E., Spreeuw, J., Vigna, E.
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