Results 191 to 200 of about 1,478,070 (231)

An Actuarial Mathematics Approach to Option Pricing

SSRN Electronic Journal, 2017
We 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.
openaire   +1 more source

Actuarial Mathematics

The Journal of Risk and Insurance, 1990
Jean LeMaire, Newton Bowers, Hans Gerber, James Hickman, Donald Jones, Cecil Nesbitt   +5 more
openaire   +1 more source

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.
openaire   +1 more source

Fundamentals of Actuarial Mathematics

Technometrics, 2007
openaire   +1 more source

Actuarial and Financial Mathematics Conference

2011
Handelingen van het contactforum "Actuarial and Financial Mathematics Conference. Interplay between Finance and Insurance"
openaire   +1 more source

Mathematics for Actuarial Students.

The American Mathematical Monthly, 1940
C. H. Graves, Harry Freeman
openaire   +1 more source

An Introduction to Actuarial Mathematics

2002
A. K. Gupta, T. Varga
openaire   +1 more source

Financial Mathematics for Actuaries

2017
Wai-Sum Chan, Yiu-Kuen Tse
openaire   +1 more source

Chini's equations in actuarial mathematics

Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae. Sectio computatorica, 2013
Agata Nowak, Maciej Sablik
openaire   +1 more source

Actuarial Mathematics.

Arch. Formal Proofs, 2022
openaire   +2 more sources