Results 141 to 150 of about 227,836 (267)
Abstract Two distinct strands of research focus on decentralized risk sharing plans. One strand centers on classic risk sharing and decentralized insurance, including peer‐to‐peer insurance, mutual aid, and DeFi insurance. The other explores decentralized annuities, such as tontine and group self‐annuitization. Despite their disparate development paths,
Runhuan Feng, Peixin Liu
wiley +1 more source
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth+2 more
wiley +1 more source
Non-parametric estimators of scaled cash flows [PDF]
In multi-state life insurance, incidental policyholder behavior gives rise to expected cash flows that are not easily targeted by classic non-parametric estimators if data is subject to sampling effects. We introduce a scaled version of the classic Aalen--Johansen estimator that overcomes this challenge.
arxiv
An actuarial artificial intelligence for the game rock-paper-scissors
Michael B. Jordan
doaj +1 more source
Actuarial Science and the Role of Financial Analysis In the Global Economy
Nana Benidze
openalex +1 more source
Goovaerts M.J., Kaas R., van Heerwaarden A. E., Bauwelinckx T. (1990): Effective Actuarial Methods. Elsevier Science Publishers BV, Amsterdam, 316 pages, US$ 92.25/DFL. 180.00. [PDF]
Paul Embrechts
openalex +1 more source
Modeling mortality assumptions in actuarial science
published_or_final_version ; toc ; abstract ; Statistics and Actuarial Science ; Master ; Master of ...
openaire +3 more sources
Stochastic arrangement increasing risks in financial engineering and actuarial science – a review
Li‐Hui Chen, Xiaohu Li
openalex +1 more source
Director, Actuarial Science program Department of Risk Management and Insurance Georgia State University [PDF]
Richard D. Phillips
openalex +1 more source