Results 141 to 150 of about 227,836 (267)

Spatio‐temporal risk sharing and transfer: A unified theory of multi‐period decentralized insurances and annuities

open access: yesJournal of Risk and Insurance, EarlyView.
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

open access: yesJournal of Time Series Analysis, EarlyView.
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]

open access: yesarXiv
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

open access: yesSouth African Journal of Science, 2018
Michael B. Jordan
doaj   +1 more source

Modeling mortality assumptions in actuarial science

open access: yes, 2012
published_or_final_version ; toc ; abstract ; Statistics and Actuarial Science ; Master ; Master of ...
openaire   +3 more sources

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