Results 141 to 150 of about 14,724 (294)
Distortion Risk Measures and Discrete Risks [PDF]
In this paper we consider the problem of determining approximations for distortion risk measures of sums of non-independent random variables. First, we give an overview of the recent actuarial literature on distortion risk measures and convex bounds for ...
Antonella Campana, Paola Ferretti
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Dynamic capital allocation in general insurance
Journal of Risk and Insurance, EarlyView.Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo +2 more
wiley +1 more source
Proposed Revision to the Actuarial Science Major
, 2008 This is the proposed revision to the Actuarial Science major, which included an increase of four core Math courses by one credit each to reflect new material in the course syllabi, the replacement of two Statistics courses with new course requirements ...
Ohio State University. College of the Arts and Sciences
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A joint model of cost and churn for the insurance industry
Journal of Risk and Insurance, EarlyView.Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong +4 more
wiley +1 more source
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 +3 more
doaj
Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
How can actuarial science contribute to the field of health technology assessment? An interdisciplinary perspective. [PDF]
Int J Technol Assess Health CareEspinosa O +4 more
europepmc +1 more source
Mindsets: lived experiences of black actuarial science students
This qualitative study employed semi-structured interviews and an intersectionality lens to explore the experiences of six black actuarial science students at the University of Cape Town (UCT).
Ntombana, Sixolile
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Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Advances in Statistics, Probability and Actuarial Science
, 2011 This series aims to publish monographs, advanced texts, and international conference proceedings on the methodological and/or applied aspects of statistics, probability and actuarial science.
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