Results 21 to 30 of about 68,681 (312)
The actuarial science editorship of the Accounting & Finance Review: some general considerations [PDF]
Revista Contabilidade & Finanças, 2019 Luís Eduardo Afonso
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Journal of Applied Mathematics, 2022 In this paper, we apply Markov chain techniques to select the best financial stocks listed on the Ghana Stock Exchange based on the mean recurrent times and steady-state distribution for investment and portfolio construction.
Gabriel Kallah-Dagadu +4 more
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A New Generated Family of Distributions: Statistical Properties and Applications with Real-Life Data
Computational and Mathematical Methods, 2023 Several standard distributions can be used to model lifetime data. Nevertheless, a number of these datasets from diverse fields such as engineering, finance, the environment, biological sciences, and others may not fit the standard distributions.
John Kwadey Okutu +3 more
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An Integrated Approach to Pricing Catastrophe Reinsurance
Risks, 2017 We propose an integrated approach straddling the actuarial science and the mathematical finance approaches to pricing a default-risky catastrophe reinsurance contract.
Carolyn W. Chang, Jack S. K. Chang
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Estimation of the Tail Index of Pareto-Type Distributions Using Regularisation
Journal of Mathematics, 2022 In this paper, we introduce reduced-bias estimators for the estimation of the tail index of Pareto-type distributions. This is achieved through the use of a regularised weighted least squares with an exponential regression model for log-spacings of top ...
E. Ocran +3 more
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Shrinkage Methods for Estimating the Shape Parameter of the Generalized Pareto Distribution
Journal of Applied Mathematics, 2023 The generalized Pareto distribution is one of the most important distributions in statistics of extremes as it has wide applications in fields such as finance, insurance, and hydrology.
Wilhemina Adoma Pels +3 more
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Actuarial Applications and Estimation of Extended~CreditRisk$^+$ [PDF]
, 2017 We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov chain Monte Carlo
Hirz, Jonas +2 more
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Risks, 2018 In the nearly thirty years since Hans Buhlmann (Buhlmann (1987)) set out the notion of the Actuary of the Third Kind, the connection between Actuarial Science (AS) and Mathematical Finance (MF) has been continually reinforced.
Albert Cohen
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Genetics and insurance in the United Kingdom 1995-2010: the rise and fall of scientific discrimination [PDF]
, 2012 Around the millennium there was extensive debate in the United Kingdom of the possible use of predictive genetic tests by insurance companies. Many insurance experts, geneticists and public policymakers appeared to believe that genetic test results would
Thomas, R. Guy
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THE BENEFITS OF FAMILY ANNUITY CALCULATION WITH VINE’S COPULA AND FUZZY INTEREST RATE
Barekeng, 2023 One example of a multiple life annuity product (covering more than one person) is a reversionary annuity, which is a life annuity product for two or more annuitants whose annuity payments will begin after one of the annuitants specified in the contract ...
Kurnia Novita Sari +2 more
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