Results 31 to 40 of about 8,249,197 (148)
Multi-year capital requirements in life insurance: A stochastic mortality-based evaluation [PDF]
Revista Contabilidade & FinançasThis research aims to assess solvency capital for life insurance companies beyond the 1-year horizon, with a focus on the Brazilian Capital Framework (BCF) and Solvency II (SII), through a stochastic model using Monte Carlo simulations.
Filipe Bello +2 more
doaj +4 more sources
A linear algebraic method for pricing temporary life annuities and insurance policies [PDF]
, 2010 We recast the valuation of annuities and life insurance contracts under mortality and interest rates, both of which are stochastic, as a problem of solving a system of linear equations with random perturbations.
Mamon, R, Date, P, Wang, IC, Jalen, L
core +1 more source
Variance and Interest Rate Risk in Unit-Linked Insurance Policies
Risks, 2020 One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance form.
David Baños +2 more
doaj +1 more source
Optimal Neighborhood Selection for AR-ARCH Random Fields with Application to Mortality
Stats, 2021 This article proposes an optimal and robust methodology for model selection. The model of interest is a parsimonious alternative framework for modeling the stochastic dynamics of mortality improvement rates introduced recently in the literature.
Paul Doukhan +2 more
doaj +1 more source
Risks, 2017 In this study we develop a multi-factor extension of the family of Lee-Carter stochastic mortality models. We build upon the time, period and cohort stochastic model structure to extend it to include exogenous observable demographic features that can be ...
Dorota Toczydlowska +3 more
doaj +1 more source
Machine learning prediction of mortality in Acute Myocardial Infarction
BMC Medical Informatics and Decision Making, 2023 Background Acute Myocardial Infarction (AMI) is the leading cause of death in Portugal and globally. The present investigation created a model based on machine learning for predictive analysis of mortality in patients with AMI upon admission, using ...
Mariana Oliveira +4 more
doaj +1 more source
Stability of positive equilibrium of a Nicholson blowflies model with stochastic perturbations
Electronic Journal of Qualitative Theory of Differential Equations, 2020 This paper is concerned with the stability problem of the positive equilibrium of a Nicholson's blowflies model with nonlinear density-dependent mortality rate subject to stochastic perturbations.
Le Van Hien, Nguyen Thi Lan-Huong
doaj +1 more source
Long-Term Conservation Effects of Protected Areas in Stochastic Population Dynamics
Frontiers in Ecology and Evolution, 2021 Terrestrial and marine protected areas are essential tools in mitigating anthropogenic impacts and promoting population persistence and resource sustainability.
Nao Takashina
doaj +1 more source
Application of stochastic models to radiation chemistry [PDF]
, 1988 This thesis addresses one area of major interest in reaction kinetics, the theoretical description of recombination in nonhomogeneous systems.
Pimblott, Simon M.
core +1 more source
The Investigation of a Forward-Rate Mortality Framework
Risks, 2019 Stochastic mortality models have been developed for a range of applications from demographic projections to financial management. Financial risk based models built on methods used for interest rates and apply these to mortality rates.
Daniel H. Alai +2 more
doaj +1 more source