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Ruin with Delayed Claims and Investments Actuarial Research Conference - Drake University - August 1 2023
Ruin Probability after time t with initial capital u, ψ(u, t) ▶ Tools: Integro-Partial Differential Equation ... Ruin Probability after time t with initial capital u, ψ(u, t) ▶ Tools: Integro-Partial Differential Equation ...- Authors: Enrique Thomann
- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House
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Discrimination-Free Pricing with Bayesian Variational Inference
collaboration • Unisex mortality models: • Chen and Vigna (2017) – Unisex mortality model • Chen et al. ... Lindholm et al. (2022a) – Frequentist inference • Andre´s et al. (2022) – Casual inference • Lindholm et al ...- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House
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Robust Risk-Minimizing Hedging Strategies
Mathematics and Statistics Concordia University Table of contents 1. Introduction 2. Model Framework ... of trades between successive dates, u = eσ(∆N) −0.5 and d = u−1 for recombining tree.1 1Cox et al ...- Authors: PATRICE GAILLARDETZ
- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House
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A Flowchart Representation of a Modern Tontine
A Flowchart ... asset pool, the returns include "mortality credits," due to the mortality experience of the nominees. ... nominees are assigned an active status, that is, S(t, i) = 1, t=0, i=1, ..., n.- Authors: Arnold Shapiro
- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House
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Professionalism in the Era of Artificial Intelligence
Professionalism in the Era of Artificial Intelligence 2/19/2024 12:00:00 AM ... org/about/governance/about-code-of-professional-conduct/ • U.S. Standards of Practice • ASOP 23: Data Quality • ...- Authors: R. Dale Hall
- Date: Feb 2024
- Publication Name: Actuarial Research Clearing House