9054 results in Finance and accountancy
Dynamic importance allocated nested simulation for variable annuity risk measurement
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- Annals of Actuarial Science / Volume 16 / Issue 2 / July 2022
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- 21 February 2022, pp. 319-348
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Real-time measurement of portfolio mortality levels in the presence of shocks and reporting delays
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 21 February 2022, pp. 430-452
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Optimal investment strategy for a DC pension fund plan in a finite horizon time: an optimal stochastic control approach
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- Annals of Actuarial Science / Volume 16 / Issue 2 / July 2022
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- 18 February 2022, pp. 367-383
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On the integration of deterministic opinions into mortality smoothing and forecasting
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- Annals of Actuarial Science / Volume 16 / Issue 2 / July 2022
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- 09 February 2022, pp. 384-400
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14 - Dynamic Portfolio Theory
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 184-194
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References
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 257-264
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Preface
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp xi-xii
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4 - Estimation of Univariate Arrival Rates from Option Surface Data
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 39-47
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8 - Measure-Distorted Value-Maximizing Hedges in Practice
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 98-109
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Index
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 265-268
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Dedication
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp v-vi
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5 - Multivariate Arrival Rates Associated with Prespecified Univariate Arrival Rates
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 48-58
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18 - Market-Implied Measure-Distortion Parameters
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- 20 January 2022
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- 03 February 2022, pp 245-256
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3 - Estimation of Univariate Arrival Rates from Time Series Data
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp 30-38
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The Economics of Digital Shopping in Central and Eastern Europe
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- 03 February 2022
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- 03 March 2022
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12 - Static Portfolio Allocation Theory for Measure-Distorted Valuations
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- 20 January 2022
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- 03 February 2022, pp 150-170
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Contents
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- Nonlinear Valuation and Non-Gaussian Risks in Finance
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- 20 January 2022
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- 03 February 2022, pp vii-x
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Bayesian vine copulas for modelling dependence in data breach losses
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- Annals of Actuarial Science / Volume 16 / Issue 2 / July 2022
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- 03 February 2022, pp. 401-424
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9 - Conic Hedging Contributions and Comparisons
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- 20 January 2022
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- 03 February 2022, pp 110-125
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2 - Univariate Risk Representation Using Arrival Rates
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- 20 January 2022
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- 03 February 2022, pp 5-29
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