4666 results in Mathematical finance
Mind the gap – safely incorporating deep learning models into the actuarial toolkit
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- British Actuarial Journal / Volume 27 / 2022
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- 04 November 2022, e21
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A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 02 November 2022, pp. 491-517
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Optimal design for network mutual aid
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 31 October 2022, pp. 567-596
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On stochastic ordering among extreme shock models
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 28 October 2022, pp. 961-972
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A negative binomial approximation in group testing
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 28 October 2022, pp. 973-996
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A Hermite spline approach for modelling population mortality
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 17 October 2022, pp. 243-284
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“Pension decumulation pathways: A proposed approach” by the Pension Decumulation Pathways Working Party
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- British Actuarial Journal / Volume 27 / 2022
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- 14 October 2022, e20
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Eliminating proxy errors from capital estimates by targeted exact computation
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 07 October 2022, pp. 219-242
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A stochastic model for capital requirement assessment for mortality and longevity risk, focusing on idiosyncratic and trend components
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- Annals of Actuarial Science / Volume 16 / Issue 3 / November 2022
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- 30 September 2022, pp. 527-546
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Panjer class revisited: one formula for the distributions of the Panjer (a,b,n) class
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 26 September 2022, pp. 145-169
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Extreme Behaviors of the Tail Gini-Type Variability Measures
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 23 September 2022, pp. 928-942
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Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 23 September 2022, pp. 943-960
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Insurers’ hidden risk from reinsurance recaptures
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- British Actuarial Journal / Volume 27 / 2022
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- 09 September 2022, e19
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Nonparametric estimation of some dividend problems in the perturbed compound Poisson model
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 09 September 2022, pp. 418-441
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The moments of the time of ruin in Sparre Andersen risk models
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 25 August 2022, pp. 63-82
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The value of information and efficient switching in channel selection
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 25 August 2022, pp. 907-927
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Mental health working party: data and modelling considerations for mental health in life insurance
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- British Actuarial Journal / Volume 27 / 2022
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- 22 August 2022, e18
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Modelling the burden of long-term care for institutionalised elderly based on care duration and intensity
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- Annals of Actuarial Science / Volume 17 / Issue 1 / March 2023
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- 15 August 2022, pp. 83-117
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Optimal singular dividend control with capital injection and affine penalty payment at ruin
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 12 August 2022, pp. 462-490
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Almost first-order stochastic dominance by distorted expectations
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
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- 12 August 2022, pp. 888-906
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