4670 results in Mathematical finance
mvClaim: an R package for multivariate general insurance claims severity modelling
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 05 April 2021, pp. 441-457
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A PROBABILISTIC ℓ1 METHOD FOR CLUSTERING HIGH-DIMENSIONAL DATA
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
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- 05 April 2021, pp. 433-448
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PES volume 35 issue 2 Cover and Front matter
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 2 / April 2021
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- 29 March 2021, pp. f1-f2
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PES volume 35 issue 2 Cover and Back matter
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 2 / April 2021
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- 29 March 2021, pp. b1-b2
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LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model
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- Annals of Actuarial Science / Volume 15 / Issue 2 / July 2021
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- 18 March 2021, pp. 419-440
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RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 16 March 2021, pp. 799-811
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Tree-based models for variable annuity valuation: parameter tuning and empirical analysis
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 16 March 2021, pp. 95-118
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ON DEGRADATION-BASED REMAINING LIFETIME
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 16 March 2021, pp. 812-823
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Valuation of long-term care options embedded in life annuities
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 15 March 2021, pp. 68-94
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Automatic analysis of insurance reports through deep neural networks to identify severe claims
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 09 March 2021, pp. 42-67
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Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 08 March 2021, pp. 25-41
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KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 08 March 2021, pp. 747-773
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SCALING PROPERTIES OF QUEUES WITH TIME-VARYING LOAD PROCESSES: EXTENSIONS AND APPLICATIONS
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 03 March 2021, pp. 690-731
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The IFRS 17 contractual service margin: a life insurance perspective
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- British Actuarial Journal / Volume 26 / 2021
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- 02 March 2021, e2
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Extracting information from textual descriptions for actuarial applications
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- Annals of Actuarial Science / Volume 15 / Issue 3 / November 2021
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- 02 March 2021, pp. 605-622
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OPTIMAL ADMISSION AND ROUTING WITH CONGESTION-SENSITIVE CUSTOMER CLASSES
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 01 March 2021, pp. 774-798
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LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 01 March 2021, pp. 581-605
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Modelling random vectors of dependent risks with different elliptical components
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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- 22 February 2021, pp. 6-24
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ON PROFITABILITY OF NAKAMOTO DOUBLE SPEND
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- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
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- 15 February 2021, pp. 732-746
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The pensions dashboard: an actuarial perspective: Future pensions landscape working party
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- British Actuarial Journal / Volume 26 / 2021
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- 11 February 2021, e1
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