Actuarial Mathematics for Life Contingent Risks
equity-linked insurancelife annuitylife insurancelife tablemultiple state modeloption pricingpension mathematicssurvival model
Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Mathematical geography and demography (91D20) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50) Financial and insurance mathematics (aspects of mathematics education) (97M30)
- Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
- Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
- Modeling future lifetime as a fuzzy random variable
- Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
- Refundable income annuities: feasibility of money-back guarantees
- Multi-population modelling and forecasting life-table death counts
- Further results for the joint distribution of the surplus immediately before and after ruin under force of interest
- A semiparametric panel approach to mortality modeling
- Grouped multivariate and functional time series forecasting: an application to annuity pricing
- A feasible natural hedging strategy for insurance companies
- Reserve-dependent benefits and costs in life and health insurance contracts
- Bringing cost transparency to the life annuity market
- Derivation of biometrically dependent cash flows
- Contingent means in multi-life models
- Estimators of contingent probabilities and means with actuarial applications
- On survival assumptions between integer ages in the theory of competing risks
- Actuarial model: Life insurance and annuity.
- scientific article; zbMATH DE number 48296 (Why is no real title available?)
- scientific article; zbMATH DE number 1996535 (Why is no real title available?)
- Actuarial finance. Derivatives, quantitative models and risk management
- scientific article; zbMATH DE number 2145648 (Why is no real title available?)
- scientific article; zbMATH DE number 2153234 (Why is no real title available?)
- Drawing down retirement savings -- do pensions, taxes and government transfers matter much for optimal decisions?
- scientific article; zbMATH DE number 1848353 (Why is no real title available?)
- Grouping of contracts in insurance using neural networks
- Modeling surrender risk in life insurance: theoretical and experimental insight
- Test for comparing complete expectations of life of two groups
- Forecasting multiple functional time series in a group structure: an application to mortality
- The Lee-Carter quantile mortality model
- State-dependent fees for variable annuity guarantees
- Market-consistent valuation and funding of cash balance pensions
- A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method
- Pricing funeral (burial) insurance in a microinsurance world with emphasis on Africa
- On the unfairness of actuarial fair annuities
- Some remarks on actuarial payment functions
- Generating and estimating dependency between binary variables
- Optimal investment strategies and intergenerational risk sharing for target benefit pension plans under habit formation
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality
- Decrement rates and a numerical method under competing risks
This page was built for publication: Actuarial Mathematics for Life Contingent Risks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3182274)
