Some problems in actuarial finance involving sums of dependent risks
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Publication:4469561
DOI10.1111/1467-9574.03600zbMath1076.62558OpenAlexW2084848714MaRDI QIDQ4469561
Publication date: 15 June 2004
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9574.03600
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Related Items (4)
The concept of comonotonicity in actuarial science and finance: theory. ⋮ Bounds for present value functions with stochastic interest rates and stochastic volatility. ⋮ The hurdle-race problem. ⋮ A time-series risk model with constant interest for dependent classes of business
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- UMVUE of the IBNR reserve in a lognormal linear regression model
- On the distribution of IBNR reserves
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- Path−integral evaluation of a nonstationary Calogero model
- Upper and lower bounds for sums of random variables
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