Su due metodi simulativi per la valutazione di grandezze interessanti assicurazioni sulla vita

DOI10.1007/BF02085249zbMath0508.62090MaRDI QIDQ4746706

L. Crisma, Ermanno Pitacco

Publication date: 1982

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

zbMATH Keywords

behaviour of assurance fundsimulation of survival times

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05)

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Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective ⋮ A stochastic simulation procedure for pension schemes ⋮ Qualche applicazione di calcolo simulato in campo attuariale

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