Pages that link to "Item:Q1423361"
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The following pages link to Confidence bounds for discounted loss reserves. (Q1423361):
Displaying 9 items.
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Quantile approximations in auto-regressive portfolio models (Q629438) (← links)
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938) (← links)
- Computation of convex bounds for present value functions with random payments (Q2571217) (← links)
- Two approximations of the present value distribution of a disability annuity (Q2571228) (← links)
- Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
- Approximations for life annuity contracts in a stochastic financial environment (Q2581779) (← links)
- On the distribution of discounted loss reserves using generalized linear models (Q5430550) (← links)
- “Risk and Discounted Loss Reserves,” Greg Taylor, January 2004 (Q5716002) (← links)
