Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications

Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of fundamental areas in the actuarial discipline. The paper is mainly devoted to the formulation, investigation and application in the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model can substantially support the role of proactivity in making insurance decisions.

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Year of publication:	2012
Authors:	Artikis, Constantinos T.
Published in:	SPOUDAI Journal of Economics and Business. - Chaire en Économie et Management de l'Innovation (CEMI). - Vol. 62.2012, 3-4, p. 7-15
Publisher:	Chaire en Économie et Management de l'Innovation (CEMI)
Subject:	Stochastic Discounting \| Risk Management \| Model

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Type of publication:	Article
Classification:	C51 - Model Construction and Estimation
Source:	RePEc - Research Papers in Economics

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