With large volatility observed in stock markets around the world over the last few years, many actuaries are now being urged to employ stochastic models to measure the solvency risk generated from insurance products with equity-linked guarantees. There are a large number of potential stochastic...

It is indisputable that accurate forecasts of economic activities are vital to successful business and government policies. In many circumstances, instead of a single forecast, simultaneous prediction intervals for multiple forecasts are more useful to decision-makers. For example, based on...

We ask whether or not the saddlepoint property holds, for robust M-estimation of scale, in gross-errors and Kolmogorov neighbourhoods of certain distributions. This is of interest since the saddlepoint property implies the minimax property -- that the supremum of the asymptotic variance of an...