Showing 1 - 10 of 16
Life Insurance Retirement Plans (LIRPs) offer tax-deferred cash value accumulation, tax-free withdrawals (if properly structured), and a tax-free death benefit to beneficiaries. Thus, LIRPs share many of the tax advantages of other retirement savings vehicles but with less restrictive...
Persistent link: https://www.econbiz.de/10012018693
investigation on the performance of the Realized-GARCH against a range of GARCH-based models to predict the volatility of five … predictability performance of Realized-GARCH model when compared to other GARCH-types analyzed when an out-of-sample case is …
Persistent link: https://www.econbiz.de/10014446600
In this study, we delve into the financial market to compare the performance of prominent AI and robotics … stocks have delivered superior performance, as indicated by metrics like Sharpe and Treynor ratios, providing insights into …
Persistent link: https://www.econbiz.de/10014497423
We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks’ capital …
Persistent link: https://www.econbiz.de/10011890804
the Box–Muller simulation method. In passing, we prove an extension of the sector and circle number functions. …
Persistent link: https://www.econbiz.de/10011687875
Risk analysis and management currently have a strong presence in financial institutions, where high performance and …. This allows us for the first time to investigate their performance on heterogeneous compute systems and across different … code, and the size of the simulations is scaled in order to evaluate variations in performance. Furthermore, we assess …
Persistent link: https://www.econbiz.de/10011556579
The aim of this project is to develop a stochastic simulation machine that generates individual claims histories of non …-life insurance claims. This simulation machine is based on neural networks to incorporate individual claims feature information. We … simulation machine allows everyone to simulate their own synthetic insurance portfolio of individual claims histories and back …
Persistent link: https://www.econbiz.de/10011811737
, managers face a problem in obtaining accurate forecasts for the dynamics of changes in key business performance indicators. The … chain services and economic indicators of the retail trade network. Using the anyLogistix software tool, a simulation model … operational performance indicators of the supply chain of grocery retail. The results obtained show that the main factors of …
Persistent link: https://www.econbiz.de/10012704024
derive the Laplace transform of the Parisian time using a recursive method, and provide an exact simulation algorithm to …
Persistent link: https://www.econbiz.de/10012391003
-copula simulated returns give very similar but not identical results. Furthermore, the copula simulation provides more accurate market …-risk estimates than historical simulation. Finally, the results support the notion that G7 countries can provide an important …
Persistent link: https://www.econbiz.de/10012127555