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Stochastic mortality model with respect to mixed fractional Poisson process : calibration and empirical analysis of long-range dependence in actuarial valuation
Jiang, Haoran; Zhang, Zhehao; Zhu, Xiaojun - In: Insurance : mathematics and economics 119 (2024), pp. 64-92
Persistent link: https://www.econbiz.de/10015067206
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Neumann series on the recursive moments of copula-dependent aggregate discounted claims
Ramli, Siti Norafidah Mohd; Jang, Jiwook - In: Risks : open access journal 2 (2014) 2, pp. 195-210
marginal distributions. Insurance premium calculations with their figures are also illustrated. …
Persistent link: https://www.econbiz.de/10010399755
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Dynamic models
Taylor, Greg - 2000
Persistent link: https://www.econbiz.de/10001585636
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Non-parametric models
Taylor, Greg - 1999
Persistent link: https://www.econbiz.de/10001459611
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Parametric models
Taylor, Greg - 1999
Persistent link: https://www.econbiz.de/10001459616
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Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 96 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
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A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
Wang, Zihe; Li, Johnny Siu-Hang - In: Finance research letters 16 (2016), pp. 103-111
Persistent link: https://www.econbiz.de/10011655135
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Model-based and nonparametric approaches to clustering for data compression in actuarial applications
O'Hagan, Adrian; Ferrari, Colm - In: North American actuarial journal 21 (2017) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011857996