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SPLICE : a synthetic paid loss and incurred cost experience simulator
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 1, pp. 7-35
Persistent link: https://www.econbiz.de/10014306849
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Penalising unexplainability in neural networks for predicting payments per claim incurred
H. L. Poon, Jacky - In: Risks : open access journal 7 (2019) 3/95, pp. 1-11
In actuarial modelling of risk pricing and loss reserving in general insurance, also known as P&C or non-life insurance, there is business value in the predictive power and automation through machine learning. However, interpretability can be critical, especially in explaining to key...
Persistent link: https://www.econbiz.de/10012126431
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Explicit moments for a class of micro-models in non-life insurance
Wahl, Felix - In: Insurance / Mathematics & economics 89 (2019), pp. 140-156
Persistent link: https://www.econbiz.de/10012133521
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Model mortality rates using property and casualty insurance reserving methods
Tsai, Cary Chi-Liang; Kim, Seyeon - In: Insurance / Mathematics & economics 106 (2022), pp. 326-340
Persistent link: https://www.econbiz.de/10013380573
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard; Bruti-Liberati, Nicola - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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Longevity risk : impact, evaluation, management
Weber, Frederik - 2010
Persistent link: https://www.econbiz.de/10003937478
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Solvency-simulation in non-life insurance
Kramer, Bert - In: Financial modelling : recent research ; [selection of …, (pp. 26-48). 1994
Persistent link: https://www.econbiz.de/10001285735
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Traditional pension fund valuation in a stochastic asset and liability environment
Wright, Douglas - In: British actuarial journal : incorporating journal of … 4 (1998) 4, pp. 865-901
Persistent link: https://www.econbiz.de/10001400439
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Exact cash-account deflator for the G2++ model
Strati, Francesco; Trussoni, Luca G. - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602703
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Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and t...
Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400
Persistent link: https://www.econbiz.de/10011583507