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European Actuarial Journal|December 7, 2019
On a dividend problem with random fundingJosef Anton Strini, Stefan ThonhauserEuropean Actuarial Journal|January 12, 2018
Utility indifference pricing of insurance catastrophe derivativesAndreas Eichler, Gunther Leobacher, Michaela SzölgyenyiEuropean Actuarial Journal|September 15, 2025
The mean field market model revisitedManuel Hasenbichler, Wolfgang Müller, Stefan ThonhauserEuropean Actuarial Journal|November 3, 2025
From point to probabilistic gradient boosting for claim frequency and severity predictionDominik Chevalier, Marie-Pier CôtéEuropean Actuarial Journal|July 5, 2022
Impact of rough stochastic volatility models on long-term life insurance pricingJean-Loup Dupret, Jérôme Barbarin, Donatien HainautEuropean Actuarial Journal|November 29, 2022
Dynamic surplus optimization with performance- and index-linked liabilitiesSascha Desmettre, Markus Wahl, Rudi ZagstEuropean Actuarial Journal|May 25, 2022
An incremental loss ratio method using prior information on calendar year effectsUlrich RiegelEuropean Actuarial Journal|July 6, 2018
Sex-specific mortality forecasting for UK countries: a coherent approachRee Yongqing Chen, Pietro MillossovichEuropean Actuarial Journal|January 12, 2018
Small population bias and sampling effects in stochastic mortality modellingLiang Chen, Andrew J G Cairns, Torsten KleinowEuropean Actuarial Journal|July 7, 2020
Life expectancy improvement for multiple cure distributionsShanoja Naik, Peter AdamicPageof 2