2

Risk aggregation in Solvency II through recursive log-normals

Year:
2017
Language:
english
File:
PDF, 512 KB
english, 2017
3

Computation and Modelling in Insurance and Finance || Financial derivatives

Year:
2014
Language:
english
File:
PDF, 501 KB
english, 2014
4

Computation and Modelling in Insurance and Finance || Integrating risk of different origin

Year:
2014
Language:
english
File:
PDF, 1.22 MB
english, 2014
5

Computation and Modelling in Insurance and Finance || Solvency and pricing

Year:
2014
Language:
english
File:
PDF, 273 KB
english, 2014
6

Computation and Modelling in Insurance and Finance || Liabilities over long terms

Year:
2014
Language:
english
File:
PDF, 847 KB
english, 2014
8

Computation and Modelling in Insurance and Finance || Life and state-dependent insurance

Year:
2014
Language:
english
File:
PDF, 536 KB
english, 2014
10

Computation and Modelling in Insurance and Finance || Stochastic asset models

Year:
2014
Language:
english
File:
PDF, 677 KB
english, 2014
12

Computation and Modelling in Insurance and Finance || Random variables: Principal tools

Year:
2014
Language:
english
File:
PDF, 141 KB
english, 2014
14

Computation and Modelling in Insurance and Finance || Linear algebra and stochastic vectors

Year:
2014
Language:
english
File:
PDF, 123 KB
english, 2014
16

Computation and Modelling in Insurance and Finance || Numerical algorithms: A third tool

Year:
2014
Language:
english
File:
PDF, 159 KB
english, 2014
17

Computation and Modelling in Insurance and Finance || References

Year:
2014
Language:
english
File:
PDF, 164 KB
english, 2014
19

New Tests of Significance in Periodogram Analysis

Year:
1983
Language:
english
File:
PDF, 1.33 MB
english, 1983
23

Projection pursuit regression for moderate non-linearities

Year:
1993
Language:
english
File:
PDF, 1.49 MB
english, 1993
24

Computation and Modelling in Insurance and Finance || Introduction

Year:
2014
Language:
english
File:
PDF, 497 KB
english, 2014
25

Computation and Modelling in Insurance and Finance || Getting started the Monte Carlo way

Year:
2014
Language:
english
File:
PDF, 694 KB
english, 2014
26

Computation and Modelling in Insurance and Finance || Preface

Year:
2014
Language:
english
File:
PDF, 39 KB
english, 2014
27

Confidence Intervals From Monte Carlo Tests

Year:
1996
Language:
english
File:
PDF, 1.53 MB
english, 1996
28

Confidence Intervals from Monte Carlo Tests

Year:
1996
Language:
english
File:
PDF, 1.29 MB
english, 1996
29

Computation and Modelling in Insurance and Finance || Evaluating risk: A primer

Year:
2014
Language:
english
File:
PDF, 1.15 MB
english, 2014
30

Computation and Modelling in Insurance and Finance || Monte Carlo II: Improving technique

Year:
2014
Language:
english
File:
PDF, 575 KB
english, 2014
31

Computation and Modelling in Insurance and Finance || Modelling I: Linear dependence

Year:
2014
Language:
english
File:
PDF, 573 KB
english, 2014
32

Computation and Modelling in Insurance and Finance || Modelling II: Conditional and non-linear

Year:
2014
Language:
english
File:
PDF, 833 KB
english, 2014
33

Monte Carlo filters for non-linear state estimation

Year:
2001
Language:
english
File:
PDF, 224 KB
english, 2001
34

Computation and Modelling in Insurance and Finance || Historical estimation and error

Year:
2014
Language:
english
File:
PDF, 676 KB
english, 2014
35

Computation and Modelling in Insurance and Finance || Modelling claim frequency

Year:
2014
Language:
english
File:
PDF, 484 KB
english, 2014
36

Computation and Modelling in Insurance and Finance || Modelling claim size

Year:
2014
Language:
english
File:
PDF, 508 KB
english, 2014
37

Relaxation using models from quantum mechanics

Year:
1991
Language:
english
File:
PDF, 3.30 MB
english, 1991