Artikel
Formulating a stochastic discounting model with actuarial and risk management applications
Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of fundamental areas in the actuarial discipline. The paper is mainly devoted to the formulation, investigation and application in the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model can substantially support the role of proactivity in making insurance decisions.
- Sprache
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Englisch
- Erschienen in
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Journal: SPOUDAI - Journal of Economics and Business ; ISSN: 2241-424X ; Volume: 62 ; Year: 2012 ; Issue: 3/4 ; Pages: 7-15 ; Piraeus: University of Piraeus
- Klassifikation
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Wirtschaft
Model Construction and Estimation
- Thema
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Stochastic Discounting
Risk Management
Model
- Ereignis
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Geistige Schöpfung
- (wer)
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Artikis, Constantinos T.
- Ereignis
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Veröffentlichung
- (wer)
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University of Piraeus
- (wo)
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Piraeus
- (wann)
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2012
- Handle
- Letzte Aktualisierung
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20.09.2024, 08:22 MESZ
Datenpartner
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Objekttyp
- Artikel
Beteiligte
- Artikis, Constantinos T.
- University of Piraeus
Entstanden
- 2012