4666 results in Mathematical finance
Comments on the Solvency II Risk Margin and proposed amendments
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- British Actuarial Journal / Volume 29 / 2024
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- 19 April 2024, e7
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The exercise of discretion on commutation factors in defined benefit schemes: time for change?
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- British Actuarial Journal / Volume 29 / 2024
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- 19 April 2024, e8
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Discounted cost exponential semi-Markov decision processes with unbounded transition rates: a service rate control problem with impatient customers
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- Probability in the Engineering and Informational Sciences , First View
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- 18 April 2024, pp. 1-27
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From bias to black boxes: understanding and managing the risks of AI – an actuarial perspective
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- British Actuarial Journal / Volume 29 / 2024
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- 11 April 2024, e6
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Smoothness and monotonicity constraints for neural networks using ICEnet
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- Annals of Actuarial Science , First View
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- 01 April 2024, pp. 1-28
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Interpretable zero-inflated neural network models for predicting admission counts
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- Annals of Actuarial Science , First View
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- 26 March 2024, pp. 1-31
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Discounted densities of overshoot and undershoot for Lévy processes with applications in finance
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- Probability in the Engineering and Informational Sciences , First View
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- 19 March 2024, pp. 1-24
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Time series analysis of GSS bonds
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- British Actuarial Journal / Volume 29 / 2024
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- 11 March 2024, e3
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Actuarial applications of natural language processing using transformers: Case studies for using text features in an actuarial context
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- British Actuarial Journal / Volume 29 / 2024
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- 07 March 2024, e4
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Genetic testing and actuarial science
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- Annals of Actuarial Science / Volume 18 / Issue 1 / March 2024
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- 07 March 2024, pp. 1-4
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Report of the target end-states for defined benefit pension schemes working party
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- British Actuarial Journal / Volume 29 / 2024
- Published online by Cambridge University Press:
- 07 March 2024, e5
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Some properties of convex and increasing convex orders under Archimedean copula
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- Probability in the Engineering and Informational Sciences , First View
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- 05 March 2024, pp. 1-12
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Consideration of the proxy modelling validation framework
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- British Actuarial Journal / Volume 29 / 2024
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- 19 February 2024, e2
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Analyzing the multi-state system under a run shock model
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- Probability in the Engineering and Informational Sciences , First View
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- 16 February 2024, pp. 1-13
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GEMAct: a Python package for non-life (re)insurance modeling
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- Annals of Actuarial Science , First View
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- 14 February 2024, pp. 1-37
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The discrete-time arbitrage-free Nelson-Siegel model: a closed-form solution and applications to mixed funds representation
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- Annals of Actuarial Science , First View
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- 12 February 2024, pp. 1-32
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General distributions of number representation elements
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- Probability in the Engineering and Informational Sciences , First View
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- 07 February 2024, pp. 1-23
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Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”
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- Probability in the Engineering and Informational Sciences , First View
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- 02 February 2024, pp. 1-2
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On clustering levels of a hierarchical categorical risk factor
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- Annals of Actuarial Science , First View
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- 01 February 2024, pp. 1-39
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Log-concavity and relative log-concave ordering of compound distributions
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- Probability in the Engineering and Informational Sciences , First View
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- 29 January 2024, pp. 1-15
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