Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; Marco Corazza,Claudio Pizzi Book 2014 Springer International Publ

袋鼠

CRASS

FIN

Collar

A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embeddiracts with premiums paid continuously over time, along with that of single premium contracts, usually considered in the literature. Finally, we analyse the impact on the fair premiums of the main parameters of the model.

Recessive

有限

OATH

ADOPT

Angioplasty

On the RODEO Method for Variable Selection,O. Here we propose a test which can be integrated to the RODEO procedure in order to fill this gap and complete the final step of the variable selection procedure. A two-stage procedure is therefore proposed. The results of a simulation study show a good performance of the new procedure.

FIN

978-3-319-37898-5Springer International Publishing Switzerland 2014