Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; eMAF2020 Marco Corazza,Manfred Gilli,Marilena Sibillo Conference p

remission

Monte Carlo Valuation of Future Annuity Contracts,a simplified computational framework where just one risk factor is taken into account. We give a brief description of the valuation procedure and provide some numerical illustrations. Furthermore, to test the efficiency of the proposed methodology, we compare our results with those obtained by apply

符合國情

A Risk Based Approach for the Solvency Capital Requirement for Health Plans,ndividual health care expenditure for several episode types, we suggest an original approach based on a three-part regression model. We propose three Generalized Linear Models (GLM) to assess claim counts, the allocation of each claim to a specific episode and the severity average expenditures respe

reception

AGGER

約會(huì)

表臉

tackle

orthodox

燒烤

A Bayesian Generalized Poisson Model for Cyber Risk Analysis, for damages from cyber-attacks and the number of cyber-attacks are two of the main quantities of interest when measuring cyber-risk. In this paper, we focus on the frequency of cyber-attacks and analyse some features through the lens of a generalized Poisson model. We follow a Bayesian inference ap

deciduous

https://doi.org/10.1007/978-3-030-78965-7Actuarial Sciences; Quantitative Insurance; Quantitative Finance; Mathematics; Statistics