11 juil. 2023Importance Sampling for Minimization of Tail Risks: A Tutorial"Approximating the #tail #risk #measure by its sample average approximation, while appealing due to its simplicity and universality in...
7 juil. 2023A cohort-based Partial Internal Model for demographic riskThe study proposes a method to assess #demographic #risk within the #solvencyii #regulations, using compact formulas to analyse...
3 juil. 2023Divergence Based Quadrangle and ApplicationsThe proposed φ-Divergence Quadrangle presents a refined methodology for understanding and #managing #risk, contributing to the ongoing...
29 juin 2023Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and HedgingProposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave...