Uncertainty Propagation and Dynamic Robust Risk Measures
The framework presents a method to quantify #uncertainty propagation in #dynamic #scenarios, focusing on discrete #stochastic processes...
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21 août 2023
Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information
"This paper examines a #stochastic one-period #insurancemarket with incomplete information. The aggregate amount of #claims follows a...
18 août 2023
Demographic Issues in Longevity Risk Analysis
The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the...
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