Proposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave effects. They offer a parsimonious approach to capturing recent mortality trends and enable more accurate forecasts. Findings indicate a higher #insurance #riskpremium tolerance in longevity swaps.
top of page
Rechercher
Posts récents
Voir tout“As analysts are primary recipients of these reports, we investigate whether and how analyst forecast properties have changed following...
00
This study proposes a new method for detecting insider trading. The method combines principal component analysis (PCA) with random forest...
00
Cyber risk classifications often fail in out-of-sample forecasting despite their in-sample fit. Dynamic, impact-based classifiers...
30
bottom of page
Comentarios