Zobrazeno 1 - 4
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pro vyhledávání: '"Danesi, Ivan Luciano"'
Publikováno v:
In Insurance Mathematics and Economics May 2015 62:151-161
The aim of operational risk modeling is to provide a reasonably accurate, reasonably precise and reasonably robust estimation of capital requirements, including a level of sensitivity that is consistent with the changes of the risk profile. A way to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8ebd8fbb26fe3b576794032036a4be7
http://hdl.handle.net/11577/3225514
http://hdl.handle.net/11577/3225514
Autor:
Danesi, Ivan Luciano, Rea, Cristina
Publikováno v:
Machine Learning, Optimization & Big Data (9783319514680); 2016, p224-235, 12p
The relative performance of multipopulation stochastic mortality models is investigated. When targeting mortality rates, we consider five extensions of the well known Lee–Carter single population extrapolative approach. As an alternative, we consid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a2123b794b9224d2aa695aca8c608038