Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Mahboubeh Aalaei"'
Publikováno v:
Mathematics and Modeling in Finance, Vol 3, Iss 2, Pp 177-188 (2023)
In this article, fuzzy random variables are used to model interest rate uncertainty used in the calculation of whole life insurance premiums, and calculate the effect of this uncertainty on the price of life settlements. The fuzzy results obtained
Externí odkaz:
https://doaj.org/article/e79dbd91a1ed4557bd7cc46885ff1220
Publikováno v:
تحقیقات مالی, Vol 25, Iss 2, Pp 255-274 (2023)
Objective: This article explains different approaches for pricing life settlements in the secondary market to adopt them for pricing the same product in Iran’s insurance industry.Methods: This is a quantitative study with a focus on life settlement
Externí odkaz:
https://doaj.org/article/360f4befd4f5401cb6b52fd071162ab4
Autor:
Mahboubeh Aalaei
Publikováno v:
Mathematics and Modeling in Finance, Vol 2, Iss 2, Pp 53-62 (2022)
In this paper, fuzzy set theory is implemented to model internal rate of return for calculating the price of life settlements. Deterministic, probabilistic and stochastic approaches is used to price life s
Externí odkaz:
https://doaj.org/article/484bc907d5254496b51019357cdbdc6c
Publikováno v:
Stochastics. 87:30-47
The present study establishes an accurate and efficient algorithm based on Monte Carlo (MC) simulation for solving high dimensional linear systems of algebraic equations (LSAEs) and two-dimensional Fredholm integral equations of the second kind (FIES