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On the estimation of long tailed skewed distributions with actuarial applications
1 references·2 citing·12 second hop
On the estimation of long tailed skewed distributions with actuarial applications (1983)On the estimation of long tailed skewed d…Mortality Variations in Sweden (1935)Mortality Variations in SwedenValuing catastrophe bonds involving correlation and CIR interest rate model (2016)Valuing catastrophe bonds inv…Pricing and simulations of catastrophe bonds (2012)Pricing and simulations of ca…The Growth of Population and the Factors which Control it (1925)Observations on (1) Errors of age in the population statistics of England and Wales, and (2) the changes in mortality indicated by the national records (1927)Identifiability for dependent multiple decrement/competing risk models (1983)A parameterized approach to modeling and forecasting mortality (2008)Multi-population mortality forecasting using tensor decomposition (2020)Option pricing when underlying stock returns are discontinuous (1976)Interest rate models : theory and practice : with smile, inflation and credit (2006)Merton, Robert C. (2010)A systematic literature review on sustainability issues along the value chain in insurance companies and pension funds (2023)Stochastic Differential Equations and Diffusion Processes (1983)Brownian Motion and Stochastic Calculus (2007)Stochastic Mortality Modelling for Dependent Coupled Lives (2020)
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References

  • 1935Mortality Variations in Sweden52 cited

Cited by

  • 2012Pricing and simulations of catastrophe bonds85 cited
  • 2016Valuing catastrophe bonds involving correlation and CIR interest rate model29 cited

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