Actuarial Mathematics and Risk Management
| Actuarial Mathematics and Risk Management |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2023 |
| Descrizione fisica | 1 online resource (226 p.) |
| Soggetto topico |
Mathematics and Science
Probability and statistics Research and information: general |
| Soggetto non controllato |
Archimedean generator
cash flow copula counting distributions coupled lives critical health insurance dependence distortion risk measures enhanced annuities equalization reserves equity release expected utility extended TCE financial protection of elderly GAM GLM human capital impaired annuities insurance regulation Lee-Carter life annuities life insurance Macaulay convexity Macaulay duration model uncertainty mortality projections n/a natural exponential family net present value of cash flows non-life personal finance preferred risks product design reinsurance reverse annuity contract risk measurement risk neutral pricing robustness and sensitivity analysis standard annuities substandard lives Switzerland tax TCE underwritten annuities unit-linked tontine utility optimization utility performance VaR Wasserstein distance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9911053207703321 |
| MDPI - Multidisciplinary Digital Publishing Institute, 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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Stability Problems for Stochastic Models: Theory and Applications II
| Stability Problems for Stochastic Models: Theory and Applications II |
| Autore | Zeifman Alexander |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (240 p.) |
| Soggetto topico |
Mathematics and Science
Probability and statistics Research and information: general |
| Soggetto non controllato |
2- and 3-interactions
assistants asymptotic analysis asymptotic behaviors asymptotic deficiency asymptotic expansion asymptotic normality blocking probability bounds on the rate of convergence capacitance continuous-time branching process continuous-time ehrenfest model convergence analysis cumulants daily traffic profile differential inequalities dirichlet boundary value problem discrete time functional filter elastic traffic equilibrium arrivals extinction file transfer first-passage time densities forward Kolmogorov system Galton-Watson gamma-exponential distribution generalized beta distribution generalized gamma distribution inhomogeneous continuous-time Markov chain inpatient claim kurtosis life-length limit theorem Malthusian parameter Markov decision processes method of moments mixed distributions monte carlo method multi-dimensional Markov chains multi-server queueing model multi-type branching process negative customers network evolution non-stationary intensity one-server queueing system optimal unbiased estimation optimization orbit parameter estimation Poisson process prefetching proportional intensity functions queuing system random graph random sum random trees rate of convergence rating resource heterogeneous queue retrial queue retrials self-checkout self-sufficient servers sharp bounds steady state sum of independent random variables unbiased estimator von-neumann-ulam scheme weak ergodicity wireless network |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Stability Problems for Stochastic Models |
| Record Nr. | UNINA-9910566458903321 |
Zeifman Alexander
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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