Search Results - "actuarial science"
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Embedding Data Analysis into the Undergraduate Actuarial Science Curriculum
Published 2018“…The need to modernize the actuarial science curriculum, even before the changes that will take place in 2020. …”
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Stochastic modelling and optimization with applications to actuarial models
Published 2012“…This thesis is devoted to Ruin Theory which sometimes referred to the collective ruin theory. In Actuarial Science, one of the most important problems is to determine the finite time or infinite time ruin probability of the risk process in an insurance company. …”
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On the impact of asymmetric dependence in the actuarial pricing of joint life insurance policies
Published 2022“…Multipopulation mortality modeling is a significant research problem in actuarial science. Mortality functions involving multiple lives are also essential to determine the pricing of premiums. …”
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Extreme M-quantiles as risk measures: from L1 to Lp optimization
Published 2019“…It has recently been receiving a lot of attention in actuarial science, econometrics and statistical finance. …”
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Estimation of tail risk based on extreme expectiles
Published 2017“…We use tail expectiles to estimate alternative measures to the Value at Risk (VaR) and Marginal Expected Shortfall (MES), two instruments of risk protection of utmost importance in actuarial science and statistical _nance. The concept of expectiles is a least squares analogue of quantiles. …”
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Poisson Transmuted Exponential Distribution For Count Data With Skewed, Dispersed And Excess Zero
Published 2024“…Assuming Poisson Distribution For Count Data May Be Misleading In Most Cases Because It Assumes Equidispersion, Whereas Count Data Is Usually Overdispersed. In Actuarial Science, Claim Frequencies Are Usually Unimodal, Skewed, Overdispersed, And With A Higher Frequency Of Zero Counts; Hence, Assuming The Poisson Distribution May Lead To Model Misspecification. …”
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Probabilistic properties and statistical inference for a family of generalised and related distributions / Liew Kian Wah
Published 2013“…Several methods have been used in deriving the probability mass function for this new distribution to show the connections among different approaches from mathematics, statistics and actuarial science. Basic statistical measures and probabilistic properties of the Poisson-HLZD are examined and the usefulness of the model is demonstrated through examples of data-fitting on some real life datasets. …”
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Credit Risk Modelling and Implementation of Credit Risk Models in China
Published 2007“…Morgan's CreditMetrics; KMV's PortfolioManager based on Merton (1974) option pricing model; macroeconomic model CreditPortfolio View developed by McKinsey; CSFB's Credit Risk+ Model based on actuarial science framework; and Jarrow and Turnbull's reduced-form model. …”
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A prototype for converting and merging multi type databases to single database / Suzana Ahmad and Siti Zaleha Zainal Abidin
Published 2013“…FSKM has seven academic centres, which are Computer Science, Computer Technology and Networking, System Science, Mathematics, Statistics, Actuarial Science and Quantitative Methods. In keeping with the University’s mission and the Faculty’s mission, faculty administration has to manage a large number of data that was kept in different format and also different databases. …”
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A study of optimization problems involving stochastic systems with jumps
Published 2008“…The optimization problems involving stochastic systems are often encountered in financial systems, networks design and routing, supply-chain management, actuarial science, telecommunications systems, statistical pattern recognition analysis associated with electronic commerce and medical diagnosis.This thesis aims to develop computational methods for solving three optimization problems, where their dynamical systems are described by three different classes of stochastic systems with jumps.In Chapter 1, a brief review on optimization problems involving stochastic systems with jumps is given. …”
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