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991.
Abstract

The question on what statistics to base our credibility estimators, is discussed in a general model. We introduce concepts of sufficiency, completeness, θ-sufficiency, and θ-completeness that are useful in this connection, and use methods of Rao-Blackwell type. Some of the present results are closely related to results by Taylor (1977).  相似文献   
992.
    
Abstract

The present paper brings some criticisms to a method introduced by Zehnwirth for estimation of the credibility factor in the variance part of the credibility premium, and an alternative method is proposed.  相似文献   
993.
    
We present a new type of with-profits annuities which offer lifelong, yet hedgeable, guarantees. The rolling annuity gives a minimum lifelong guarantee at the time of contribution complemented with a series of guaranteed increases prior to retirement. Importantly, the initial guarantee and the subsequent increases are all set at prevailing market rates and hence are not known in advance. The structure of the guarantee implies that, prior to the last increase, the liability is equivalent to a zero-coupon bond maturing at the next increase and can therefore easily be hedged in the financial markets. Furthermore, the short duration implies that the financial and regulatory value will (essentially) coincide. We show financial fairness and we derive the reserve and thereby the hedging strategy. We also consider longevity risk, the duration profile, and report on a simulation study of the real value of the final payout.  相似文献   
994.
Abstract

We consider risk processes t t?0 with the property that the rate β of the Poisson arrival process and the distribution of B of the claim sizes are not fixed in time but depend on the state of an underlying Markov jump process {Zt } t?0 such that β=β i and B=Bi when Zt=i . A variety of methods, including approximations, simulation and numerical methods, for assessing the values of the ruin probabilities are studied and in particular we look at the Cramér-Lundberg approximation and diffusion approximations with correction terms. The mathematical framework is Markov-modulated random walks in discrete and continuous time, and in particular Wiener-Hopf factorisation problems and conjugate distributions (Esscher transforms) are involved.  相似文献   
995.
Ulrik Jørgensen 《Futures》2012,44(3):240-247
This article discusses the question: Are weak signals independent of framing and interactions with the environment? The response proposed here is that many of the developments identified by efforts to detect and interpret weak signals are the result of designed interventions that define the repertoire of actions and frames. Very often, as Ansoff argued, actors use a variety of models and filters for seeking and using weak signals. Thus weak signals are not only dependent on the interpretative equipment applied by actors, but from a constructivist perspective the identification of and meaning given to weak signals are strongly influenced by design choices made at the outset. In this sense design is a constitutive element of both the environment and signal detection/use. An example of how design is constitutive of both context and understanding can be found in the history of hospital hygiene. This case study illustrates how dominant regimes of practice, established through the conception of pathogen bacteria and antibacterial treatments and disinfection, are now creating signals that call into question fundamental design of hygiene practices. By examining the epistemic assumptions of scientific disciplines and the designed repertoire of practical responses it becomes clear how contexts and frames of interpretation are constituted and how such contexts and frames then define what is recognised as a weak signal.  相似文献   
996.
997.
This paper estimates the conditional variance of daily Swedish OMX-index returns with stochastic volatility (SV) models and GARCH models and evaluates the in-sample performance as well as the out-of-sample forecasting ability of the models. Asymmetric as well as weekend/holiday effects are allowed for in the variance, and the assumption that errors are Gaussian is released. Evidence is found of a leverage effect and of higher variance during weekends. In both in-sample and out-of-sample comparisons SV models outperform GARCH models. However, while asymmetry, weekend/holiday effects and non-Gaussian errors are important for the in-sample fit, it is found that these factors do not contribute to enhancing the forecasting ability of the SV models.  相似文献   
998.
This paper uses an iterated GMM approach to estimate and test the consumption based habit persistence model of Campbell and Cochrane [Campbell, J.Y., Cochrane, J.H., 1999. By force of habit: A consumption-based explanation of aggregate stock market behavior. Journal of Political Economy 107, 205–251] on the US stock market. The empirical evidence shows that the model is able to explain the size premium, but fails to explain the value premium. Further, the state variable of the model – the surplus consumption ratio – explains counter-cyclical time-varying expected returns on stocks. The model also produces plausible low real risk-free rates despite high relative risk aversion.  相似文献   
999.
1000.
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