ABSTRACT

Based on a loss function approach, this comprehensive reference reviews the most recent advances in financial and actuarial modeling, providing a strong statistical background for advanced methods in pension plan structuring, risk estimation, and modeling of investment and options pricing. An authoritative tool supplying every conceptual model and

chapter 1|70 pages

Statistical Concepts

chapter 2|31 pages

Financial Computational Models

chapter 3|31 pages

Deterministic Status Models

chapter 4|39 pages

Future Lifetime Random Variable

chapter 5|34 pages

Future Lifetime Models and Tables

chapter 6|66 pages

Stochastic Status Models

chapter 7|28 pages

Scenario and Simulation Testing

chapter 8|15 pages

Further Statistical Considerations