scholarly journals On applications of inequalities for quasideviation means in actuarial mathematics

Author(s):  
Jacek Chudziak
2019 ◽  
Author(s):  
David C. M. Dickson ◽  
Mary R. Hardy ◽  
Howard R. Waters

Risks ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 139
Author(s):  
Corina Constantinescu ◽  
Julia Eisenberg

The Special Issue aims to highlight the interaction between actuarial and financial mathematics, which, due to the recent low interest rates and implications of COVID-19, requires an interlace between actuarial and financial methods, along with control theory, machine learning, mortality models, option pricing, hedging, unit-linked contracts and drawdown analysis, among others [...]


Nuncius ◽  
1993 ◽  
Vol 8 (1) ◽  
pp. 249-281
Author(s):  
FRANCO PALLADINO

Abstract<title> SUMMARY </title>We have gathered here twenty-six writings from the correspondence of Giuseppe Peano, as well as letters by Alexander Macfarlane and Alexander Ziwet.Peano's letters were addressed to Ernesto Cesaro, an important member of the great Italian school of mathematics founded in the second half of the Nineteenth century. In these writings, Peano discusses various topics: Infinitesimal calculus and Barycentric calculus, the «Rivista di Matematica» and the «Formulario» of which he was editor; didactics and a question about Actuarial mathematics. Some of the writings are confidential in nature: in one letter, Peano proposes exchanging his professorial chair with Cesaro's, and hence transferring from Turin to Naples.The letters written by Macfarlane and Ziwet were sent to Peano; they contain, at the request of Cesaro, information concerning university chairs and the cost of living in the United States.


2006 ◽  
Vol 12 (1) ◽  
pp. 1-4 ◽  
Author(s):  
P. Embrechts

INTRODUCTIONThe second Lecturer to the Faculty of Actuaries is Professor Paul Embrechts, Professor of Mathematics at the ETH Zurich (Swiss Federal Institute of Technology, Zurich), specialising in actuarial mathematics and mathematical finance. His previous academic positions include ones at the Universities of Leuven, Limburg and London (Imperial College), and he has held visiting appointments at various other universities. He is an elected Fellow of the Institute of Mathematical Statistics, an Honorary Fellow of the Institute of Actuaries, a Corresponding Member of the Italian Institute of Actuaries, Editor of the ASTIN Bulletin, on the Advisory Board of Finance and Stochastics and Associate Editor of numerous scientific journals. He is a member of the Board of the Swiss Association of Actuaries and belongs to various national and international research and academic advisory committees. His areas of specialisation include insurance risk theory, integrated risk management, the interplay between insurance and finance and the modelling of rare events.


2020 ◽  
Vol 3 (1) ◽  
pp. 45-50
Author(s):  
Azizah Azizah ◽  
Sapti Wahyuningsih

This research was conducted to analyze the test instruments used to measure the ability of students in actuarial mathematics courses in mathematics department, State University of Malang. Participants in this course consist of 40 students. The form of questions given were  multiple choice questions totaling 50 items related to the premium calculation material on life insurance. The Rasch model is used to get fit items. This analysis is carried out with the help of Winsteps software. From the Winsteps program output, 25 items were obtained fit to the Rasch model with an average MNSQ Outfit score for person and item 0.98 and 0.98, respectively. While the Outfit ZSTD value for person and item are 0 and -0.01 respectively. While the reliability of the instrument stated in alpha cronbach is 0.85


2016 ◽  
Vol 3 (1) ◽  
pp. 99
Author(s):  
Irma Fauziah

<p>In learning mathematical economics, the calculation of life insurance premiums is a matter concerning the application of a combination of compound interest, probability, differential and integral.  Life insurance with multilife concept is the one of ap- plied in actuarial mathematics.  A functions, in the actuarial cal- culation, related to death sequence in multilife concept is called as contingent function.   Usage that function in calculation of insurance premium will assist the insurer in giving the benet precisely.<br />Contingent probabilities are resulted by multiplication be- tween the force of mortality of life in the last sequence of death which have been determined and probabilities of life all family member in multilife status. Insurance formulation is obtained by mutiplying this probabilities with <em>v</em>t discount factor and they are integrated by using the assumption of a uniform distribution of death throughout the year of age.</p>


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