Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications

Constantinos T. Artikis ()
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Constantinos T. Artikis: National and Kapodistrian University of Athens, Faculty of Primary Education, Department of Mathematics and Informatics, Athens, Greece.

SPOUDAI Journal of Economics and Business, 2012, vol. 62, issue 3-4, 7-15

Abstract: Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of fundamental areas in the actuarial discipline. The paper is mainly devoted to the formulation, investigation and application in the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model can substantially support the role of proactivity in making insurance decisions.

Keywords: Stochastic Discounting; Risk Management; Model (search for similar items in EconPapers)
JEL-codes: C51 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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