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Daboni, Luciano

Some applications of simulation computing to the actuarial field. (Italian) Zbl 0875.62486

Rend. Semin. Mat. Fis. Milano 63, 27-47 (1993).

MSC:

62P05 Applications of statistics to actuarial sciences and financial mathematics
65C20 Probabilistic models, generic numerical methods in probability and statistics

Keywords:

life insurance; pension funding; number of accident reports
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References:

[1] A.R. BacinelloA stochastic simulation procedure for person schemes, in Insurance. Mathematics and Economica, Vol. 7, n. 3, 1988, pp. 153–161.
[2] L. Crisma, E. PetaccoSu due metodi simulativi per la valutazione di grandezze interessanti sulla assicurazioni sulla vita, in Rivista di Matematica per le scienze economiche e sociali, Vol. 5, n. 1, 1982, pp. 41–51. · Zbl 0508.62090
[3] L. DaboniAspetti strutturali ed inferenziali di particolari processi di arrivo di sinistri, in Accademia Nazionale dei Lincei. N. 10 Contributi del Centro Linceo interdisciplinare di scienze matematiche e loro applicazioni, 1975, pp. 55–68.
[4] B. De FinettiMatematica attuariale (serie di conferenze), in Quaderno n. 5a dell’istituto Studi Assicurativi, Trieste, 1950, pp. 53–62.
[5] E. PitaccoSimulation in actuarial work. Some computational problems, in Premium Calculation in Insurance (F. de Vylder et Al. eds.), Reidel Publ. Co., 1984, pp. 467–474.
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