We present in this paper the Waring formula, which is used in several fields, like life-insurance or credit risk. We show that some problems can occur when using this formula, and propose alternative recursions in order to improve the complexity of the calculations, and to cope with the numerical instability of the formula
Waring's problem is one of the two classical problems in additive number theory, the other being Gol...
Title: Technical reserves of non-life insurance in the internal solvency model Author: Bc. Jiří Thom...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
We present in this paper the actuarial Waring formula, which is used in several fields, like life-in...
We present in this paper the actuarial Waring formula, which is used in several fields, like life-in...
We reduce the number of variables required to guarantee the validity of the classical asymptotic for...
Abstract1gives a generalization of Waring's formula. Here we show that Konvalina's extension is a st...
The purpose of these notes is for me to test my understanding of the circle method as used in Waring...
Our research project is about application of recursive sequences in the construction of a class of c...
The CreditRisk+ model launched by Credit Suisse First Boston in 1997 is widely used by practitioners...
AbstractWaring's formula for expressing power sum symmetric functions in terms of elementary symmetr...
p>O, C = pEk/(p +a)[kJ. For certain values of the parameters a, k it has extremely long tails; in...
PhDMathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.li...
The time value of money (TVM) equation is a polynomial therefore it has interest rates as solutions....
This thesis is divided into 4 chapters. Chapter 1 gives a brief explanation of what the Greeks are a...
Waring's problem is one of the two classical problems in additive number theory, the other being Gol...
Title: Technical reserves of non-life insurance in the internal solvency model Author: Bc. Jiří Thom...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...
We present in this paper the actuarial Waring formula, which is used in several fields, like life-in...
We present in this paper the actuarial Waring formula, which is used in several fields, like life-in...
We reduce the number of variables required to guarantee the validity of the classical asymptotic for...
Abstract1gives a generalization of Waring's formula. Here we show that Konvalina's extension is a st...
The purpose of these notes is for me to test my understanding of the circle method as used in Waring...
Our research project is about application of recursive sequences in the construction of a class of c...
The CreditRisk+ model launched by Credit Suisse First Boston in 1997 is widely used by practitioners...
AbstractWaring's formula for expressing power sum symmetric functions in terms of elementary symmetr...
p>O, C = pEk/(p +a)[kJ. For certain values of the parameters a, k it has extremely long tails; in...
PhDMathematicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.li...
The time value of money (TVM) equation is a polynomial therefore it has interest rates as solutions....
This thesis is divided into 4 chapters. Chapter 1 gives a brief explanation of what the Greeks are a...
Waring's problem is one of the two classical problems in additive number theory, the other being Gol...
Title: Technical reserves of non-life insurance in the internal solvency model Author: Bc. Jiří Thom...
In actuarial science, Panjer recursion (1981) is used in insurance to compute the loss distribution ...