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1Academic Journal
المؤلفون: Marcin Szatkowski, Łukasz Delong
المصدر: Risks; Volume 9; Issue 9; Pages: 152
مصطلحات موضوعية: one-year risk, ultimate risk, reserve risk, emergence pattern, Mack Chain Ladder
وصف الملف: application/pdf
Relation: https://dx.doi.org/10.3390/risks9090152
الاتاحة: https://doi.org/10.3390/risks9090152
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2Academic Journal
المؤلفون: Łukasz Delong, Mario V. Wüthrich
المصدر: Risks; Volume 8; Issue 2; Pages: 33
مصطلحات موضوعية: neural networks, individual claims, reported but not settled claims, claims simulations
وصف الملف: application/pdf
Relation: https://dx.doi.org/10.3390/risks8020033
الاتاحة: https://doi.org/10.3390/risks8020033
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3
المؤلفون: Lukasz Delong, Mathias Lindholm, Henning Zakrisson
المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering
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4
المؤلفون: Lukasz Delong, Marcin Szatkowski
المصدر: SSRN Electronic Journal.
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5
المؤلفون: Karim Barigou, Lukasz Delong
المساهمون: Laboratoire de Sciences Actuarielle et Financière (SAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon, Warsaw School of Economics, Institut of Econometrics
المصدر: Journal of Computational and Applied Mathematics
Journal of Computational and Applied Mathematics, Elsevier, 2021, 404 (113922), ⟨10.1016/j.cam.2021.113922⟩مصطلحات موضوعية: [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR], media_common.quotation_subject, BSDEs with jumps, 01 natural sciences, Heston model, Standard deviation, FOS: Economics and business, 010104 statistics & probability, Stochastic differential equation, Life insurance, Stochastic mortality, 0502 economics and business, Econometrics, Asset (economics), 0101 mathematics, Mathematics, media_common, Equity-linked contracts, 050208 finance, Hull-White stochastic interest rates, Applied Mathematics, 05 social sciences, Equity (finance), Interest rate, Computational Mathematics, Pricing of Securities (q-fin.PR), Volatility (finance), Quantitative Finance - Pricing of Securities, Neural networks
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6
المؤلفون: Lukasz Delong, Marcin Szatkowski
المصدر: Risks, Vol 9, Iss 152, p 152 (2021)
Risks
Volume 9
Issue 9مصطلحات موضوعية: Estimation, History, reserve risk, Polymers and Plastics, Strategy and Management, Risk measure, Economics, Econometrics and Finance (miscellaneous), Conditional probability distribution, Measure (mathematics), Industrial and Manufacturing Engineering, one-year risk, Insurance, Chain (algebraic topology), Skewness, Accounting, HG8011-9999, ddc:330, Econometrics, ultimate risk, Mack Chain Ladder, Business and International Management, Volatility (finance), Duration (project management), Mathematics, emergence pattern
وصف الملف: application/pdf
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7Academic Journal
المؤلفون: lukasz Delong
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://arxiv.org/pdf/0806.2570v1.pdf.
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.312.365; http://arxiv.org/pdf/0806.2570v1.pdf
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8Academic Journal
المؤلفون: Łukasz Delong
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://akson.sgh.waw.pl/delong/quadratic loss.pdf.
مصطلحات موضوعية: Lévy-type stochastic integrals
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.534.4487; http://akson.sgh.waw.pl/delong/quadratic loss.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.534.4487
http://akson.sgh.waw.pl/delong/quadratic loss.pdf -
9Academic Journal
المؤلفون: Łukasz Delong, Russell Gerrard, Steven Haberman, Im Ie Ib
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://akson.sgh.waw.pl/delong/defined benefit.pdf.
مصطلحات موضوعية: Lévy diffusion financial market, stochastic mortality intensity pro- cess, Hamilton-Jacobi-Bellman equation, Feynman-Kac representation. JEL, G11, G23, C61
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.492.4569; http://akson.sgh.waw.pl/delong/defined benefit.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.492.4569
http://akson.sgh.waw.pl/delong/defined benefit.pdf -
10
المؤلفون: Mathias Lindholm, Mario V. Wüthrich, Lukasz Delong
المصدر: SSRN Electronic Journal.
مصطلحات موضوعية: Data set, Hyperparameter, Boosting (machine learning), Artificial neural network, Computer science, Expectation–maximization algorithm, Gamma distribution, Mixture distribution, Regression analysis, Algorithm
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11
المؤلفون: Lukasz Delong, An Chen
المصدر: ASTIN Bulletin. 45:397-419
مصطلحات موضوعية: Economics and Econometrics, Pension, Financial economics, Investment strategy, Life annuity, Asset allocation, Investment (macroeconomics), Microeconomics, Exponential utility, Accounting, Economics, Asset (economics), Salary, Finance
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12eBook
المؤلفون: Łukasz Delong
Resource Type: eBook.
الموضوعات: Stochastic differential equations
Categories: MATHEMATICS / Applied, BUSINESS & ECONOMICS / Business Mathematics, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Optimization
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13
المؤلفون: Lukasz Delong, Antoon Pelsser
المساهمون: QE Math. Economics & Game Theory, Finance, RS: GSBE EFME
المصدر: Stochastic Models, 31(1), 67-97. Routledge/Taylor & Francis Group
مصطلحات موضوعية: Statistics and Probability, Actuarial science, Counting process, Applied Mathematics, Sharpe ratio, Financial market, Mathematics::Optimization and Control, Backward stochastic differential equations, Model ambiguity, Instantaneous mean-variance risk, Modeling and Simulation, Value (economics), Trajectory, Econometrics, Financial modeling, No-good-deal pricing, Asset (economics), Brownian motion, Mathematics, Instantaneous Sharpe ratio
وصف الملف: application/pdf
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14Academic Journal
المؤلفون: Łukasz Delong
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://ftp.sgh.waw.pl/delong/index+delong.pdf.
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.665.3524; http://ftp.sgh.waw.pl/delong/index+delong.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.665.3524
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15Academic Journal
المؤلفون: Łukasz Delong, Peter Imkeller
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://akson.sgh.waw.pl/delong/delong imkeller delayed bsde malliavin.pdf.
مصطلحات موضوعية: backward stochastic differential equation, time delayed generator, Poisson random measure, Malliavin’s calculus, canonical Lévy space, Picard difference operator. 2
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.544.1835; http://akson.sgh.waw.pl/delong/delong imkeller delayed bsde malliavin.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.544.1835
http://akson.sgh.waw.pl/delong/delong imkeller delayed bsde malliavin.pdf -
16Academic Journal
المؤلفون: Łukasz Delong, Russell Gerrard
المساهمون: The Pennsylvania State University CiteSeerX Archives
المصدر: http://akson.sgh.waw.pl/delong/mean-variance.pdf.
مصطلحات موضوعية: Lévy diffusion financial market, compound Cox claim process, Hamilton-Jacobi-Bellman equation, Feynman-Kac representation, efficient frontier
وصف الملف: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.233.1406; http://akson.sgh.waw.pl/delong/mean-variance.pdf
الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.233.1406
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17Academic Journal
المؤلفون: Łukasz Delong, Mario V. Wüthrich
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18Academic Journal
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19Academic Journal
المؤلفون: Łukasz Delong, Damian Sulik
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20Academic Journal
المؤلفون: Łukasz Delong