Strong and Weak Points of Commutation Functions

• Autorzy: Jan Hrubes
• Języki publikacji: EN

Abstrakty

EN

The commutation functions are the tool to the life insurance calculations. They are routinely used by the insurers and a number of actuarial mathematicians' generations were brought up in this spirit. But as usual if some technique is used for a long time, hardly anybody meditates about its roots and about the possibility that another (and may be better) techniques can exist. Well, let us look what the strong and weak points of the commutation functions concept are, so that we can decide whether or not to continue with their use. (fragment of text)

Słowa kluczowe

EN

Finance; Information science; Statistical methods; Financial mathematics; Insurances

PL

Finanse; Informatyka; Metody statystyczne; Matematyka finansowa; Ubezpieczenia

• Czasopismo: Scientific Publications / University of Economics in Katowice
• Rocznik: 2006
• Tom: Mathematical, econometrical and computational methods in finance and insurance
• Strony: 173--181

Twórcy

autor

Jan Hrubes

• Technical University of Ostrava, Czech Republic

Bibliografia

• Hrubeš J.: Krytyka koncepcji liczb komutacyjnych w ubezpieczeniach życiowych. In: Modelowanie referencji a ryzyko. AE, Katowice 1998.
• Hrubeš J.: Nĕkteré alternativy výuky pojistné matematiky na EkF YŠB-TU ci Ostravské univerzitĕ. In: Quantitative Methods in Economy and Business - Methodology and Practice in the New Millenium. Proceedings of 8th International Scientific Conference, Bratislava 2002.
• Hrubeš J., Hrbáč L.: Programová podpora výuky předmĕtu pojistná matematika. In: Aplimat 2003 - Proceedings of 2nd International Scientific Conference, Bratislava 2003.
• Hrubeš J.: Pojištĕni dočasného sirotčiho důchodu. In: Aplimat 2004 - Proceedings of 3rd International Scientific Conference, Bratislava 2004.
• Hrubeš J.: Several Lives Insurance. In: Mathematical Methods in Economics 2004 - Proceedings of 22nd International Conference, Brno 2004.