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Deep Learning Incorporated Bu¨hlmann Credibility in the Modified Lee–Carter Mortality Model
(Hindawi, 2023-03)
This research study proposes the inclusion of randomness or an error term in the modified Lee–Carter model, which improves the traditional Lee–Carter model for modeling and forecasting mortality risk for years in the ...
Pricing of European call options using generalized Wishart processes
(Mathematics and Systems Science, 2023)
This study explores a multiple-security, high-risk pricing model where the implied volatility has been portrayed through Generalized Wishart affine processes. The presence of dual dependency matrices distinctively characterizes ...