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New Research Directions in Modern Actuarial Sciences

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Modern Problems of Stochastic Analysis and Statistics (MPSAS 2016)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 208))

Abstract

The aim of the paper is to outline the new trends in modern actuarial sciences in order to help the researchers to find new domains of activity and university professors teaching future actuaries to prepare special courses. The paper begins by description of actuarial profession and a brief historical sketch. After recalling the main achievements of the first two periods in actuarial sciences, we describe the new research directions of the third and fourth periods characterized by interplay of insurance and finance, unification of reliability and cost approaches, as well as, consideration of complex systems. Sophisticated mathematical tools are used for analysis and optimization of insurance systems including dividend payment, reinsurance, and investment. Discrete-time models turned out to be more realistic in some situations for investigation of insurance problems.

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Acknowledgements

The research was partially supported by RFBR grant No. 17-01-00468. The author would like to thank two anonymous referees for their helpful suggestions aimed at the paper improvement.

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  1. Lomonosov Moscow State University, Moscow, Russia

    Ekaterina Bulinskaya

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    Vladimir Panov

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Bulinskaya, E. (2017). New Research Directions in Modern Actuarial Sciences. In: Panov, V. (eds) Modern Problems of Stochastic Analysis and Statistics. MPSAS 2016. Springer Proceedings in Mathematics & Statistics, vol 208. Springer, Cham. https://doi.org/10.1007/978-3-319-65313-6_15

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