The paper is devoted to two cases of methods of financial modelling - quantile risk measures and option pricing. In both cases, preliminary approaches were offered in the framework of actuarial methodology, but they were forgotten and then re-invented by financial modellers. Both historical facts and development logics are discussed in this paper. In the conclusion, some recommendations in scientific publications and professional communications are given for modern actuaries.
Translated title of the contributionA CONTRIBUTION ON ACTUARIAL ROOTS OF FINANCIAL MODELLING
Original languageRussian
Pages (from-to)67–70
JournalАктуарий
Issue number1(6)
StatePublished - 2018

ID: 37172686