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market-volatility-extreme-events
Analyze the market volatility behavior in context with historical extreme events during this webcast ... webcast. There will be a focus on understanding volatility clustering and relationships, both contemporary and ...- Authors: Kailan Shang, Jing Fritz
- Date: Mar 2023
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting; Modeling & Statistical Methods; Predictive Analytics
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Modelling and Measuring Business Risk
Modelling and Measuring Business Risk This paper focuses on business risks rather than market, credit ... risks. The author proposes a bottom-up approach for modelling and measuring business risk where the dynamic ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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2023-health-meeting-session-5b
Much of the work performed by disability insurance actuaries depends on the availability of accurate ... always as simple as it sounds. Explore a variety of data challenges faced by disability actuaries, along ...- Authors: Society of Actuaries
- Date: Jan 2024
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Health & Disability; Modeling & Statistical Methods; Predictive Analytics
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... bounds on the expected value of an insurance payment under the terms of a contract written on a random ...- Authors: Samuel Cox
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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2023-esg-3
Emerging Applications of ESG Methods offers ground-up insights on cutting edge applications of economic scenario ... scenario generation. The course will focus on the incorporation of climate change risk in scenario modeling ...- Authors: Pawel Lojko, Hal Pedersen
- Date: May 2024
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Finance & Investments; Financial Reporting & Accounting; Modeling & Statistical Methods; Pensions & Retirement
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Some Further Comments on the Uniform Deaths Assumption
Some Further Comments on the Uniform Deaths Assumption The author comments on the article Exposure Formulas ... Formulas Based on the Assumption of Uniform Distribution of Deaths written by T.N.E. Greville. Mortality ...- Authors: Robert Batten
- Date: Sep 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal ... another model for the determination of the optimal reinsurance design. Value at risk=VAR; 14431 1/1/2008 ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Distribution and Quantile Estimates for Parametric and Non-parametric Models on Value at Risk
Non-parametric Models on Value at Risk This paper compares percentile estimates of a large number of cash flow testing ... scenarios, where only a very small number fall in the ruin tail, by parametric and non-parametric methods ...- Authors: Beda Chan
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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An Unfinished Thesis from the 1950's
Thesis from the 1950's This dissertation is about methods for assessing mortality risk in regard to ... transactions. Although the basic methods and formulas are general, most of the applications made here ...- Authors: Marjorie V Butcher, Cecil J Nesbitt, Robert W Butcher
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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ON THE DIFFERENCE BETWEEN BALDUCCI AND U.D.D.
ON THE DIFFERENCE BETWEEN BALDUCCI AND U.D.D. This paper develops and discusses various relations between ... between the Uniform Death Distribution and the Balducci curve. From ACTUARIAL RESEARCH CLEARING ...- Authors: Murray Silver
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods