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Computing Ruin Probabilities - A Life Table Approach
Computing Ruin Probabilities - A Life Table Approach Easy access computing power is harnessed to approximate ... constraints. This allows the development of a life-table with the survival probabilities for a given set ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Front-Page Risks: Risks Commonly Occurring and Reported in the Canadian News
Front-Page Risks: Risks Commonly Occurring and Reported in the Canadian News This research ... are the most commonly occurring individual risks? 4. Which individual risks tend to make front-page news ...- Authors: Steven Siegel
- Date: Apr 2015
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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The Financial Crisis and Lessons for Insurers
The Financial Crisis and Lessons for Insurers This report examines the subprime mortgage crisis ... the insurance company. Asset allocation;Asset valuation;Mortgage-backed securities;Mortgages;Risk-based ...- Authors: Robert W Klein, Shaun Wang, George H Zanjani, Gang Ma, Application Administrator, XIANGJING WEI
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Finance & Investments>Investment policy
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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims We find the necessary ... three examples drawn from fire large spread, individual life medium spread and group life small spread ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Enterprise Risk Management for Property-Casualty Insurance Companies
Shaun Wang, Robert Faber August 1, 2006 Table of Contents About the authors Acknowledgment ... Enterprise-Level: Risk Capital 4.3 Segment-Level: Risk Valuation Part 5. Summary & Conclusion References ...- Date: Aug 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Copula Models of Economic Capital for Life Insurance Companies
Copula Model of the Joint Distribution Models for individual asset and liability variables considered in two ... nine (k = 9) Bloomberg Barclay indices (see Table 1). Table 1: Selected Bloomberg Barclay indices. Number ...- Authors: Arkady Shemyakin
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Life Insurance
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Negative Interest Rates and the Insurance Industry: A Survey of Risk-Management Capabilities and Practices
and Switzerland—have utilized NIRP since 2012. Table 1 shows and defines the policy interest rates utilized ... below are these banks’ primary policy rates. Table 1 NEGATIVE POLICY INTEREST RATES BY JURISDICTION ...- Authors: Mark E Alberts
- Date: Mar 2020
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management
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Applying Fuzzy Logic to Risk Assessment and Decision-Making
Fuzzy Sets In classical set theory, an individual object is either a member or a nonmember of a ... risk level and expected new business volume. Table 1 lists five products that have different levels ...- Authors: Kailan Shang
- Date: Nov 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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2009 Economic Capital for Life Insurance Companies –Complete Report
2009 Economic ... Mark Scanlon Simon Stronkhorst Table of Contents 1. Introduction................... ... using a correlation matrix). The liability valuation basis used to define EC under the runoff approach ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Early Detection of Insurer Insolvency
risk assessment of loan portfolios, and the valuation of other financial products that are exposed to ... models that are based on the contingent claims valuation approach. Market-based measures, at least in theory ...- Authors: Tianyang Wang
- Date: Jul 2021
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management