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  • It’s Time to Talk Principle-Based Reserving
    the NAIC that re- serves calculated under those valuation standards didn’t accu- rately reect the features ... with key recent amendments made to the NAIC’s Valuation Manual. These include clari - cations on mortality ...

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    • Authors: Alijawad Hasham, Michael Mabee
    • Date: Feb 2020
    • Competency: Strategic Insight and Integration
    • Publication Name: Reinsurance News
    • Topics: Modeling & Statistical Methods; Reinsurance
  • Bounds on Expected Values of Insurance Payments and Option Prices
    price of an option. Suppose that the option valuation model assumptions are such that option prices ... interest is r, under the assumptions of such valuation models. The exercise value is h(S(T)) wh~re h(s) ...

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    • Authors: Samuel Cox
    • Date: Jan 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
  • Concurrent Simulation to Explain Reinsurance Market Price Dynamics
    Concurrent Simulation to Explain Reinsurance Market Price Dynamics This article discussed ... the claims and the premiums gener- ated by the individual books of business. • Each book collects premiums ...

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    • Authors: Donald F Mango, Jens Alkemper
    • Date: Nov 2005
    • Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Modeling & Statistical Methods; Reinsurance