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Developing A Stochastic Mortality Framework To Support The Reinsurance Market
to value non-market risks using tra- ditional valuation techniques. Given the advances in recent years ... improvement is not a material risk to term insur- ance. Table 1 presents the distributions that were used for ...- Authors: Matthew P Clark, Chad R Runchey
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Reinsurance; Reinsurance>Stop-loss insurance