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Aspects of Loan Guarantees Portfolio Diversification
1997/1998, Pedroza and Roll 1998). Options-based valuation models for financial guarantees stem from the ... below in Table 1. Table 1 : Base line values for a portfolio of 3 firms and a guarantor This table exhibits ...- Authors: Michel Gendron, Application Administrator
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Mortality Variance of the Present Value of Future Annuity Payments
that where w is the largest age in the mortality Table. Similarly, Then Var (Z) = E (Z2) - (E (Z)) 2. ... tables to find the first and second moments of Zt. Table 1.1. The PV of annuity payments and the corresponding ...- Authors: Frank Y Kang
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Relative Importance of Risk Sources in Insurance Systems
n, be n individual risks. Here, Xis a source of risk that is common to the individual risks and Y ... This difference becomes small as the number of individual risks, n, becomes large. Equation (3.4) can ...- Authors: Edward Frees
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management
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Hedging Strategies Using Catastrophe Insurance Options
used to model the catastrophe claims process. Table 1 gives an example of the result summary of a single ... per call contract are included. The body of table 1 lists the payoffs from PCS spread contracts held ...- Authors: Thomas O'Brien
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM
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Technologies Used in Modeling
Technologies Used in Modeling In December 1997, the Society of Actuaries held a conference ... and mutation. Reproduction adds a copy of a fit individual to the next generation. Crossover emulates the ...- Authors: Arnold Shapiro, Thomas Anthony DeFilippo, AVRIL KATHERINE PHINNEY, Jing Zhang
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Managing the Insurance Enterprise An Interactive Computer Game
Managing the Insurance Enterprise An Interactive Computer Game The purpose of this paper ... written uniformly throughout the year and that individual insureds pay for their insurance on a semiannual ...- Authors: Arnold Shapiro, Ronald Crabb
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Technology & Applications>Computer science