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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe ... Options on Futures Contracts This paper describes methods for determining bounds on the price of derivative ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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REROSHE: The Concept of a Risk-Free Equivalent Return on Shareholders' Equity
REROSHE: The Concept of a Risk-Free Equivalent Return on Shareholders' Equity The author proposes ... proposes the concept of a risk-free equivalent rate of return on shareholders' equity, or ‘REROSHE,’ as ...- Authors: Alastair G Longley-Cook, Elias Shiu, Donald R Sondergeld, Oakley E Van Slyke, Patrick L Brockett
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Capital - Life Insurance
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Adjusting Life Tables to Incorporate Pertinent Personal Profile Information
statistical fashion for the purpose of modifying an existing mortality table to reflect the collected underwriting ... underwriting information. Health risks;Risk adjustment;Risk modeling;Mortality risk; 28368 1/1/1983 12:00:00 AM ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Life Insurance>Underwriting - Life Insurance
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Optimal Ruin Calculations Using Partial Stochastic Information
Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] for a given function ... and a random variable X with three known moments. Risk measurement;Stochastic models; 2551 10/1/1984 ...- Authors: Samuel Cox, Patrick L Brockett
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Operations Research in Insurance: A Review
Review This paper reviews the applications of operations research methods in the insurance industry. From ... From Transactions of Society of Actuaries 1995, Vol. 47. Asset modeling;Claims processing;Computer science;Investment ...- Authors: Patrick L Brockett, Xiaohua Xia
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Technology & Applications
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A Chance Constrained Programming Approach to Pension Plan Management
Approach to Pension Plan Management In this article, the authors introduce a new policy-making model for pension ... pension plan funding which openly represents the uncertainty. The word 'policy' is used here to indicate ...- Authors: Patrick L Brockett, Li Sun, Abraham Charnes
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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Session 018: How Industry and Higher Education Can Work Together to Benefit the Actuarial Profession
Education Can Work Together to Benefit the Actuarial Profession Since the world in which actuaries work is ... by actuaries), the role of education actuaries is at a tipping point. Members of the Society who are ...- Authors: Patrick L Brockett, Ian G Duncan, Runhuan Feng
- Date: Jan 2020
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Actuarial Profession>Academic partnerships; Actuarial Profession>Alternative careers
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Information Theoretic Approach to Actuarial Science: A Unification and Extension of Relevant Theory and Applications
to Actuarial Science: A Unification and Extension of Relevant Theory and Applications This paper presents ... into the determination of probability distributions and other finite measures and develops the statistical ...- Authors: Bradley P Carlin, Beda Chan, Thomas Herzog, William L Roach, Elias Shiu, Patrick L Brockett, Josh Babier, Wojciech Szatzschneider, E S Rosenbloom
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Modeling & Statistical Methods
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Abstracts
Abstracts Abstracts of various papers published in ARCH 1983 Vol. 1 Analytics and informatics; 17659 ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods