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Loading Gross Premiums for Risk Without Using Utility Theory
Loading Gross Premiums for Risk Without Using Utility Theory This paper cautions against using expected ... expected utility theory for measuring insurance risk, because of the numerous inherent difficulties associated ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Value-at-Risk for Risk Portfolios
Value-at-Risk for Risk Portfolios In this paper, the author uses simple risk portfolios to discuss the abilities ... abilities and shortcomings of the current methodologies for Value-at Risk [VaR], and suggests methodologies ...- Authors: Julia Lynn Wirch-Viinikka
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A Practical Algorithm for Approximating the Probability of Ruin
Approximating the Probability of Ruin This paper presents an algorithm for approximating the probability of ruin ... model an aggregate claims process. Catastrophic risk;Risk theory; 2595 10/1/1992 12:00:00 AM ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Probabilistic Concepts in Measurement of Asset Adequacy
Measurement of Asset Adequacy This paper presents the probabilistic concepts underlying measurement of asset ... simplified way. Discussions of this paper are included. Catastrophic risk;Risk-based capital=RBC;Statutory ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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Controlling Indirect Selection under Healthcare Reform
SAWHNEY B.S.E., University Of Pennsylvania, Philadelphia, 1986 M.G.A., University of Pennsylvania, Philadelphia ... fulfillment of the requirements for the degree of Doctor of Public Health in the School of Public Health ...- Authors: Tia Sawhney
- Date: Nov 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics>Health economics; Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Payment models; Modeling & Statistical Methods>Data mining; Modeling & Statistical Methods>Modeling efficiency; Predictive Analytics