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A Calculated Risk: Using 5/50 Data to Drive Risk-Based Decision Making
Back in the day, when data was scarce and computers were slow, actuaries were forced to use simple methods ... methods to account for risk. By far, the most common method was to add a margin, usually 5% to a “best ...- Authors: Joan Barrett, Achilles M Natsis
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Risky Business Bulletin - June 2013
2013 This risk bulletin, published by the Society of Actuaries, provides insights and expertise on critical ... leading enterprise risk management actuaries. Enterprise risk management;risk modeling;risk appetite 4294997692 ...- Authors: Society of Actuaries
- Date: Jun 2013
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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The expected discounted penalty at ruin for a risk model with two-sided jumps
The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes ... describes a paper that considers a general risk model in which both the claim and income gain arrivals follow ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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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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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions ... payments in an insurance risk model driven by a spectrally negative Levy process of bounded variation.- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods