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Assessing the Transfer of Risk: An Actuarial Perspective
Assessing the Transfer of Risk: An Actuarial Perspective This article discusses risk transfer and how ... actuaries, the challenge is to develop an analytical framework under which the presence of insurance risk can ...- Authors: Christian J DesRochers
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Reinsurance
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Subjective Value at Risk
Subjective Value at Risk This article provides an analysis of Value at Risk VAR and its advantages and ... quantifying market risk. The article originally appeared in the August 1997 issue of Financial Engineering ...- Authors: Glyn A Holton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Value at risk - Finance & Investments
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VaR and Ruin Probabilities for the Geometric Brownian Motion with Jump Model
VaR and Ruin Probabilities for the Geometric Brownian Motion with Jump Model This abstract describes ...- Authors: JIANDONG REN, Yu Zhao
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Value at risk - Finance & Investments