1
-
8
of
8
results (0.5 seconds)
Sort By:
-
Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal ... another model for the determination of the optimal reinsurance design. Value at risk=VAR; 14431 1/1/2008 ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
-
Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... bounds on the expected value of a reinsurance payment under the terms of a contract written on a random ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
-
Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this presentation relates to solving ... Generalization of the CVaR linear optimization framework. 2. Equivalences among four formulations of Coherent ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
-
Concurrent Simulation to Explain Reinsurance Market Price Dynamics
modeling the P&C reinsurance market using an Agent Based Model to provide insights into the market ... market. The characteristics of this marketplace provide credibility to this type of modeling. Specifically ...- Authors: Donald F Mango, Jens Alkemper
- Date: Nov 2005
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Reinsurance
-
2023-china-symposium
Reunite with members and non-members in the China actuarial community to discuss recent topics and related ... networking opportunities, and share your experiences in the finance and insurance industries, as well as other ...- Authors: Society of Actuaries
- Date: Mar 2023
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Global Perspectives; Health & Disability; Life Insurance; Long-term Care; Modeling & Statistical Methods; Pensions & Retirement; Predictive Analytics; Public Policy; Reinsurance; Technology & Applications
-
2024-china-symposium
Gather with members and non-members in the China actuarial community to discuss recent topics and related ... more. Socioeconomic status, Investment Policy, Risk Adjustment Thank You to Our Platinum sponsors ...- Date: Feb 2024
- Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Global Perspectives; Health & Disability; Life Insurance; Long-term Care; Modeling & Statistical Methods; Pensions & Retirement; Predictive Analytics; Public Policy; Reinsurance; Technology & Applications
-
Optimal Reinsurance with Positive Dependence
Optimal Reinsurance with Positive Dependence This presentation discusses a process for ... determining the minimum reinsurance retention level consistent with defined parameters. The conclusions ...- Authors: Jun Cai
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
-
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance In the context of reinsurance, this paper ... paper addresses finding the quota share retention level and the retention limit, with a diffusion process ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance