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Bounds for Ruin Probabilities and Value at Risk
Ruin Probabilities and Value at Risk Sometimes, rare things happen and the least expected occurs. Indeed ... profound impact on a company or even the whole country. Insurers are also not free from the impact of catastrophic ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Applied Robust Performance Analysis for Actuarial Applications Presentation
investigates techniques for the assessment of model error in the context of insurance risk analysis. Modeling ... Modeling errors;Insurance risk analysis;loss probabilities;conditional Value-at-risk 6442472874 11/21/2016 ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Applied Robust Performance Analysis for Actuarial Applications
investigates techniques for the assessment of model error in the context of insurance risk analysis. Modeling ... Modeling errors;Insurance risk analysis;loss probabilities;conditional Value-at-risk 6442472873 11/21/2016 ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods