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A Risk Premium Calculation Principle Based On The Aggregate Deviations Of The Risk Reserve Process
A Risk Premium Calculation Principle Based On The Aggregate Deviations Of The Risk Reserve Process This ... thoroughly describes risk premium calculation based on an insurance portfolio consisting of policies risks ...- Authors: Colin M Ramsay
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Exposed-to-Risk Considerations Based on the Balducci Assumption and Other Assumptions in the Analysis of Mortality
Exposed-to-Risk Considerations Based on the Balducci Assumption and Other Assumptions in the Analysis of Mortality ... Exposed-to-risk considerations based on the Balducci assumption and other assumptions in the analysis of mortality ...- Authors: Arnold Shapiro
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional associations; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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On a Class of Discrete Time Renewal Risk Models
On a Class of Discrete Time Renewal Risk Models We consider a class of compound renewal risk process ... have a discrete Km distribution. The classical compound binomial risk model is a special case when m = ...- Authors: Shuanming Li
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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On The Numerical Evaluation of Survival Probabilities
On The Numerical Evaluation of Survival Probabilities This paper introduces a new direction for evaluating ... his book ‘Survival Probabilities: The goal of Risk Theory’. Some of special cases can be considered as ...- Authors: Marc Goovaerts
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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On Estimation of Parameters of the Pareto Distribution
On Estimation of Parameters of the Pareto Distribution The two-parameter Pareto distribution is a commonly ... reliability and risk modeling. Minimum variance unbiased estimates of the parameters of Pareto distribution ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Non-exponential Bounds on the Tails of Compound Distributions
Non-exponential Bounds on the Tails of Compound Distributions Random sum models with compound distributions ... are used extensively in modeling of insurance risks. Unfortunately, the compound distributions themselves ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Investment Fallacies
essays that express the opinions and thoughts of a number of authors on the subject of Investment Fallacies ... Currency risk;Investment policy;Investment risk;Financial management;Financial planning;Risk metrics;Standards ...- Authors: Society of Actuaries, Leslie Smith
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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On the Convergence of Actuarial and Financial Methodologies
On the Convergence of Actuarial and Financial Methodologies A theoretical study of the interrelationship ... interrelationship between the financial and insurance risk markets. Capital markets=Stock market;Catastrophe re ...- Authors: Diego Hernandez
- Date: Aug 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Investment Fallacies e-book
Fallacies: The Misconceptions of Retirement Risks currency risk;investment policy;investment risk;financial ... risk;financial management;financial planning;risk metrics;risk theory;standards of practice 6442457462 9/24/2014 ...- Authors: Dimitry D Mindlin, Society of Actuaries
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio
Method for Computing the Probability Distribution of Total Risk of Portfolio In the present paper, we propose ... numerical method of computing the probability distribution of S. Inversion of the Laplace transform ...- Authors: Rohan J Dalpatadu, Andy Tsang, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models