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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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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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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... credible risk management system with a concentration on C-3 risk. It also covers an example of option adjusted ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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The Effect of Deflation or High Inflation on the Insurance Industry
The Effect of Deflation or High Inflation on the Insurance Industry This research report on the effect ... effect of deflation or high inflation has six sections: 1. The first section provides background on ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
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Economic Capital: A Case Study To Analyze Longevity Risk
Economic Capital: A Case Study To Analyze Longevity Risk Feature article discussing how insurers have reflected ... requirements, but have largely disregarded the impact of mortality volatility on their liability assumptions when ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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On the Balducci Hypothesis
On the Balducci Hypothesis This article investigates the simplicity of the Balducci hypothesis, and ... and compares the fractional-age death probability given by three widely used assumptions: uniform distribution ...- Authors: Ho Kuen Ng
- Date: Jan 1988
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Stochastic models
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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
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On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process It is assumed ... that the force of interest varies as an auto-regressive process of order 2, AR[2]. The moments of the ...- Authors: Colin M Ramsay
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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CIA Task Force on Segregated Fund Investment Guarantees excerpt from the Canadian Institute of Actuaries
Task Force on Segregated Fund Investment Guarantees excerpt from the Canadian Institute of Actuaries ... Actuaries A discussion of methods used to determine the liability of segregated fund or separate account investment ...- Authors: 107929_firstname Canadian Institute of Actuaries
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models