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An Alternative Approach To Calculation of IBNR Reserve in Health Insurance
An Alternative Approach To Calculation of IBNR Reserve in Health Insurance This work investigates the use of a statistical approach to calculate the incurred but not reported IBNR reserve ...- Authors: Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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Stochastic Analysis of Life Insurance Surplus
Stochastic Analysis of Life Insurance Surplus Presentation from the 41st Actuarial Research Conference with the main topic of analyzing the life insurance industry. Life insurance;Stochastic ...- Authors: NATALIA LYSENKO
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods>Stochastic models
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Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios The behavior of extreme paths in the usual stochastic interest rate models is not nearly so plausible ...- Authors: James Bridgeman
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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New Iterative Calculation of American-style Derivatives - A Lower Approximation of the Snell Envelope
New Iterative Calculation of American-style Derivatives - A Lower Approximation of the Snell Envelope This is the abstract of a paper that presents an iterative procedure for computing the lower ...- Authors: Dian Zhu
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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The expected discounted penalty at ruin for a risk model with two-sided jumps
The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes a paper that considers a general risk model in which both the claim and income gain arrivals ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Hedging Equity-Linked Products Under Stochastic Volatility Models
Hedging Equity-Linked Products Under Stochastic Volatility Models Presented at August 2011 Actuarial Research Conference. Summarizes the Heston model, discusses hedging equity indexed ...- Authors: Anne MacKay
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Approximate Copula Regression
Approximate Copula Regression This abstract describes a paper in which several issues surrounding the 2011 paper “Copula Regression”, Variance volume 5-issue1, by Rahul A. Parsa and Stuart A.- Authors: Paul Ferrara, Rahul Amba Parsa
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Regression analysis
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Applying Fuzzy Optimization to Risk Assessment
Applying Fuzzy Optimization to Risk Assessment This paper gives an overview of fuzzy optimization, presents applications of fuzzy optimization and investigates ways to extend the methodology to ...- Authors: Marie Claire L Koissi, Arnold Shapiro
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Principles of Capital Market Modeling
Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital markets=Stock market;Deterministic models;Discount rates=Interest rates;Dynamic ...- Authors: Andres Vilms
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Some Observations on Actuarial Approximations
Some Observations on Actuarial Approximations The method in this paper is to derive expressions for mortality between integral values of age underlying the typical approximations employed, and to ...- Authors: John A Mereu
- Date: Jun 1961
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Estimation methods