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Multiple Currency Option Selection Using Stochastic Constraints
either moves up to S,,t+l -- S, tui with probability p, or moves down to Si,t+l = S, td~ with probability ... f~ (2) e ('-'~Dat -d l p, = (3) u~ - di where r: U. S. interest rate. r,1: Foreign interest ...- Authors: David C Thurston, Kelly T Au, Joel R Barber
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments
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Two Issues in the US Healthcare System
V I S I O N S F O R T H E F U T U R E Of The U.S. Health Care System 33 by Brian A. Jones Two ... Two Issues In The U.S. Health Care System Two issues dominate most discussions of health care among actuaries ...- Authors: Brian Arthur Jones
- Date: Jun 2009
- Competency: Leadership>Thought leadership; Professional Values>Public interest representation; Strategic Insight and Integration>Strategy development
- Topics: Economics>Health economics; Health & Disability>Health care; Health & Disability>Public financing - Health & Disability; Public Policy
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Effects of Integrated Risk Management on Mean and Variance of Cost Efficiency of Property/Liability Insurance Industry
well as commodity risks. This paper uses the U.S. property and liability insurance industry as a research ... addition, the factors influencing the degree of u are exogenous and determined by the managerial decisions ...- Authors: Min-Ming Wen, Hong-Jen Lin
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
classical discrete-time risk process U(n) = u0 + cn− n∑ i=1 Xi, (1) where U(n) is the surplus (size of the ... . . , T , let φθn(u) := Pr(Uθ(n) > 0, Uθ(n+ 1) > 0, . . . , Uθ(T ) > 0|Uθ(n) = u) (7) denote the survival ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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The Effect of the Deductible on the Average Claim Size
EFFECT OF THE DEDUCTIBLE ON THE AVERAGE CLA IM S IZE T. Varga ,4B-AEGON Insurance Company Budapest ... is increasing or decreasing in M. We can write S (x -M) f(x) dx r(M)= E(X-MIX > M) - M i f (x ...- Authors: T Varga
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Niche Life Insurance: One Answer for Being Successful in 2020
Niche Life Insurance: One Answer for Being Successful in 2020 Response to Life Insurance 2020 Foresight ... – A Call for Essays. An essay stating the author’s vision for the future of the life insurance sector ...- Authors: Jay Jaffe
- Date: Nov 2009
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Topics: Life Insurance>Marketing and distribution - Life Insurance
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Grey Swans: Fifty Shades of Grey - Plausible Stress Testing
parameterized family of enlargements fAtgt0 of A such that s > t implies As At A and (1 At) ! 0 as t ! 1 ... Fn(xn)); x 2 Rn; where copula density c(u) = @ n @u1@unC(u); u 2 [0; 1]n, i.e., fX is obtained by reweighting ...- Authors: Gary Nan Tie
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Scenario generation
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Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk and Value
Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk and ... enterprise risk analysis and measurement of the firm’s value, proposes a detailed framework in which strategic ...- Authors: Neil M Bodoff
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Strategic risks
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Adaptive Risk Management: Powered By Network Science
org/wiki/File:Technology-Adoption-Lifecycle.png The U.S. subprime crisis illustrates this social diffusion ... Robert Shiller and Nouriel Roubini warned about a U.S. housing bubble since 2005, but it was not until ...- Authors: Alan Laubsch
- Date: Feb 2016
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Systemic risk; Finance & Investments>Investment policy
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ERM for Strategic Management – Status Report
Bulletin 36(2): 433–462. [2] Patrik, G., Bernegger, S., and Rüegg, M.B. 1999. “The Use of Risk Adjusted ... Accounting Research 19(1): 185– 196. [5] Tasche, D. 2000. “Risk Contributions and Performance Measurement ...- Authors: Gary G Venter
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments