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The Distribution of Discounted Compound Renewal Sums
The Distribution of Discounted Compound Renewal Sums This is a presentation from 43rd Actuarial Research Conference ARC, Regina, August 14–16, 2008. This talk will present the moment generating ...- Authors: José Garrido, GHISLAIN LEVEILLE, Ya Fang Wang
- Date: Nov 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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A Loss Reserving Model within the framework of Generalized Linear Models
A Loss Reserving Model within the framework of Generalized Linear Models This research was funded by the Natural Sciences and Engineering Research Council of Canada [NSERC] Discovery Grant ...- Authors: José Garrido, JUN ZHOU
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Stochastic models
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The Fallacy of the Fed Model
The Fallacy of the Fed Model Investment Fallacies: The Fallacy of the Fed Model currency risk;investment policy;investment risk;financial management;financial planning;risk metrics;risk theory; ...- Authors: Society of Actuaries, David Cantor
- 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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Investment Fallacies e-book
Investment Fallacies e-book Invest Fallacies: Active management overall performs different than passive management currency risk;investment policy;investment risk;financial management;financial ...- Authors: R Inglis, 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 Proof Of Lidstone's Theorem
A Proof Of Lidstone's Theorem This is a proof on Lidstone's theorem. It contains formulas for calculating policy dividends. Assumptions;Discount rates=Interest rates;Morbidity ...- Authors: Richard W Ziock
- Date: Jan 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional associations; Finance & Investments>Risk measurement - Finance & Investments
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Risk/Return, a Chimera?
Risk/Return, a Chimera? Is Risk/Return a sound tool for decision-making? No. It is not consistent, not objective, distorts decision and degrades governance. Why? What shall we do then? Modeling ...- Authors: Sylvestre Frezal
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Finance & Investments>Asset allocation; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law
Variance of Whole Life Discounted Benefit Random Variable vT Under De Moivre's Law This is a simplified approach to calculating the variance of the whole life random variable in certain, ...- Authors: John A Mereu
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Whole life
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Asymptotics In The Subexponential Case
Asymptotics In The Subexponential Case This is a summary of the presentation given during the ARC Conference. Its purpose was to give a brief introduction to subexponential behavior and to show ...- Authors: DIEGO HERNANDEZRANGEL
- Date: Jan 2000
- 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 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 with claim waiting times have a discrete Km distribution. The classical compound binomial risk ...- 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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Effective Use of Capital
Effective Use of Capital Panel discussion focused on the Effective Use of Capital. Topics included: 1. Definition of capital 2. Appropriate level of capital and surplus in a life ...- Authors: Michael E Mateja, Robert Shapiro, William H. Sahm
- Date: Apr 1981
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Reinsurance; Reinsurance>Financial reinsurance