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Bounding and Asymptotic Behavior of Ruin Probabilities In Collective Risk Theory: Final Report III
Bounding and Asymptotic Behavior of Ruin Probabilities In Collective Risk Theory: Final Report III The results obtained during the last one-third of the research project and the project at whole ...- Authors: Vladimir Kalashnikov
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Practical Uses Of Risk Theory
The Practical Uses Of Risk Theory This panel discussion session focused on the practical applications of risk theory. Risk theory; 15382 10/1/1982 12:00:00 AM ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing market consistent financial statements encounter the issue of developing volatility ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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The Fuzziness in Regression Models
The Fuzziness in Regression Models This paper addresses the fuzziness in regression models. The goal is to present a test procedure to explicitly examine whether an independent variable has a ...- Authors: Arnold Shapiro, Marie Claire L Koissi, Thomas R Berry-Stolzle
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Cramér-von Mises Estimation Based on Probability Generating Functions and Box-Cox Transform for Count Data
Cramér-von Mises Estimation Based on Probability Generating Functions and Box-Cox Transform for Count Data This abstract describes a paper that considers an alternative way of estimating ...- Authors: Claire Bilodeau, ANDREW LUONG
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Operations Research
Operations Research This discussion examines the relationship of Operations Research to the actuarial profession, the extent traditional actuarial work can be regarded as Operations Research, ...- Authors: Society of Actuaries
- Date: Mar 1957
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Operational risks; Modeling & Statistical Methods
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The Cost of Recent Additional Mortality under Group Conversions
The Cost of Recent Additional Mortality under Group Conversions Evaluation of the excess mortality element of the Group Conversion charge. Followed by several discussion papers submitted ...- Authors: Russell M Collins, Rea B Hayes, Paul H Jackson, Julia Augusta Oldenkamp, Frederick S Townsend, Julius Vogel, Edward A. Lew, Louis Levinson, Garnett E Cannon, George C Campbell, W Rulon Williamson, Milton J. Wood, Guy W. Pickering, Fred H Holsten
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods