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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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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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Interval Estimates for Risk Loads for Insurers
Interval Estimates for Risk Loads for Insurers In Volume LXXV of the Proceedings there appeared a paper entitled Risk Loads for Insurers by Feldblum. Confidence intervals for the betas in TABLE 4 ...- Authors: William E Bailey
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio
A Numerical Method for Computing the Probability Distribution of Total Risk of Portfolio In the present paper, we propose and investigate a numerical method of computing the probability ...- 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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Annuities And Life Insurance Under Random Interest Rates
Annuities And Life Insurance Under Random Interest Rates A study of the effect of random interest rates on life insurance programs and on annuities both certain and non-certain. This is done ...- Authors: Benny Levikson, Rami Yosef
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
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What Do You Mean, “Best” Estimate?
What Do You Mean, “Best” Estimate? A discussion of alternative meanings to “Best” in best estimate. When one is trying to estimate a result that is normally distributed, the mean, median and mode ...- Authors: Darin Zimmerman
- Date: Sep 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Estimation methods
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C3 Phase II – Practical Insights for this Year End
C3 Phase II – Practical Insights for this Year End A discussion of the possible effort required and impacts resulting from the implementation of C3 Phase II for establishing risk-based capital ...- Authors: Timothy J Ruark
- Date: Dec 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Financial Reporter
- Topics: Annuities>Capital - Annuities; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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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 ...- 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