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Stochastic Immunization: Charts 5-8
Immunization'. From a session at a meeting of the Society of Actuaries held in San Diego, CA, June 22-23 ... 2000 Discount rates=Interest rates;Market value of entities;Interest rate risk; 17873 6/1/2000 12:00:00 ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Optimal Retention Levels in Dynamic Reinsurance Markets
Markets This paper analyzes the optimal retention level with a portfolio of insurance risks, and premiums ... Optimality is defined here as maximizing expected utility of terminal payout. Risk modeling;Stochastic models; ...- Authors: Enrico Biffis
- 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>Stochastic models; Reinsurance>Coinsurance