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Aspects of Loan Guarantees Portfolio Diversification
Aspects of Loan Guarantees Portfolio Diversification This paper uses contingent claims analysis to evaluate ... evaluate portfolios of vulnerable private loan guarantees and investigate their risk diversification ...- Authors: Michel Gendron, Application Administrator
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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An Empirical Method of Comparing Risks using Stochastic Dominance
Empirical Method of Comparing Risks using Stochastic Dominance This paper presents a method of testing second-order ... second-order stochastic dominance of risks. This methodology allows risks to be partially ordered by value ...- Authors: H Tolley, MICHAEL RENE KOSOROK
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk appetite
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Relative Importance of Risk Sources in Insurance Systems
Relative Importance of Risk Sources in Insurance Systems Actuaries and other managers of risk identify factors ... feel that these factors may cause the outcome of a risk, or [ii] that the factors can be managed, thus allowing ...- Authors: Edward Frees
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management
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Hedging Strategies Using Catastrophe Insurance Options
years there has been discussion in the insurance industry of the need for additional capital sources ... insuring the financial risk posed by natural catastrophes. A number of methods for accessing the capital ...- Authors: Thomas O'Brien
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Capital management - ERM
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Reverse Mortgages
Mortgages This paper describes reverse mortgages, a form of home equity conversion specifically suited to older ... paper describes the basic characteristics of a reverse mortgage as well as the types of guarantees generally ...- Authors: Stephen Gwin, William A Phillips
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Health Company Pandemic Modeling Tool
for a Society of Actuaries study examining the potential implications of a pandemic on the U.S. health ... health insurance industry. The spreadsheet is saved with many of the same assumptions used in this research ...- Authors: Jim Toole
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods
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Generalized Risk Processes
new general criteria for the weak convergence of one-dimensional distributions of generalized risk processes ... processes and describe the class of possible limit laws under an infinite growth of stochastic portfolio ...- Authors: V E Bening
- Date: Mar 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Optimal Investment Allocation in a Jump Diffusion Risk Model with Investment: A Numerical Analysis of Several Examples
Numerical Analysis of Several Examples This article pertains to the optimal asset allocation of surplus from ... from an insurance company model. The insurance company is represented by a compound Poisson risk process ...- Authors: JENG ENG LIN, BLANE A LAUBIS
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital markets; Modeling & Statistical Methods>Asset modeling
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Experience-Rating Group Life Insurance
Experience-Rating Group Life Insurance This paper explores the principles upon which experience-rated group insurance ... insurance currently is based and discusses the question of whether or not these principles are sound.- Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Technologies Used in Modeling
Technologies Used in Modeling In December 1997, the Society of Actuaries held a conference whose focus was ... modeling. During the course of that conference, one of the speakers mentioned a number of technologies his ...- Authors: Arnold Shapiro, Thomas Anthony DeFilippo, AVRIL KATHERINE PHINNEY, Jing Zhang
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods