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Answers to Exercises - for the report Complexity Science
Answers to Exercises - for the report Complexity Science This document provides answers to the exercises in the report titled Complexity Science – an introduction and invitation for actuaries:.- Authors: Alan Mills
- Date: Jun 2010
- Competency: External Forces & Industry Knowledge
- Topics: Economics>Behavioral economics; 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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Writing Effective Model Documentation
Writing Effective Model Documentation Article describes how to write effective model documentation Documentation, Governance, Model 11/12/2019 12:00:00 AM ...- Authors: Jeffrey Scott Jardin
- Date: Nov 2019
- Competency: Communication; Professional Values
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
Required Surplus for the Insurance Risk for Certain Lines of Group Insurance This paper studies the statistical theory underlying minimum surplus required to protect a group insurer from the ...- Authors: John K Ahrens, Allan Brender, James Ramenda
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Complexity Science – Schelling Segregation Model
Complexity Science – Schelling Segregation Model These files shows the Schelling Segregation model. It accompanies the report Complexity Science - an introduction and invitation for actuaries, ...- Authors: Alan Mills
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods