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Analysis of the Deficit Risk in Group Insurance
Analysis of the Deficit Risk in Group Insurance This paper analyzed the deficit risk that an insurer ... method for quantifying the deficit risk and determining explicitly an appropriate risk charge level is developed ...- Authors: John A Mereu, Harry H Panjer
- Date: Oct 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance
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Distribution of Aggregate Claims in the Individual Risk Theory Model
Distribution of Aggregate Claims in the Individual Risk Theory Model In this paper an algorithm is derived ... derived for computing the distribution of aggregate claims for the individual risk theory model. From Transactions ...- Authors: Peter Kornya
- Date: Oct 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Lundberg Bounds on the Tails of Compound Distributions
Lundberg Bounds on the Tails of Compound Distributions This is the abstract of an article about the classical ... inequality of insurance risk theory. From ACTUARIAL RESEARCH CLEARING HOUSE 1994 VOL. 1. Risk theory; ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Pandemic Model Tool
Pandemic Model Tool The Potential Impact of Pandemic Influenza on the U.S. Life Insurance Industry pandemic ... influenza pandemic. Please see the SOA website for complete instructions on how to use this excel spreadsheet ...- Authors: Society of Actuaries, Jim Toole
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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AIDS: Some Aspects of Modeling the Insurance Risk
AIDS: Some Aspects of Modeling the Insurance Risk This paper is an attempt to examine transmission and ... are used to estimate the risk of HIV+ exposure of an individual company and the resulting reserve needs ...- Authors: Fung-Yee F Chan, Michael Cowell, Harry H Panjer
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Optimization of the Ultimate Ruin Probability in Risk Theory
Optimization of the Ultimate Ruin Probability in Risk Theory The objective of this paper is to present ... method in the calculation of the minimal and maximal ultimate ruin probabilities in two risk models given ...- Authors: Etienne Marceau
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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On the Variance and Mean Squared Error of Decrement Estimators
On the Variance and Mean Squared Error of Decrement Estimators This paper defines a general model for ... and gives formulas for computing the variance and mean squared error of decrement estimators. It is observed ...- Authors: Stuart Klugman
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Exploration of Reputational Risk from the Perspective of a Variety of Stakeholders
Exploration of Reputational Risk from the Perspective of a Variety of Stakeholders This report describes ... reputational risk that an insurance company can apply to the unique circumstances of the insurance firm ...- Authors: Greg Young
- Date: May 2010
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited
A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations ... Allocations Revisited Sponsored by the Society of Actuaries Research Expanding Boundaries Pool, this ...- Authors: Society of Actuaries
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Technology & Applications
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Report of the Society of Actuaries Task Force on Preferred Underwriting
Report of the Society of Actuaries Task Force on Preferred Underwriting This report presents the compilation ... compilation of data received from life companies responding to a survey on preferred risk underwriting and ...- Authors: Society of Actuaries
- Date: May 1996
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance>Underwriting - Life Insurance