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Modeling investment returns with a multivariate Ornstein-Uhlenbeck process
Modeling investment returns with a multivariate Ornstein-Uhlenbeck process This abstract describes ... multivariate Ornstein-Uhlenbeck process to model the returns on different investment instruments. Mu ...- Authors: Zhong Wan
- Date: Jul 2010
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Living to 100 and Beyond: An Extreme Value Study
Living to 100 and Beyond: An Extreme Value Study The abstract for the paper Living to 100 and ... 100 and Beyond: An Extreme Value Study The abstract for the paper Living to 100 and Beyond: An Extreme ...- Authors: Zhongxian Han
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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A Framework for Developing Livestock Insurance
A Framework for Developing Livestock Insurance This abstract ... describes a paper that provides a framework for the development of livestock insurance and examines how livestock ...- Authors: Milton Boyd, Jeffrey S Pai, Lysa Porth
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation
On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation ... abstract describes a paper that considers portfolios of two dependent risks whose joint distributions are ...- Authors: Hélène Cossette, Etienne Marceau, Samuel Perreault
- Date: Feb 2014
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ACTUARIAL EDUCATION: THEORY INTO PRACTICE
In recent years designers of actuarial education have paid more attention to the range of capabilities – ov ... uture actuaries. This is apparent from the introduction of courses that develop non‐technical capab ...- Authors: Adam Butt
- Date: Jan 2012
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A Generalized Modeling Framework for Guaranteed Annuity Options
Mamon4 1University of Western Ontario, Canada ; mmiljano@uwo.ca 2University of Western Ontario, Canada; ... ca 3University of Western Ontario, Canada; xliu@stats.uwo.ca 4University of Western Ontario, Canada; ...- Authors: Milos Miljanovic, Huan Gao, ROGEMAR SOMBONG MAMON
- Date: Feb 2014
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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions ... model driven by a spectrally negative Levy process of bounded variation. Bankruptcy;Dividends; 14594 ...- 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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Robust and Efficient Methods for Credibility when claims are approximately Gamma-Distributed
Robust and Efficient Methods for Credibility when claims are approximately Gamma-Distributed This ... is for a paper that develops a class of robust estimators for the credibility premium when claims are ...- Authors: Christopher E Clark
- Date: Nov 2008
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An Actuarial Framework for Modeling Loss Cost Ratio’s in Crop Insurance: Trend Testing, Data Detrending, and Pricing, Using an Erlang Mixture Distribution
abstract describes a study that reviews by simulation the current tools available for testing trends in time ... comprehensive data set that represents the entire crop insurance sector of Canada. Time series;Loss ratio ...- Authors: Ken Seng Tan, Lysa Porth, Wenjun Zhu
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
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Fixed Index Annuity Return and Risk Analysis with an Enhanced Model
Fixed Index Annuity Return and Risk Analysis with an Enhanced Model This ... abstract describes a paper that examines the risk and return of fixed index annuity (FIA) with an enhanced ...- Authors: Zhixin Wu, Huong Dao, Linh Nguyen
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Fixed annuities