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Modeling and Forecasting Mortality Rates
Modeling and Forecasting Mortality Rates This abstract ... describes a paper that shows that by modeling the time series of mortality rate changes rather than mortality ...- Authors: Patrick L Brockett
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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A New Risk Metric for Defined Benefit Pension Plans
A New Risk Metric for Defined Benefit Pension Plans The abstract for the paper A New Risk Metric ... Metric for Defined Benefit Pension Plans The abstract for the paper A New Risk Metric for Defined Benefit ...- Authors: Thomas D Bergan, Application Administrator
- Date: Apr 2006
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On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities
paper that presents two methods for calculating the exact ruin probability on an infinite time horizon ... model containing dependence between the interclaim time and the subsequent claim amount. 6442453301 ...- Authors: Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
- Date: Feb 2014
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Non-Parametric Risk Capital Estimation of One-Year Pricing Risk for Enterprise Risk Management in General Insurance
Non-Parametric Risk Capital Estimation of One-Year Pricing Risk for Enterprise Risk Management in General ... abstract describes a paper that offers an estimate of Pricing Risk for general insurance risk capital based ...- Authors: Matthew LaFountain
- Date: Feb 2014
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Practical Analysis and Management of Cyber Risk
Practical Analysis and Management of Cyber Risk 3/13/2019 12:00:00 AM ...- Authors: Benjamin Goodman
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: General Insurance (Property & Casualty); Technology & Applications>Cyber risk
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Risk: Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances in Quantifying Stable Paretian Fat Tailed Distributions and Investor Loss Aversion Preferences
Risk: Applying a New Portfolio Risk/Return Measurement Methodology Based on Recent Advances ... and Investor Loss Aversion Preferences The abstract for the paper Risk: Applying a New Portfolio Risk/Return ...- Authors: Rawley Thomas
- Date: Mar 2007
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Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes
Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes This abstract ... jump-diffusion process and derives an explicit formula for the default probability. 4294993469 12/1/2012 12:00:00 ...- Authors: Bin Li, Xiaowen Zhou, Qihe Tang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Approximate Copula Regression
Approximate Copula Regression This abstract ... describes a paper in which several issues surrounding the 2011 paper “Copula Regression”, Variance volume 5-issue1 ...- Authors: Paul Ferrara, Rahul Amba Parsa
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Regression analysis
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A Virtual Climate Library of Surface Temperature over North
A Virtual Climate Library of Surface Temperature over North This abstract describes a paper that produces ... produces a high-resolution, 100-member simulation of surface atmospheric temperature over North America ...- Authors: Vytaras Brazauskas, Paul Roebber
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Climate Change (Actuaries Climate Index)
presentation will give an overview of the Actuaries Climate Index (ACI) and the Actuaries Climate Risk Index ... Index (ACRI). I will illustrate the ACI/ACRI and show how changing climate risks affect drought and crop ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Environment>Frequency / severity of extreme event