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Premium Calculations by Transformed Distributions
For a class 7~ of all risks, a premium principle u is a mapping 7r : T~ ---~ R, which means that ... The zero util ity principle : Definit ion 7 Let u(.) be a utility function. The 7r(X, f ) calculated ...- Authors: Abdul Sharif
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
classical discrete-time risk process U(n) = u0 + cn− n∑ i=1 Xi, (1) where U(n) is the surplus (size of the ... . . , T , let φθn(u) := Pr(Uθ(n) > 0, Uθ(n+ 1) > 0, . . . , Uθ(T ) > 0|Uθ(n) = u) (7) denote the survival ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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On Estimation of Parameters of the Pareto Distribution
)-(6) are repeated until 1, < desired tolerance. 4. S IMULAT ION EXAMPLES In this section, x~e present ... Generate u¢ ,u: ,...,t6, from a unitbrm distribution over the interval (0. l). Translbrm u, to generate ...- Authors: Rohan J Dalpatadu, Ashok K Singh
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Apportionable Premiums
Apportionable Premiums This is a sequel to author's earlier paper on Installment Premiums. This paper ...- Authors: Richard (Dick) L London
- Date: Jan 1982
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Fuzzy Logic in Insurance: The First 20 Years
Fuzzy Logic in Insurance: The First 20 Years It has been twenty years since DeWit 1982 first applied fuzzy ... insurance;Life insurance;Premiums;Underwriting;Mortality risk; 14362 9/19/2008 12:00:00 AM ...- Authors: Arnold Shapiro
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view
- Topics: Actuarial Profession>Professional development; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Credibility with Incomplete Information in Group Insurance
INCOMPI~ETE INFORMATION IN GROUP INSURANCE (TH&RI,ES S. FUHRER ,~BSI'R &C1 In experience rating, insurers ... wtlerc ()< ('gl and (. is indcpcndcn/ o1 li~c .V, s. (' is thc Psi]doll] ratio of ob~L'rvcd Io tolal clailllS ...- Authors: Charles S Fuhrer
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Enterprise Risk Modeling Based on Related Entities
control (LRC) for 36 risk types, presented in the Table 1 below. The types of risk involved covered basically ... managers, responding to the questionnaire presented in Table 1, reported about the probability of a particular ...- Authors: Zbigniew Krysiak
- Date: Apr 2012
- Competency: Leadership>Change management; Professional Values>Practice expertise; Results-Oriented Solutions>Assess decision effectiveness; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Operational risks; Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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Risk Capital Decomposition for a Multivariate Dependent Gamma Portfolio
its total risk capital is TCEXj |S (sq) = E (Xj|S > sq) , (4) where S = X1 + X2 + · · ·Xn. Certainly, ... the whole company, i.e. TCES (sq) = nX j=1 E (Xj|S > sq) . (5) In this paper we advance (4) and (5) ...- Authors: Edward Furman, Zinoviy Landsman
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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The Effect of the Deductible on the Average Claim Size
EFFECT OF THE DEDUCTIBLE ON THE AVERAGE CLA IM S IZE T. Varga ,4B-AEGON Insurance Company Budapest ... is increasing or decreasing in M. We can write S (x -M) f(x) dx r(M)= E(X-MIX > M) - M i f (x ...- Authors: T Varga
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Valuation of a Catastrophe Insurance Futures Contract Using Compound Poisson Claim Assumptions
273 Acknowledgements This working paper w~s typeset using the TF~ typesetting system created by ... referenced doublespace.sty by Stephen Page and smaller, s~y by Berme Cosell. As with any document preparation ...- Authors: Jacques F Carriere, Kevin Andrew Buhr
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments