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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 4: The Perfume of the Premium...or Pricing Insurance Derivatives
dedicated to trading options were set up in the U.S., so that now options are traded on a wide variety ... rates-on-line, which is the ratio of premium to exposure. Table 1 compares the theoretical ROLs of the 50 and 150 ...- Authors: John Finn, Morton Lane
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance; Reinsurance>Pricing - Reinsurance
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Jumbo Limits: Compensating For Terrible Administration
reinsurers fought each other for the privilege of table scraps. Administration of risk was lax and tardy ... managers. A rather large eastern-U.S. life insurer has the follow- ing table published online to encourage ...- Authors: Ross Morton
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Reinsurance News
- Topics: Reinsurance
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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
present one way to allow for lack of information. Let S(t) denote the aggregate losses paid during the interval ... t]. The loss ratio on the set- tlement date T is S(T)/Q where Q is an estimate of the premiums written ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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2021 Life Meeting - Virtual Experiences
2021 Life Meeting - Virtual Experiences This year’s Life Meeting was unable to take place in person as ... Meeting returning to New York City in 2024! This year’s Life Meeting was unable to take place in person as ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Predictive Analytics; Reinsurance
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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
and infinitesimal variance 2D > 0. Independent of S(t) and W (t) ∼ N(0,2Dt) 4 {Xi}∞i=1: claim amount ... insurer’s expenses rate. c: commission payment rate. u: non-negative initial surplus. 5 2. Assumptions ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Reinsurance Section Survey Results
Munich American Reassur- mained relatively flat. The U.S. market ance Company at the request of the Soci- ... increases. the Reinsurance Section take no responsi- U.S. ordinary life production in- bility for the accuracy ...- Authors: William R Wellnitz
- Date: Aug 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Reinsurance News
- Topics: Reinsurance
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Coherent Distortion Risk Measures in Portfolio Selection
Optimization Return maximization subject to CVaR constraint(s) maximize c′x subject to ζi + 11−α m∑ j=1 pjzij ... ar ke tP or tfo lio Va lu e 500 1000 1500 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Addendum to Accounting for Ceded Reinsurance Under LDTI—Constraints
When there is a type 2 loss, the original article’s capping of nNPR in the nLFPBt formula overstates the ... greater than one. The added complexity in this formula’s NPR multiplier corrects this error. To measure direct ...
- Authors: Steven Malerich
- Date: Jun 2023
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Reinsurance; Reinsurance>Reserving - Reinsurance
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Enterprise Risk Management for a Captive Audience
diversification dis- count due to risk covariance credits. Table 1 illustrates an exam- ple with RBC savings of $1 ... Internal Revenue Code Section 953(d) election for U.S. taxpayer.) • Cells can be structured to fail the ...- Authors: Jason Alvarez , Mark Richard Troutman
- Date: Sep 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Reinsurance News
- Topics: Reinsurance; Reinsurance>Health reinsurance
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Unique Tax issues in LTC transactions
Sproul, with contributions from Peggy Hauser and Mark S. Smith Tax issues with reinsurance transactions can ... is being purchased in a stock transaction? The U.S. federal tax rules applicable to stock sale transactions ...- Authors: Peter J Sproul
- Date: Mar 2019
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Long-term Care; Reinsurance