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Surplus Dependent Risk Models
Surplus Dependent Risk Models The main objective of this study is to analyze and control a surplus dependent risk process, where larger surpluses allow for a wider underwriting policy. We focus ...- Authors: José Garrido, Wojciech Szatzschneider
- Date: Jan 1995
- 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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Least Squares Estimation of Future Costs of Ongoing Large Claims
Least Squares Estimation of Future Costs of Ongoing Large Claims This paper develops a method for estimating the future claim costs of known ongoing large medical claims. It applies Least Squares ...- Authors: Robert Lynch
- 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; Modeling & Statistical Methods>Estimation methods
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Risk Premiums and Their Applications
Risk Premiums and Their Applications In this paper we discuss some properties of the nth stop-loss order and their application in risk premium principles. We give a necessary condition and a ...- Authors: Jeffrey S Pai
- Date: Jan 2001
- 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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Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates
Approximating the Effects of Parameter Uncertainty on Value at Risk Estimates This article examines how parameter uncertainty leads to uncertainty in Value at Risk VaR estimates. Lacking a closed ...- Authors: Jacques Rioux, Steven Major, Donald Erdman
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Expected Internal Rate of Return
Expected Internal Rate of Return This paper discusses a problem in corporate finance, the problem of selecting from among a group of possible economic projects. This problem most certainly ...- Authors: Thomas O'Brien
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Better Late Than Never. The Case of the Rollover Option
Better Late Than Never. The Case of the Rollover Option In addition to death and maturity guarantees on the mutual funds they sell, some insurance companies make it possible for the investor to ...- Authors: Claire Bilodeau
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Recurrence Relations in Life Contingencies
Recurrence Relations in Life Contingencies Recurrence relations arise naturally in life contingencies for 2 reasons - the aggregate law of mortality, which relates the distribution of the future ...- Authors: Nariankadu Shyamalkumar
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Analysis of the Ruin Probabilty Using Laplace Transforms and Karamata Tauberian Theorem
Analysis of the Ruin Probabilty Using Laplace Transforms and Karamata Tauberian Theorem In this note, the asymptotic behavior of the probability of ruin is derived by means of infinitesimal ...- Authors: CORINA DANA CONSTANTINESCU, Enrique Thomann
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Risk Capital Decomposition for a Multivariate Dependent Gamma Portfolio
Risk Capital Decomposition for a Multivariate Dependent Gamma Portfolio Recently, there has been growing interest among insurance and investment experts to focus on the use of a tail conditional ...- 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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Preliminary Analysis of Pet Insurance Data
Preliminary Analysis of Pet Insurance Data This paper examines claim transaction data as experienced in the Canadian pet insurance industry. The current practice is to use an exposure unit ...- Authors: Jeffrey S Pai, Kevin Shand, Xikui Wang
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments