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Martingales and Ruin Probability
and then use it to give a short proof of Lundb(ng s inequality. Theorem 1.1. Let X = (X,,)n~r be a sub-martingale ... E(X~ +) < E(iXN]). (1) A.P( ,nax X,, > A) < E(XN : u<,<N o _ < , , < N - - - - _ _ - - - - - - ...- Authors: Gordon E Willmot, Hailiang Yang
- 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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A Risk Premium Calculation Principle Based On The Aggregate Deviations Of The Risk Reserve Process
A Risk Premium Calculation Principle Based On The Aggregate Deviations Of The Risk Reserve Process ... insured over a finite time interval. Mortality rates=Mortality tables=Death rates ;Premiums;Risk theory; ...- Authors: Colin M Ramsay
- Date: Jan 1984
- 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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Current Pension Actuarial Practice in Light of Financial Economics Symposium: Reporting of Defined Benefit Cost in the Sponsor's Books in an Unregulated Setting - Australia Compared to the United States and the United Kingdom
Current Pension Actuarial Practice in Light of Financial Economics Symposium: Reporting of ... Reporting of Defined Benefit Cost in the Sponsor's Books in an Unregulated Setting - Australia Compared ...- Authors: Isabel Gordon
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Global Perspectives; Pensions & Retirement>Pension finance
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Modeling Political Risk Insurance: Utility Maximization Perspective
agency providers, such as OPIC, and MIGA. James (2000) argues that there is no enough experience or data ... a(U) and is more risk averse than an investor with utility function U. a(U) is a function of U and ...- Authors: Min-Ming Wen, Chao-Chun (Vicki) Leng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Risk DNA: An Evolutionary Approach to Identifying Emerging and Adapting Enterprise Risk Using Phylogenetic Analysis
genes or even organizations (McCarthy et al., 2000), can be analyzed with this method. Figure ... mutations occurring along that branch (Li et al., 2000). Evolution occurs independently along the branches ...- Authors: YUNFENG YIN, Neil Cantle, Neil Allan
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Systematic risk
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Cumulative Antiselection Theory
Cumulative Antiselection Theory This paper, first published in 1982 in the Transactions of Society ... paper includes written discussion and the author’s review of discussion. Antiselection;Individual health ...- Authors: Application Administrator, Charles Habeck, Francis T O'Grady, Claude Y Paquin
- Date: Oct 1982
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Health & Disability>Health insurance
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Harnessing The Forces of Markets and Innovation
V I S I O N S F O R T H E F U T U R E Of The U.S. Health Care System 24 When I was a boy, not ... SOA Health Section. V I S I O N S F O R T H E F U T U R E Of The U.S. Health Care System 25 Vision ...- Authors: Ian G Duncan
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Health & Disability>Health care; Health & Disability>Health insurance; Social Insurance>Medicaid; Social Insurance>Medicare
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Current Pension Actuarial Practice in Light of Financial Economics Symposium: A Bayesian Model for Developing an Optimal Mix of Defined Contribution and Defined Benefit Plans
method as described in Aitken (1996). However, the U.S. funding rules for determining minimum-required ... benefits at retirement age (PVBdb) would be based on annuity purchase rates at retirement age. The following ...- Authors: Armand Yambao
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Bayesian methods; Pensions & Retirement>Pension finance
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Capital Allocation by Possibilistic Linear Programming Approach
acknowledged 463 1. Models Consider N asset classes, S~, $2 ...... SN. the problem is to determine allocation ... portfolio is N ,~' ?,' ~ ~ ~ ;~~~'112~ ~ (~ t~u ¢ ] t-] g [ Allocation weights-t l, -~e . . .- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Before and After Modeling: Risk Knowledge Management is Required
Before and After ... Management is Required Eduardo Rodriguez, Ph.D. John S. Edwards ... decision-making process in an evolving organization. Earl (2000) wrote that the evolution of the organizations is ...- Authors: John S Edwards, Eduardo Rodriguez
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM