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Copula Models of Economic Capital for Life Insurance Companies
Copula Models of Economic Capital for Life Insurance Companies This report examines the use of a copula approach ... to build a predictive model to estimate the amount of economic capital a life insurance company needs ...- Authors: Arkady Shemyakin
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Life Insurance
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Estimating Probability of a Cyber-Security Breach
Estimating Probability of a Cyber-Security Breach The purpose of this paper is to define a predictive ...- Authors: Society of Actuaries, Arkady Shemyakin, Meghan Anthony, Maria Ishmael, Erik William Santa, Natalie Vandeweghe, Gary Stanull
- Date: Dec 2016
- Competency: Strategic Insight and Integration
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Health & Disability>Health information technology; Modeling & Statistical Methods>Bayesian methods; Predictive Analytics; Technology & Applications>Analytics and informatics
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Pricing Practices For Joint Last Survivor Insurance
Pricing Practices For Joint Last Survivor Insurance Using data from a large ... insurance company, we construct a parametric model for the joint survival function based on a Hougaard copula ...- Authors: Heekyung Youn, Arkady Shemyakin
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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Predictive Risk Modeling for Information Systems
(all: University of St. Thomas), Gary Stanull (Optum Financial) The purpose of the paper is to define ... quantify the effect risk mitigation may have on reducing risk to an acceptable level. The goal is to ...- Authors: Arkady Shemyakin, Meghan Anthony, Maria Ishmael, Erik Santa, Natalie Vandeweghe, Gary Stanull
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Predictive Analytics