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Weighted Pricing Functionals
This is a concluding and encompassing part of our research on the project entitled \Weighted Premium Calculation ... been supported by the Actuarial Education and Research Fund AERF and the Society of Actuaries Committee ...- Authors: Edward Furman, Ricardas Zitikis
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments
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The Actuarial CTE Risk Measure for Heavy-Tailed Losses: A New Estimator and Confidence Intervals
The Actuarial CTE Risk Measure for Heavy-Tailed Losses: A New Estimator and Confidence Intervals The ... assessment. Under the classical assumption that the second moment of the loss variable is finite, the asymptotic ...- Authors: Ricardas Zitikis, Abdelhakim Necir, Abdelaziz Rassoul
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
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Robust and Efficient Fitting of Claim Severity Distributions
Robust and Efficient Fitting of Claim Severity Distributions Many quantities arising in non-life insurance ... good estimates of the quantities, therefore, reduces to having good estimates of the model parameters ...- Authors: Bruce Jones, Vytaras Brazauskas, Ricardas Zitikis
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
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Robust and Efficient Fitting of Claim Severity Distributions
and Efficient Fitting of Claim Severity Distributions This is the abstract for the research on robust and ... and efficient fitting of claim severity distributions. Abstract; 14489 7/30/2010 12:38:00 PM ...- Authors: Bruce Jones, Vytaras Brazauskas, Ricardas Zitikis
- Date: Jul 2010
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The Actuarial CTE Risk Measure for Heavytailed Losses: A New Estimator and Confidence Intervals
The Actuarial CTE Risk Measure for Heavytailed Losses: A New Estimator and Confidence Intervals This ... This is the abstract for the reseach on the actuarial CTE risk measure for heavytailed losses: a new estimator ...- Authors: Ricardas Zitikis, Abdelhakim Necir, Abdelaziz Rassoul
- Date: Jul 2010