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Applied Robust Performance Analysis for Actuarial Applications
Applied Robust Performance Analysis for Actuarial Applications This paper investigates ... techniques for the assessment of model error in the context of insurance risk analysis. Modeling errors;Insurance ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Applied Robust Performance Analysis for Actuarial Applications Presentation
Applied Robust Performance Analysis for Actuarial Applications Presentation This paper ... techniques for the assessment of model error in the context of insurance risk analysis. Modeling errors;Insurance ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Loss Given Default in the Presence of Multivariate Regular Variation. Part 2: Main Results
Loss Given Default in the Presence of Multivariate Regular Variation. Part 2: Main Results This abstract ... proposes a new model for the loss given default (LGD), which takes the depth of default into consideration ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Loss Given Default in the Presence of Multivariate Regular Variation. Part 1: Introduction
Loss Given Default in the Presence of Multivariate Regular Variation. Part 1: Introduction This abstract ... proposes a new model for the loss given default (LGD), which takes the depth of default into consideration ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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A Hydro-EVT Approach to Flood Insurance Pricing
Insurance Pricing The research provides a modeling framework for assessing the inundation risk of properties ... insurance pricing. The researchers studied over 50 years of claims data from the National Flood Insurance ...- Authors: Zhongyi Yuan
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Environment
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Mitigating Extreme Risks through Securitization
Mitigating Extreme Risks through Securitization This research report examines readers ... loss warranties (ILWs). catastrophe risk;risk measurement;insurance-linked securities;catastrophic bonds;industry ...- Authors: Kwai Hung Henry Lam, Qihe Tang, Zhongyi Yuan, Jose Blanchet
- Date: Mar 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management