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Probabilistic Concepts in Measurement of Asset Adequacy
Probabilistic Concepts in Measurement of Asset Adequacy This paper presents the probabilistic concepts ... concepts underlying measurement of asset adequacy in a simplified way. Discussions of this paper are included ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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A Practical Algorithm for Approximating the Probability of Ruin
A Practical Algorithm for Approximating the Probability of Ruin This paper presents ... Approximating the Probability of Ruin This paper presents an algorithm for approximating the probability of ruin ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Loading Gross Premiums for Risk Without Using Utility Theory
utility theory for measuring insurance risk, because of the numerous inherent difficulties associated with ... on risk-measure functions is explored. Discussions of this paper are included. Premiums;Risk adjustment; ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A Guide to Quantifying C-3 Risk
A Guide to Quantifying C-3 Risk This paper presents a model designed to help actuaries analyze ... risk, which is the risk of loss due to changes in interest rates or the shape of the yield curve. Risk-based ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM