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Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System Report
Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System ... taken to characterize the systemic risk of two nontraditional insurance industries: the bond insurer industry ...- Authors: Society of Actuaries
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk
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Application of Actuarial Science to Systemic Risk Report
Application of Actuarial Science to Systemic Risk Report This report examines the circumstances that ...- Authors: Society of Actuaries
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk
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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization ... paper incorporates a jump-diffusion process into the original Lee-Carter model, and uses it to forecast ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models