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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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A Calculated Risk: Using 5/50 Data to Drive Risk-Based Decision Making
Back in the day, when data was scarce and computers were slow, actuaries were forced to use simple methods ... methods to account for risk. By far, the most common method was to add a margin, usually 5% to a “best ...- Authors: Joan Barrett, Achilles M Natsis
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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The expected discounted penalty at ruin for a risk model with two-sided jumps
The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes ... that considers a general risk model in which both the claim and income gain arrivals follow Poisson processes ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions ... model driven by a spectrally negative Levy process of bounded variation. Bankruptcy;Dividends; 14594 ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Risky Business Bulletin - June 2013
Risky Business Bulletin - June 2013 This risk bulletin, published by the Society of Actuaries, provides ... June 2013 This risk bulletin, published by the Society of Actuaries, provides insights and expertise ...- Authors: Society of Actuaries
- Date: Jun 2013
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods