1
-
2
of
2
results (0.44 seconds)
Sort By:
-
A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated ... pricing and capital requirement calculation. Risk measurement;annuities;modeling 6442482022 4/26/2018 12:00:00 ...- Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
-
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial ... Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks. Conditional ...- Authors: Fan Yang
- Date: Aug 2011
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods