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Coherent Distortion Risk Measures in Portfolio Selection
Distortion Risk Measures in Portfolio Selection The theme of this presentation relates to solving portfolio ... Generalization of the CVaR linear optimization framework. 2. Equivalences among four formulations of Coherent ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Discussion of Preceding Paper
Discussion of Preceding Paper This is a discussion of the paper published by Charles A. Ormsby titled ... titled, 'The Cost to Reinsure Individual Life Insurance Policies'. Discussion includes: 1. Given ...- Authors: Archibald H McAulay, Alvin B Nelsen, B Franklin Blair, Philip Freedman, Richard C. Guest
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Reinsurance
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Optimal Reinsurance with Positive Dependence
Optimal Reinsurance with Positive Dependence This presentation discusses a process for ... determining the minimum reinsurance retention level consistent with defined parameters. The conclusions ...- Authors: Jun Cai
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... and lower bounds on the expected value of a reinsurance payment under the terms of a contract written on ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Reinsurance and Retention
to determine limits of retention for life and health insurance, the handling of special features such ... reinsurance that have been developed and the advantages and disadvantages of these. Health insurance;Life insurance;Retention; ...- Authors: Fred DeBartolo, Melvin L Gold, C David Silletto, John C Wooddy, Garnett E Cannon, Graham C Thompson
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Reinsurance
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Access to Reinsurance by Smaller Insurers: Perils Pitfalls and Solutions
Smaller Insurers: Perils Pitfalls and Solutions The purpose of this research project was to identify challenges ... some possible solutions that might help to resolve the challenges encountered. Catastrophe reinsurance ...- Authors: W Michael Reese
- Date: Oct 2011
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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The Cost to Reinsure Individual Life Insurance Policies
The Cost to Reinsure Individual Life Insurance Policies It is the purpose of this paper to present sample ... demonstrate one possible actuarial approach in making the required cost analysis and illustrative costs ...- Authors: Charles A. Ormsby
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Reinsurance
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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance In the context of reinsurance, this paper ... paper addresses finding the quota share retention level and the retention limit, with a diffusion process ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Foreign Travel Reinsurer Survey Report
Report This report presents the results of a survey conducted in August of 2008 on foreign travel underwriting ... underwriting practices of reinsurance companies. Life reinsurance;Underwriting; 7044 10/1/2009 12:00:00 ...- Authors: Application Administrator
- Date: Oct 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Global Perspectives; Reinsurance
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Reinsurance
Reinsurance Discusses smaller company issues: retention limits ... policies, choosing type of company to reinsure with and basis for reinsurance, use of catastrophe and stop-loss ...- Authors: William H Aitken, Will R Mullens, Alan Richards, G Philip Streatfeild, Robert C Tookey, Herbert L Feay, David A Logie, Brian O Burnell
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Reinsurance