1
-
4
of
4
results (0.42 seconds)
Sort By:
-
An Empirical-Based Approach for Optimal Reinsurance
An Empirical-Based ... 0 1000 2000 3000 4000 5000 6000 0 1000 2000 3000 4000 5000 6000 1) pi = 80 0 1000 2000 3000 4000 ... 1000 2000 3000 4000 5000 6000 2) pi = 200 0 1000 2000 3000 4000 5000 6000 0 1000 2000 3000 ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
-
Optimality of General Reinsurance Contracts under CTE Risk Measure
Optimality of General Reinsurance Contracts under CTE Risk Measure This abstract is for ... Expectation (CTE) risk measure of the insurer's total risk. Conditional Tail Expectation;Premium;Principle; ...- Authors: Ken Seng Tan, Yi Zhang, Chengguo Weng
- Date: Nov 2008
-
Pricing Bounds and Bang-bang Analysis of the Polaris Variable
Numerical Studies Conclusion Model Parameters Table 1: Parameters used for numerical examples. Parameter ... 19 Interest rate r 0.04 Attained age t0 65 Mortality DAV 2004R (65 year old male) Withdrawal times ...- Authors: Zhiyi Shen, Chengguo Weng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities
-
An Empirical-Based Approach to Optimal Reinsurance
An Empirical-Based Approach to Optimal Reinsurance This is the abstract for the presentation on an ... Chengguo Weng, University of Waterloo, CO-AUTHOR(S): Ken Seng Tan, University of Waterloo ABSTRACT: ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jul 2010