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Mitigating Extreme Risks through Securitization
China/Philippines Typhoon Mujigae in October 2015, and the U.S. windstorm in February 2015, which resulted in overall ... greatest insured losses are the U.S. windstorm in February 2015 and the U.S. severe storms in May 2015 and ...- Authors: Kwai Hung Henry Lam, Qihe Tang, Zhongyi Yuan, Jose Blanchet
- Date: Mar 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Applied Robust Performance Analysis for Actuarial Applications
distribution p0(k) from the recent static mortality table under the Internal Revenue Code ([2], Appendix ... estimates of the expected payoff if the true mortality distribution deviates from p0(k). Figure 1 shows ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Applied Robust Performance Analysis for Actuarial Applications Presentation
represent the time-until-death of a couple. The mortality of X is well understood marginally, and the same ... same is true for Y, but the joint mortality might be less certain. This example is considered in Section ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods