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A Proposed Unified Valuation System
A Proposed Unified ... stochastic modeling of risk use to illustrate the S-curve approach to valuation, but more importantly ... information. Annuities;Risk-based capital=RBC; 796 1/1/2000 12:00:00 AM ...- Authors: David Sandberg
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give ... ;Yield curve=Term structure;Credit risk; 803 1/1/2000 12:00:00 AM ...- Authors: David X Li
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Risk Classification by Fuzzy Cluster
similarity s~/ between the pair of risks v i and vj, and obtain an n x n similarity matrix S <°) = [s~. °)] ... a~j v s As for k>l , to obtain a sequence of fuzzy matrices S '°), S 0), S <2) . . . . . S t.' ...- Authors: Zhen Huang, Zengxiang Tong
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Bounds on Multiple Contingent Claims
Bounds on Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds ... underlying asset. In this talk, we extend Lo's result to the multi-asset case. Unlike the one asset ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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What are the Primary Risks that Face LTC Insurers When Issuing a Policy?
would have expressed concern that the lapse and mortality assumptions might be misestimated. In contrast ... being issued are priced with such low lapse and mortality assumptions that the profitability is not sensitive ...- Authors: Bruce Stahl
- Date: Sep 2010
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Long-Term Care News
- Topics: Experience Studies & Data>Morbidity; Finance & Investments>Risk measurement - Finance & Investments; Long-term Care
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Modeling Insurance Losses Resulting from Natural Catastrophes
Modeling Insurance Losses Resulting from Natural Catastrophes This is an abstract of presentation ... of the building, one can calibratre the Beta r.v.'s to the results from the Applied Technology Council ...- Authors: Etienne Marceau, Mathieu Boudreault, HELENE COSSETTE
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments