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Computing Ruin Probabilities - A Life Table Approach
Computing Ruin Probabilities - A Life Table Approach Easy access computing power is harnessed to approximate ... constraints. This allows the development of a life-table with the survival probabilities for a given set ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
were computed by numerically solving I~ oO 0 u which was a nontrivial numericaJ task then(Cram~r ... k2 + k3 e z Pl P2 P3 (3) ¢(u) = 1 1 + kl,k2,k3 kl!k2!k3! ' where z = (u - klX 1 - k2x 2 - kax3) + ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Applying Fuzzy Logic to Risk Assessment and Decision-Making
risk level and expected new business volume. Table 1 lists five products that have different levels ... Actuaries, All Rights Reserved Page 19 of 59 Table 1. Sample Misconduct Risk Monitoring 2.3 Alternative ...- Authors: Kailan Shang
- Date: Nov 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
insurance risk, due to the risk insured (e.g. mortality, fire, car accidents), can be decreased as the ... continuous Gaussian process )(ty at a boundary l(t) at u = t . But the Cox- Ingersoll-Ross process is no Gaussian ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods