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An Introduction To Risk Measures For Actuarial Applications
the put option embedded in the popular ‘variable annuity’ contracts. Although these loss distributions ... (3) From this we can construct the following table: x Pr[L ≤ x] 100 1.00 50 0.995 10 0.95 0 0.85 ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods