1
-
10
of
11
results (0.58 seconds)
Sort By:
-
Bounds on Expected Values of Insurance Payments and Option Prices
Bounds ... = inf[ I h(x) dFIx) : F ~ M(y) ] and i b U(h y) = sup{ h(x) dF(x) : F c ~l,(y) } where y denotes ... The best uigper bound for h(x) = min{x, d} is U(h I y) = q 0-2 d for O~dSkt -b_ ~ ~t(b + d) ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
-
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 5: The Emerging Asset Class: Insurance Risk
authors for this article are Kenneth A. Froot, Brian S. Murphy, Aaron B. Stem, and Stephen E. Usher. Professor ... of the insurance/reinsurance infra- structure. U.S. property and casualty (P&C) premiums totaled $264 ...- Authors: Kenneth A Froot, Brian S Murphy, Aaron B Stern, Stephen E Usher
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
-
2021-life-meeting
The Life Meeting, is the result of combining the Life & Annuity Symposium (LAS) and ... Meeting, is the result of combining the Life & Annuity Symposium (LAS) and the Valuation Actuarial Symposium ...- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Predictive Analytics; Reinsurance
-
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 2: Crosshedging of Insurance Portfolios
quarter) is called S. As standard in nonlife actuarial techniques, assume 1. S -- Z u = 1 Ys - doubly ... Let us compute E[S] = (~t + E[•]) * E[Y] = (100 + 10) * 1 (1.4) = 110 Var[S] = (~t + E[k]) • E[F] ...- Authors: Hans Buhlmann
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
-
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
natural filtra- tion belonging to (L,), F,=ty (L~, O<s<t). This essen- tially exposes a weakness in the ... and Y be ran- dom variables on (fl, F, (P, Q)). Px(s): =P[X<_s] de- notes the distribution of the random ...- Authors: Paul Embrechts, Steffen Meister
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
-
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 4: The Perfume of the Premium...or Pricing Insurance Derivatives
dedicated to trading options were set up in the U.S., so that now options are traded on a wide variety ... rates-on-line, which is the ratio of premium to exposure. Table 1 compares the theoretical ROLs of the 50 and 150 ...- Authors: John Finn, Morton Lane
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance; Reinsurance>Pricing - Reinsurance
-
REAL 2021 - Emerging Reinsurance Capital Solutions
Reinsurance can be used as a tool to improve profitability and competitiveness on in force ... Strategic use of affiliate and sidecar reinsurance Annuity reinsurance, Mergers and acquisitions=M&A, Offshore ...
- Authors: Nina Han, Michael Kaster, Alec Loudenback , Robert E Winawer
- Date: May 2021
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Annuities; Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Reinsurance
-
Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
present one way to allow for lack of information. Let S(t) denote the aggregate losses paid during the interval ... t]. The loss ratio on the set- tlement date T is S(T)/Q where Q is an estimate of the premiums written ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
-
2021 Life Meeting - Virtual Experiences
2021 Life Meeting - Virtual Experiences This year’s Life Meeting was unable to take place in person as ... Meeting returning to New York City in 2024! This year’s Life Meeting was unable to take place in person as ...
- Authors: Society of Actuaries
- Date: Aug 2021
- Competency: Communication; External Forces & Industry Knowledge; Leadership; Professional Values; Relationship Management; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Annuities; Economics; Finance & Investments; Financial Reporting & Accounting; Life Insurance; Predictive Analytics; Reinsurance
-
Coherent Distortion Risk Measures in Portfolio Selection
Optimization Return maximization subject to CVaR constraint(s) maximize c′x subject to ζi + 11−α m∑ j=1 pjzij ... ar ke tP or tfo lio Va lu e 500 1000 1500 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance