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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization ... to forecast mortality rates and analyze mortality securitization. Hedge funds;Mortality modeling;Mortality ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
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Application of Actuarial Science to Systemic Risk Report
Application of Actuarial Science to Systemic Risks Table of Contents EXECUTIVE SUMMARY ............. ... .......... 30 CHAPTER 4 SYSTEMIC RISK FOR THE U.S. HOUSING MARKET ................................- Authors: Society of Actuaries
- Date: Feb 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk
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Development of a Network Model for Identification and Regulation of Systemic Risk in the Financial System Report
resulting from systemic risk. Top European and U.S. banks lost over $1.3 trillion on toxic assets and ... loans from 2007-2010.2 Bank bailouts cost the U.S. government in excess of $200 billion.3 executive ...- Authors: Society of Actuaries
- Date: Oct 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk