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Comparative Failure Experience in the U.S. and Canadian Life Insurance and Banking Industries from 1980 to 2010
Comparative Failure Experience in the U.S. and Canadian Life Insurance and Banking Industries from 1980 ...- Authors: Stephen Robb, Paul DellaPenna, Alicia Robb
- Date: Mar 2013
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments
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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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Copula Models of Economic Capital for Life Insurance Companies
Copula Models of Economic Capital for Life Insurance Companies This report examines the use of ... against an adverse movement in interest rates, mortality, and other risk drivers. 6/12/2019 12:00:00 AM ...- Authors: Arkady Shemyakin
- Date: Jun 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Life Insurance
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Extreme Events for Insurers: Correlation, Models and Mitigation Study
... 61 6.1 Step-by-Step Block Maxima Example: U.S. Tornado Deaths ................................ ... ......... 61 6.2 Hidden Markov Model Example: U.S. Earthquake Frequency ..........................- Authors: Kailan Shang, Marc Alexandre Vincelli
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Systemic Risk in China's Insurance Industry (Chinese)
Systemic Risk in China's Insurance Industry (Chinese) This report looks at identifying drivers of systemic ... systemic risk to China’s insurance industry and develops a measurement method for systemic risk as well ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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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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Systemic Risk in China's Insurance Industry (English)
Systemic Risk in China's Insurance Industry (English) This report looks at identifying drivers of systemic ... systemic risk to China’s insurance industry and develops a measurement method for systemic risk as well ...- Authors: Lin Zhang
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Modeling the Variety of Decision Making
...... 16 2.4 Building a Transition matrix for U.S. Property and Casualty Insurance ............... ... assumption that is often held to be a static table of actions are the things that management has discretionary ...- Date: Aug 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Mitigating Extreme Risks through Securitization
China/Philippines Typhoon Mujigae in October 2015, and the U.S. windstorm in February 2015, which resulted in overall ... greatest insured losses are the U.S. windstorm in February 2015 and the U.S. severe storms in May 2015 and ...- Authors: Kwai Hung Henry Lam, Qihe Tang, Zhongyi Yuan, Jose Blanchet
- Date: Mar 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
such risk management processes as LP. Morgan's R/s/onetr/cs TM or Bankers Trust's RAROC TM, it has become ... additional different measures may be needed. ' S~ for e, xamplc Prudential [19963. 205 2. VALUE ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments