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Assessing the Transfer of Risk: An Actuarial Perspective
premium life insur- ance policy and a nonrefund life annuity contract had eliminated any meaningful risk undertaking ... over all values where a deficit exists. In the table below, although both loss distributions have the ...- Authors: Christian J DesRochers
- Date: Feb 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Taxing Times
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Reinsurance
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VaR and Ruin Probabilities for the Geometric Brownian Motion with Jump Model
VaR and Ruin Probabilities for the Geometric Brownian Motion with Jump Model This ... abstract describes a paper that models an insurer’s surplus as a Geometric Brownian motion with Poisson ...- Authors: JIANDONG REN, Yu Zhao
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Value at risk - Finance & Investments
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Subjective Value at Risk
Subjective Value at Risk This article provides an analysis of Value at Risk VAR and its advantages ... private retirement plans as REFERENCES Bakshi, Gurdip S., and Zhiwu Chen. Congressional Budget Office. 1993 ...- Authors: Glyn A Holton
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Value at risk - Finance & Investments