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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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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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A Calculated Risk: Using 5/50 Data to Drive Risk-Based Decision Making
Back in the day, when data was scarce and computers were slow, actuaries were forced to use simple ... will discuss techniques for measuring risk in today’s environment. Speakers will also share the results ...- Authors: Joan Barrett, Achilles M Natsis
- Date: Jun 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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An Alternative Frequency Dependence Model and its Applications
calculate its total operational risk exposure.” (U.S. Office of the Federal Register, National Archives ... n= = . If 1( ,..., ) nC u u is the distribution function of 1( , , ) nU U , then the distribution ...- Authors: SHUBIAO LI
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods
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The Practical Uses Of Risk Theory
it treats the parameters actuaries deal with (mortality, interest, etc.) as random variables, not deterministic ... New York Ph ad .Iphi_. W_sbint_l,iL San Fr. n - s¢.¢_ 5_,ul Montreal. Tn_nm, and London Reproduced ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: ... risk, in the Basel Committee on Banking Supervision’s Basel II definition, is unlikely to be a significant ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Structural Credit Risk Modeling: Merton and Beyond
yu_wang@manulife.com. c H a i R s P e R s o n ’ s c o R n e RR i s k Q U a n t i F i c at i o n which ... which are used in (11) to determine credit spread s. term Structure of creDit SPreaDS unDer merton moDel ...- Authors: YU WANG
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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2021-hybrid-proxy-modeling
With seemingly unending demands on life & annuity companies for more intense and complex calculations ...- Authors: Ronald Harasym, David Halldorson, Anthony Dardis
- Date: Sep 2021
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Actuarial Profession; Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
insurance risk, due to the risk insured (e.g. mortality, fire, car accidents), can be decreased as the ... continuous Gaussian process )(ty at a boundary l(t) at u = t . But the Cox- Ingersoll-Ross process is no Gaussian ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Integrated Risk Management
actuary for ING U.S. Retail Financial Services, which is the individual life and annuity area. He has ... whole alphabet list of accounting bodies, not just U.S. and international. They released a proposal for ...- Authors: Jack Gibson, Albert Zlogar
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods