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A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance
are the interrelationships between the model's methodology and statutory accounting procedures, a ... situations, and a demonstration of the model's ability to yield GAAP profits as a level percentage ...- Authors: David N Becker, Michael Eckman
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Reinsurance>Coinsurance
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Producer Owned Insurance Companies
include : o Participation in strain o United States (U.S.) or international structure o Type of stock ownership ... policies and less staff due to automation. Fourth, mortality continues to improve, although I wonder how long ...- Authors: Joseph Fafian, Joseph F Kolodney, Rodney Runestad, Dennis Van Mieghen, Melville J Young
- Date: Jun 1985
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Marketing and distribution - Life Insurance; Reinsurance>Coinsurance; Reinsurance>Life reinsurance
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Optimal Reinsurance with Positive Dependence
ρ(X ) = E [u(X )] u(x) is a convex function. For example u(x) = x2 – minimize variance; u(x) = eγx – ... – maximize utility of insurer’s wealth: u(x) = (x − E [X ])2+ – minimize semi-variance. Mean-Variance ...- Authors: Jun Cai
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
and infinitesimal variance 2D > 0. Independent of S(t) and W (t) ∼ N(0,2Dt) 4 {Xi}∞i=1: claim amount ... insurer’s expenses rate. c: commission payment rate. u: non-negative initial surplus. 5 2. Assumptions ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance