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Relative Importance of Risk Sources in Insurance Systems
Relative Importance of Risk Sources in Insurance Systems Actuaries and other managers of risk ... considering a pool of policies that is subject to mortality, the risk of a disaster that is common to all ...- Authors: Edward Frees
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management
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Bounds for Ruin Probabilities and Value at Risk
problem. For the stop-loss bound problem, Cox (1991)’s method is also investigated to confirm our SOS program ... amounting $40.2 billion (Yu and Lin, 2007). As for mortality risks, a recent example of unanticipated catastrophe ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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2009 Economic Capital for Life Insurance Companies –Complete Report
2009 Economic ... Mark Scanlon Simon Stronkhorst Table of Contents 1. Introduction................... ... ....................................41 6.5 Mortality Risk ........................................- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management