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Better Late Than Never. The Case of the Rollover Option
is derived in a risk- neutral environment. Mortality is also taken into account when cal- culating ... the insurance industry is to incorporate the mortality risk into it. It is typical that the guarantee ...- Authors: Claire Bilodeau
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Stochastic Ordering of Reinsurance Structures
Rothschild- Stiglitz second-order stochastic dominance (R-S SSD) with equal means as pioneered by Rothschild and ... frequency and independent of x. S denotes the corresponding aggregate loss and S = ∑N i=1 xi, where i is the ...- Authors: Hou-Wen Jeng
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Finance & Investments>Risk measurement - Finance & Investments
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Uniqueness of Yield Rates
CLEARING HOUSE 1996VOL. 1 UNIQUENESS OF YIELD RATES S. DAVID PROMISLOW York University, North York, ON ... appeared in the finance literature in the 1970's, often reproving known facts. The mathematical literature ...- Authors: S. Promislow, David Spring
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments