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Modeling, Measuring, and Pricing the Flood Risk
This research report ... educates the actuarial community about the various shades of the flood risk as well as the state of the art ...- Authors: Edward Furman
- Date: Jan 2019
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited
A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations ... Allocations Revisited Sponsored by the Society of Actuaries Research Expanding Boundaries Pool, this ...- Authors: Edward Furman, Jian xi Su
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Modeling, Measuring, and Pricing the Flood Risk
and Pricing the Flood Risk This research report educates the actuarial community about the various shades ... shades of the flood risk as well as the state of the art in quantitative flood risk modeling. 6442485891 ...- Authors: Edward Furman, Jian xi Su
- Date: Jan 2019
- Competency: External Forces & Industry Knowledge
- Topics: Environment
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Risk Capital Decomposition for a Multivariate Dependent Gamma Portfolio
investment experts to focus on the use of a tail conditional expectation as a measure of risk, since it shares ... applicable in a variety of situations. This paper examines above risk measure in the case of a multivariate gamma ...- Authors: Edward Furman, Zinoviy Landsman
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Weighted Pricing Functionals
This is a concluding and encompassing part of our research on the project entitled \Weighted Premium Calculation ... been supported by the Actuarial Education and Research Fund AERF and the Society of Actuaries Committee ...- Authors: Edward Furman, Ricardas Zitikis
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments