1
-
8
of
8
results (0.5 seconds)
Sort By:
-
Interplay of Insurance and Financial Risks in a Discrete-time Model with Strong Regular Variation
Interplay of Insurance and Financial Risks in a Discrete-time Model with Strong Regular Variation This ... describes a paper that focuses on the tail probability of the aggregate risk amount. 6442453331 2/1/2014 ...- Authors: Qihe Tang
- Date: Feb 2014
-
Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function
Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function This ... describes a paper that extends the asymptotic analysis for the HG risk measure to the case with a general Young ...- Authors: Qihe Tang, Fan Yang
- Date: Feb 2014
-
Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes
Default Risk of a Jump-Diffusion Model Subject to Chapter 7 and Chapter 11 Bankruptcy Codes This abstract ... jump-diffusion process and derives an explicit formula for the default probability. 4294993469 12/1/2012 12:00:00 ...- Authors: Bin Li, Xiaowen Zhou, Qihe Tang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
-
Applied Robust Performance Analysis for Actuarial Applications Presentation
investigates techniques for the assessment of model error in the context of insurance risk analysis. Modeling ... Modeling errors;Insurance risk analysis;loss probabilities;conditional Value-at-risk 6442472874 11/21/2016 ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Applied Robust Performance Analysis for Actuarial Applications
investigates techniques for the assessment of model error in the context of insurance risk analysis. Modeling ... Modeling errors;Insurance risk analysis;loss probabilities;conditional Value-at-risk 6442472873 11/21/2016 ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
-
Loss Given Default in the Presence of Multivariate Regular Variation. Part 1: Introduction
Loss Given Default in the Presence of Multivariate Regular Variation. Part 1: Introduction This abstract ... proposes a new model for the loss given default (LGD), which takes the depth of default into consideration ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
-
Loss Given Default in the Presence of Multivariate Regular Variation. Part 2: Main Results
Loss Given Default in the Presence of Multivariate Regular Variation. Part 2: Main Results This abstract ... proposes a new model for the loss given default (LGD), which takes the depth of default into consideration ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
-
Mitigating Extreme Risks through Securitization
Mitigating Extreme Risks through Securitization This research report examines readers to ... industry loss warranties (ILWs). catastrophe risk;risk measurement;insurance-linked securities;catastrophic ...- Authors: Kwai Hung Henry Lam, Qihe Tang, Zhongyi Yuan, Jose Blanchet
- Date: Mar 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management