1
-
5
of
5
results (0.52 seconds)
Sort By:
-
Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
from fire large spread, individual life medium spread and group life small spread insurance data, fit them ... the exact values that appeared in the literature. Life insurance;Risk theory;Property and Casualty Insurance; ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
-
Computing Ruin Probabilities - A Life Table Approach
Computing Ruin Probabilities - A Life Table Approach Easy access computing power is harnessed to approximate ... period constraints. This allows the development of a life-table with the survival probabilities for a given ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
-
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
-
Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
insurance risk, due to the risk insured (e.g. mortality, fire, car accidents), can be decreased as the ... we suppose that we can model the assets as one group of interest rate sensitive securities, reflecting ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
-
Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
are long term trends in such risk factors as mortality, morbidity, expenses, etc. Again, a short term ... approximation for such risk drivers as defaults, mortality, or stocks, but may not be appropriate for interest ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments