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  • Comparing Needs for Initial Surplus in Collective Risk Models
    Comparing Needs for Initial Surplus in Collective Risk Models The initial risk reserves in collective ... Cramdr, H. (1955). Collective Risk Theory, (A Survey of the Theory from the Point of View of the Theory ...

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    • Authors: John A Beekman, Clinton P Fuelling
    • Date: Jan 1995
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Actuarial Research Clearing House
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Value-at-Risk for Risk Portfolios
    Services. Introduction to riskmetrics. Technical report, JP Morgan, riskmetrics@jpmorgan.com, New York ... actuarial index of the right-tail risk. Technical Report 97-07, University of Waterloo: Institute of Insurance ...

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    • Authors: Julia Lynn Wirch-Viinikka
    • Date: Jan 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Enterprise Risk Management>Risk measurement - ERM