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Farm-Level Crop Yield Forecasting in the Absence of Farm-Level Data
Farm-Level Crop Yield Forecasting in the Absence of Farm-Level Data This report predicts farm-level crop yield distributions in the ... insurance;propert & casualty 6442471705 10/17/2016 12:00:00 AM ...- Authors: Lysa Porth, Ken Seng Tan, Wenjun Zhu
- Date: Oct 2016
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)
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An Empirical-Based Approach for Optimal Reinsurance
An Empirical-Based Approach for Optimal Reinsurance It is well-known that reinsurance can be an effective ... 6000 4) pi = 600 C. Weng (c2weng@uwaterloo.ca) – p.17/23 Soln’s: CTE min & Expectation Principle ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
A 0 exp {α(1− θ1)x− (1 + λ+ αc(u, θ1))} dx } , (17) where A = min { µ−λ αθ1 , c(u, θ1) } . 3.2.1 ... µ−λα , we have θ∗1 = 1. Substituting θ∗1 = 1 into (17) gives the insurer’s minimal ruin probability ψˆ0(u) ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Coherent Distortion Risk Measures in Portfolio Selection
formulations of CVaR portfolio selection problems. Fa´bia´n [17] considered CVaR objectives and constraints in two-stage ... 1−Sl(l(2)) · · · p(m) 1−Sl(l(m−1)) = 1 . (17) Since portfolio losses are discretely distributed ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty
= yT−1U(WT−1). (16) By initializing LξT−1 := 0 (17) for ξT−1 ∈ FT−1, we recursively define Lξt = ... planned horizon with T time periods, LξT−1 = 0 by (17). For a planned horizon with T+1 time periods, LξT−1 ...- Authors: Ken Seng Tan, Hailiang Yang, Zhongfei Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics; Economics>Financial economics
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Chief Risk Officer — The New Domain for Actuaries
Chief Risk Officer — The ... 2005 ” w Page 6 17. What do you see as the most important tools you ... too numerous to mention in a summary such as this. 17. What do you see as the most important tools you ...- Authors: Ken Seng Tan, Dorothy Andrews
- Date: Jul 2005
- Publication Name: Risk Management
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Predictive Analysis: The Effects of Technology and Weather on Crop Yield
................................................ 17 5.1 EMPIRICAL RESULTS OF DECOMPOSITION FRAMEWORK ... ................................................ 17 5.1.2 ALBERTA CANOLA DATASET .................- Authors: Lysa Porth, Ken Seng Tan, Wenjun Zhu
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty); Predictive Analytics
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Risk Management, July 2005, Issue No. 5
Risk Management, July ... 2005 ” w Page 6 17. What do you see as the most important tools you ... too numerous to mention in a summary such as this. 17. What do you see as the most important tools you ...- Authors: Juan N Kelly, John J Kollar, Michel Rochette, Max Rudolph, Francis Sabatini, Louise A Francis, Hubert B Mueller, Sim Segal, Fred Tavan, Ken Seng Tan, Dorothy Andrews, Shaun Wang, David L Ruhm
- Date: Jul 2005
- Publication Name: Risk Management
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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this presentation relates ... parameter for Min-CDRM and vice versa. Ming Bin Feng 17/ 37 Introduction CDRM Optimization Case Studies ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Report on Mortality Improvement Scales for Canadian Insured Lives
................................................ 17 3.1 The P-Splines Regression ................. ... ................................................ 17 3.2 The Lee-Carter Model.......................- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality