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A Hydro-EVT Approach to Flood Insurance Pricing
still underdeveloped, insuring roughly 5%3 of primary residential policies. Obviously, the development ... current statute, the premium rate for individual primary residence policies cannot increase by more than ...- Authors: Zhongyi Yuan
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge
- Topics: Environment
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Applied Robust Performance Analysis for Actuarial Applications
to be a safe and conservative choice. There are direct variations of the BDR problem formulation that ... baseline model also has a density, f0 (·). The most direct approach is to estimate D (Ptrue||P0) = ∫ log ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods