1
-
7
of
7
results (0.39 seconds)
Sort By:
-
Modeling Insurance Losses Resulting from Natural Catastrophes
abstract of presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa ... Iowa City, Iowa. In this talk, we examine the modeling of insurance losses resulting from natural catastrophes ...- Authors: Etienne Marceau, Mathieu Boudreault, HELENE COSSETTE
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation
On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation ... abstract describes a paper that considers portfolios of two dependent risks whose joint distributions are ...- Authors: Hélène Cossette, Etienne Marceau, Samuel Perreault
- Date: Feb 2014
-
TVaR-based capital allocation with dependence
consisting of several dependent risks and aims to evaluate the capital allocation for the overall portfolio ... portfolio and the contribution of each risk over their aggregation. Capital Allocation;Tail Risk; 14597 ...- Authors: Etienne Marceau, HELENE COSSETTE
- Date: Jul 2010
-
Ruin related quantities in a risk model based on time series for count data
describes a paper that considers various specifications of the general discrete time risk model in which a serial ... serial dependence structure is introduced between the claims for each period. Morbidity rates=Morbidity ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille, Veronique Maume-Deschamps
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting
-
On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities
paper that presents two methods for calculating the exact ruin probability on an infinite time horizon ... model containing dependence between the interclaim time and the subsequent claim amount. 6442453301 ...- Authors: Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
- Date: Feb 2014
-
Rick Models Based on Time Series for Count Random Variables
Rick Models Based on Time Series for Count Random Variables This is the abstract for the presentation ... Series for Count Random Variables This is the abstract for the presentation on risk models based on time ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille
- Date: Nov 2011
-
International Investment Model for Asset Allocation in Life Insurance and Pension Fund Management
International Investment Model for Asset Allocation in Life Insurance and Pension Fund Management ... Insurance and Pension Fund Management This is the abstract for the presentation on international investment ...- Authors: Etienne Marceau, PATRICE GAILLARDETZ, Khouzeima Moutanabbir
- Date: Jul 2010