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Stochastic Trend Models in Casualty and Life Insurance
the data rather than classic re-sampling. 17 Neither approach provides a measure of the uncertainty ... then back-tested the chain ladder method, getting 17 actual readings of the real forecast errors. The ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Mortality Trend Risk
stranger combination of offsetting effects. 17 4. Fixing the Fits One of the problems with the ... Relative and absolute convergence criteria of 1e-17 and 1e-12 were used, which may be beyond machine ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Experience Studies & Data>Mortality
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ERM for Strategic Management – Status Report
Decision Under Risk.” Econometrica 47(2): 263–291. [17] Major, J. 2007. “Measuring the Market Value of Risk ... Approach.” Journal of Finance 41: 1031–1050. 17 Appendix A: Optimal Capital Since De Finetti ...- Authors: Gary G Venter
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Next Steps for ERM: Valuation and Risk Pricing
transformed expected values even if hedging is not 17 possible. Thus the objections to using this approach ... North American Actuarial Journal 10(2): 76–93. [17] Grace, M.F., Klein, R.W., and Kleindorfer, P.R.- Authors: Gary G Venter
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Advances in Modeling of Financial Series
Advances ... risk, and then Modeling Financial Series 17 building a model for their evolution. This is an ... percent. 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 1 9 17 25 33 41 49 57 65 73 81 89 97 105 113 121 129 Lag ...- Authors: Gary G Venter
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Enterprise Risk Management>Risk measurement - ERM
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Adapting Banking Models to Insurer ERM
Adapting Banking Models to Insurer ERM Insurance company issues that do not necessarily arise ... Refinements are possible in several areas, however. 17 References Mango, D.F. 2003. Capital consum ...- Authors: Gary G Venter
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management