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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
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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
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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
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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