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Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 2: Crosshedging of Insurance Portfolios
quarter) is called S. As standard in nonlife actuarial techniques, assume 1. S -- Z u = 1 Ys - doubly ... Let us compute E[S] = (~t + E[•]) * E[Y] = (100 + 10) * 1 (1.4) = 110 Var[S] = (~t + E[k]) • E[F] ...- Authors: Hans Buhlmann
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Securitization of Insurance Liabilities
for the additional security you gain. This is the s,'une question that arises in reinsurance in general ... Think of your portfolio that you have as an insurer S. You can, of course, make operations on that total ...- Authors: Samuel Cox, Hans Buhlmann
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Securitization of Insurance Risk: The 1995 Bowles Symposium: Introduction
potential for earthquake and storm losses in the U.S. exceeds insurance market capacity. Reinsurers, ... the first session, Stephen P. Lowe dis- cussed U.S. property/casualty risk-based capital and some of ...- Authors: Hans Buhlmann
- Date: Oct 1997
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance