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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 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