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An Introduction To Risk Measures For Actuarial Applications
lognormal losses, as the distorted survival function is 17 the survival function for a lognormal distribution ... Invariance (TI) For any non-random c H(X + c) = H(X) + c (17) This means that adding a constant amount (positive ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
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Hot Topics in Separate Account Products
Hot Topics in Separate Account Products This presentation, session number 7PD, took place at the 2000 Annual Meeting of the Society of Actuaries, ... 17 Figure 3 shows you what the effect is over 10 years ...- Authors: Hans U Gerber, Peter Tilley, Marshall C Greenbaum, Mary Hardy
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Annuities>Variable annuities