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Model Validation for Insurance Enterprise Risk and Capital Models
............ 30 A Limited Model for Future Mortality Rates ....................................... ... should reference the random number generator seed(s). If the application runs in a distributed environment ...- Authors: Stephen Strommen, Shaun Wang
- Date: Apr 2014
- Competency: External Forces & Industry Knowledge
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Stability and Convergence of Recurrence Equations
Stability and Convergence of Recurrence Equations This paper discusses the numerical stability ... paper discusses the numerical stability of Panjer's recursion in computing aggregate claims distributions ...- Authors: Harry H Panjer, Shaun Wang
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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International Catastrophe Pooling for Extreme Weather
Perspective AUTHORS Andreas Bollmann Shaun S. Wang, Ph.D., FCAS, CERA SPONSOR Society of ... in both mature and developing economies. In the U.S., for example, highly susceptible regions not considered ...- Authors: Shaun Wang, Kai-Uwe Schanz, Andreas Bollman
- Date: Oct 2019
- Competency: External Forces & Industry Knowledge
- Topics: Environment; Environment>Catastrophic event
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Axiomatic Characterization of Insurance Prices
Character izat ion of Insurance Pr i ces Shaun S. Wang ~ Virginia R. Young b Harry H. Panjer" aDept ... decision-maker with an increasing utility function u: E[u(-X)] > E[u(-Y)]. That is, every individual who thinks ...- Authors: Harry H Panjer, Virginia Ruth Young, Shaun Wang
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Modeling & Statistical Methods
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The Financial Crisis and Lessons for Insurers
Risk Management Section Research Team and the SOA's Committee on Finance Research. This paper examines ... CAS, CIA, and the SOA's Joint Risk Management Section Research Team and the SOA's Committee on Finance ...- Authors: Robert W Klein, Shaun Wang, George H Zanjani, Gang Ma, Application Administrator, XIANGJING WEI
- Date: Sep 2009