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  • 2023-china-symposium
    Reunite with members and non-members in the China actuarial community to discuss recent topics ... issues in areas such as macroeconomic sharing, IFRS 17, product strategy, cross-border communication and ...

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    • Authors: Society of Actuaries
    • Date: Mar 2023
    • Competency: External Forces & Industry Knowledge; Professional Values; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Actuarial Profession; Annuities; Economics; Enterprise Risk Management; Finance & Investments; Financial Reporting & Accounting; Global Perspectives; Health & Disability; Life Insurance; Long-term Care; Modeling & Statistical Methods; Pensions & Retirement; Predictive Analytics; Public Policy; Reinsurance; Technology & Applications
  • Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 4: The Perfume of the Premium...or Pricing Insurance Derivatives
    THEORETICAL LEVELS (ROLs) July Aug Sept 50/70: 32% 17% 12% What the table shows is that instant-pay warrants ... IMPLIED HISTORY HISTORY LOSS 12% 20% 35% 10% 17% 30% 4% 8% 15% 1% 4% 7% I I I ! ! ~ I I I ...

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    • Authors: John Finn, Morton Lane
    • Date: Oct 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Reinsurance; Reinsurance>Pricing - Reinsurance
  • Acquisition of In-Force Blocks
    you who want to look it up, I am referring to line 17 of the Exhibit of Life Insurance. Using a database ... insurance and number of policies reported on line 17 for all life insurance companies for 1992, 1993, ...

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    • Authors: Charles Carroll, Stephen C Eldridge, Thomas G Kabele
    • Date: May 1995
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Reinsurance
  • Bounds on Expected Values of Insurance Payments and Option Prices
    bounds and contact sets), appears earlier in Scarf [17]. Bowers [2] obtained the upper bound independently ... a development of Reimann-Stlel0es integration. 17 The best bounds on E{h(X)] are denoted formally ...

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    • Authors: Samuel Cox
    • Date: Jan 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
  • Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 3: Pricing Insurance Derivatives: The Case of CAT Futures
    Pricing Insurance Derivatives: The Case of CAT Futures 17 Consider a price process (X,)o~r on (fl, g, P) ... This result should also be compared with formula (17) in Gerber (1987). Example 5 Consider the insurance ...

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    • Authors: Paul Embrechts, Steffen Meister
    • Date: Oct 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Reinsurance
  • Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 5: The Emerging Asset Class: Insurance Risk
    Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 5: The Emerging Asset Class: ... over the last two dec- ades has been approximately 17% per annum, or 108 basis points per day. Average ...

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    • Authors: Kenneth A Froot, Brian S Murphy, Aaron B Stern, Stephen E Usher
    • Date: Oct 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Reinsurance
  • Coherent Distortion Risk Measures in Portfolio Selection
    Coherent Distortion Risk Measures in Portfolio Selection The theme of this presentation relates ... parameter for Min-CDRM and vice versa. Ming Bin Feng 17/ 37 Introduction CDRM Optimization Case Studies ...

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    • Authors: Ken Seng Tan, Mingbin Feng
    • Date: Jan 2012
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance