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Two Explicit Formulae for Yield
h.” In this paper, two formulae, (10) and (17), which estimate yield of a legitimate (available ... numerical examples later. The formulae (10) and (17) estimate yield rate of the arbitrage free tran ...- Authors: Muhamed Borogovac
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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Modelling and Measuring Business Risk
Group 07 Bo?cker:Pillar II in the New Basel Accord 17/12/08 15:58 Page 179 bank. One of the most obvious ... 180 07 Bo?cker:Pillar II in the New Basel Accord 17/12/08 15:58 Page 180 flow method in continuous ...- Authors: Klaus Bocker
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Change the Expectations in Health Care
and Accountability (HIFA) Initiative Fact Sheet.” 17 March 2008. Center for Medicaid Services. http:// ... DEMONSTRATION.” Center for Medicaid and Medicare Services. 17 March 2008. http://www.cms.hhs.gov/MedicaidStW ...- Authors: Jonathan L Shreve
- Date: Jun 2009
- Competency: External Forces & Industry Knowledge; Leadership>Influence
- Topics: Economics; Economics>Health economics; Finance & Investments; Health & Disability>Health care; Health & Disability>Health insurance; Social Insurance>Government-funded healthcare; Social Insurance>Medicaid; Social Insurance>Medicare
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Assessing Regime Switching Equity Return Models
Assessing ... each regime can be parameterized as (16) (17) (18) (19) (20) (21) where ... ed Stochastic JB Statistic RSDD(2) 17 Figure 8 QQ‐Plot of the Averaged Stochastic ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Finance & Investments; Modeling & Statistical Methods
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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 ...- Authors: John Finn, Morton Lane
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance; Reinsurance>Pricing - Reinsurance
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Economic Impact of Capital Level in an Insurance Company
Phillips, Cummins and Allen [9], Wang [16] and Zhang [17] show a few examples. 2.2 The balance sheet An ... operating conditions. If the business pattern changes 17 drastically, the cost could be a non-linear function ...- Authors: Yingjie Zhang
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
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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 ...- Authors: Paul Embrechts, Steffen Meister
- 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, 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 ...- 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
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Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed: Evidence From the Field
insurers’ other significant risks is debatable. 17 This conclusion is vital to distinguishing the ... Management.” Sloan Management Review 21, no. 3 (1980): 17-31. ———. “Risk Seeking by Troubled Firm ...- Authors: Madhu Acharyya
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Enterprise Risk Management; Finance & Investments; Modeling & Statistical Methods
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Analyzing Concentration Risk
Analyzing Concentration Risk This paper examines different objectives in managing credit concentration ... 419 Total 2nd order effects 475,921,462 17 From the results in Table 10, we see that the second-order ...- Authors: Diane M M T Reynolds
- Date: Apr 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Global Perspectives