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A Practical Algorithm for Approximating the Probability of Ruin
A Practical ... that is, 1 = 2(1 - v)' p>l . 1/2< ~,< 1. (17) 452 TRANSACTIONS, VOLUME XL IV Since f(p) ... (21), respectively; Compute ~:z using Equation (17); p using Equation (25); /31 and/32 using Equation ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an ... measurement of a guaranteed annuity option Yixing Zhao 17 / 41 Introduction Modelling framework Derivation ...- Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods