1
-
2
of
2
results (0.38 seconds)
Sort By:
-
A Practical Algorithm for Approximating the Probability of Ruin
(3) appears to offer a direct approach for evaluating ~(u), in practice, direct evaluation of ~(u) is ... ASTIN Bulletin 12 (1981): 22-26. 24. PANJER, H.H. "Direct Calculation of Ruin Probabilities," Journal of ...- 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
-
A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops ... investment hub. Interest and mortality risks – primary factors in valuation and risk management of longevity ...- 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