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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Concurrent Simulation to Explain Reinsurance Market Price Dynamics
Concurrent Simulation to Explain Reinsurance Market Price Dynamics This article discussed modeling the P&C reinsurance market using an Agent Based Model to provide insights into the market.- Authors: Donald F Mango, Jens Alkemper
- Date: Nov 2005
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Reinsurance
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Optimal Reinsurance with Positive Dependence
Optimal Reinsurance with Positive Dependence This presentation discusses a process for determining the minimum reinsurance retention level consistent with defined parameters. The conclusions ...- Authors: Jun Cai
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Concentration of Risk and the Catastrophic Accident Hazard
Concentration of Risk and the Catastrophic Accident Hazard It is the purpose of this paper to outline the reasoning behind the Catastrophic Accident Hazard and some of the details of a ...- Authors: Edmund C Berkeley, Edward A Green
- Date: Oct 1954
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Reinsurance>Catastrophe reinsurance
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Actuarial Standards of Practice for Enterprise Risk Management
In this webcast, presenters will outline the key content in ERM ASOPs 46, 47 and 55 and explore the impact each ASOP has on practitioners working in these fields. We will also describe the ...- Authors: Anthony Dardis, Jamie B Krieger, David Paul
- Date: Jun 2021
- Competency: Communication; External Forces & Industry Knowledge
- Topics: Actuarial Profession; Enterprise Risk Management; General Insurance (Property & Casualty); Health & Disability; Long-term Care; Modeling & Statistical Methods; Reinsurance
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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this presentation relates to solving portfolio selection problems using linear and fractional programming. Two key ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Group Medical Insurance Large Claims Database Collection and Analysis, Chapter 1: History, Methodology, and Findings
Group Medical Insurance Large Claims Database Collection and Analysis, Chapter 1: History, Methodology, and Findings Chapter 1 presents the background to the current study, followed by the ...- Authors: Society of Actuaries
- Date: Aug 1997
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Professional network leverage; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Academic partnerships; Experience Studies & Data; Health & Disability>Health risks; Modeling & Statistical Methods; Reinsurance>Health reinsurance
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An Empirical-Based Approach for Optimal Reinsurance
An Empirical-Based Approach for Optimal Reinsurance It is well-known that reinsurance can be an effective risk management technique for an insurer. An appropriate use of reinsurance reduces the ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and lower bounds on the expected value of a reinsurance payment under the terms of a contract ...- 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
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An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance
An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance This paper presents an introduction to collective risk theory. In collective risk theory one seeks to ...- Authors: Ernest A Arvanitis, Russell M Collins, Paul H Jackson, Robert C Tookey, Paul Markham Kahn, Herbert L Feay
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models; Reinsurance>Stop-loss insurance