1
-
8
of
8
results (0.48 seconds)
Sort By:
-
It’s Time to Talk Principle-Based Reserving
It’s Time to Talk Principle-Based Reserving Principle-Based Reserving (PBR) is now upon us! Are you ... you ready? Learn how Swiss Re's PBR Experience Sharing Solution can help you navigate this change. PBR ...- Authors: Alijawad Hasham, Michael Mabee
- Date: Feb 2020
- Competency: Strategic Insight and Integration
- Publication Name: Reinsurance News
- Topics: Modeling & Statistical Methods; Reinsurance
-
Optimal Reinsurance with Positive Dependence
ρ(X ) = E [u(X )] u(x) is a convex function. For example u(x) = x2 – minimize variance; u(x) = eγx – ... – maximize utility of insurer’s wealth: u(x) = (x − E [X ])2+ – minimize semi-variance. Mean-Variance ...- Authors: Jun Cai
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
-
Bounds on Expected Values of Insurance Payments and Option Prices
Bounds ... = inf[ I h(x) dFIx) : F ~ M(y) ] and i b U(h y) = sup{ h(x) dF(x) : F c ~l,(y) } where y denotes ... The best uigper bound for h(x) = min{x, d} is U(h I y) = q 0-2 d for O~dSkt -b_ ~ ~t(b + d) ...- 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
-
2022-health-wellness-data-risk-assessment
Discover the rapidly developing health and wellness industry during the Use of Health and Wellness ... forward. Risk modelling, Life Insurance, Wellness, Mortality modelling, Technology 23209 1018 1/12/2023 ...- Authors: Society of Actuaries
- Date: Jan 2023
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Global Perspectives; Modeling & Statistical Methods; Reinsurance; Technology & Applications; FinTech & InsurTech
-
An Empirical-Based Approach for Optimal Reinsurance
An Empirical-Based ... 0 1000 2000 3000 4000 5000 6000 0 1000 2000 3000 4000 5000 6000 1) pi = 80 0 1000 2000 3000 4000 ... 1000 2000 3000 4000 5000 6000 2) pi = 200 0 1000 2000 3000 4000 5000 6000 0 1000 2000 3000 ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
-
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
and infinitesimal variance 2D > 0. Independent of S(t) and W (t) ∼ N(0,2Dt) 4 {Xi}∞i=1: claim amount ... insurer’s expenses rate. c: commission payment rate. u: non-negative initial surplus. 5 2. Assumptions ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
-
Coherent Distortion Risk Measures in Portfolio Selection
Optimization Return maximization subject to CVaR constraint(s) maximize c′x subject to ζi + 11−α m∑ j=1 pjzij ... ar ke tP or tfo lio Va lu e 500 1000 1500 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
-
Concurrent Simulation to Explain Reinsurance Market Price Dynamics
Concurrent Simulation to Explain Reinsurance Market Price Dynamics This article discussed modeling ... can be assessed. F References Farmer, J. D., and S. Joshi. 2002. The Price Dynamics of Common Trading ...- 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