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Abstracts from ARCH 1980.1
Abstracts from ARCH 1980.1 Abstracts from ARCH 1980.1 28059 1/1/1980 12:00:00 AM ...- Date: Jan 1980
- Publication Name: Actuarial Research Clearing House
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Equity and Credibility
Equity and Credibility This is the abstract of a paper that builds on previous work concerned with measuring equity, and considers the problem of using observed claim data or other information to ...- Authors: S. Promislow, Virginia Ruth Young
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Capital - Life Insurance
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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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Economic Capital and Regulation of Banks and Insurers
Economic Capital and Regulation of Banks and Insurers In many countries, insurers and banks are separately regulated. In some countries, banks and insurers are not allowed to be part of the same ...- Authors: Min Yang
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Public Policy
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Optimality of General Reinsurance Contracts under CTE Risk Measure
Optimality of General Reinsurance Contracts under CTE Risk Measure This abstract is for a paper that addresses the problem of optimal reinsurance design using the criterion of minimizing the ...- Authors: Ken Seng Tan, Yi Zhang, Chengguo Weng
- Date: Nov 2008
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A Hierarchial Model for Micro-level Stochastic Loss Reserving
A Hierarchial Model for Micro-level Stochastic Loss Reserving This is the abstract for the research paper on a hierarchial model for micro-level stochastic loss. Abstract; 14441 7/30/2010 12:38: ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2010
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A Multi-Name Structural Credit Risk Model with a Reduced-Form Default Trigger
A Multi-Name Structural Credit Risk Model with a Reduced-Form Default Trigger This is the abstract for the presentation on a multi-name structural credit risk model with a reduced-form default ...- Authors: Mathieu Boudreault, Geneviève Gauthier
- Date: Jul 2010
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Optimnal Risk Retention under Reciprocal Reinsurnace with Exponential Utility Functions
Optimnal Risk Retention under Reciprocal Reinsurnace with Exponential Utility Functions This is the abstract for the paper on optimal risk retention under reciprocal reinsurance with exponential ...- Authors: Jun Cai, Ying Zhong
- Date: Jul 2010
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On the Application of Esscher Transform to the Regime Switching Model
On the Application of Esscher Transform to the Regime Switching Model This is the abstract for the paper on the application of Esscher transform to the Regime Switching Model. Abstract;Hedging; ...- Authors: Mary Hardy, Chao Qiu, Joseph Kim
- Date: Jul 2010
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Household's Life Insurance Demand - a Multivariate Two Parts Model
Household's Life Insurance Demand - a Multivariate Two Parts Model This is the abstract for the paper on a household's life insurance demand - a multivariate two parts model.- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2010