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Access to Reinsurance by Smaller Insurers: Perils Pitfalls and Solutions
Access to Reinsurance by Smaller Insurers: ... then work with the researcher to develop the survey(s), perform follow-up interviews and write a final ... Table of Contents Executive Summary ................- Authors: W Michael Reese
- Date: Oct 2011
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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The Cost to Reinsure Individual Life Insurance Policies
The Cost to Reinsure Individual Life Insurance Policies It is the purpose of this paper to present sample ... Coinsurance;Life reinsurance;Premiums;Life and annuity expenses; 936 11/1/1952 12:00:00 AM ...- Authors: Charles A. Ormsby
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Reinsurance
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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
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Foreign Travel Reinsurer Survey Report
Actuaries (SOA) Committee on Life Insurance Mortality and Underwriting Surveys. A separate survey on ... were reinsuring individual life business in the U.S. Sixteen companies responded. One answered that ...- Authors: Application Administrator
- Date: Oct 2009
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Global Perspectives; Reinsurance
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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
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Discussion of Preceding Paper
includes: 1. Given that reinsured business has higher mortality than non-reinsured business, why would companies ... 3. Cost of reinsurance for a mutual company. Mortality risk; 937 11/1/1952 12:00:00 AM ...- Authors: Archibald H McAulay, Alvin B Nelsen, B Franklin Blair, Philip Freedman, Richard C. Guest
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Reinsurance
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Reinsurance
risk and the expected insurance cost on the A24-29 Table. From 1956 to 1960 the ratios have been 58.0, 57 ... that the chief danger of surplus strain from mortality losses lies in this ratio. If reinsurance could ...- Authors: William H Aitken, Will R Mullens, Alan Richards, G Philip Streatfeild, Robert C Tookey, Herbert L Feay, David A Logie, Brian O Burnell
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Reinsurance
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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
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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
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Reinsurance and Retention
experimental retention limits, the odds that the mortality after reinsurance would exceed amounts such as ... of various losses in excess of the expected mortality. D147 D148 DIGEST OF SMALLER COMPANY FORUM ...- Authors: Fred DeBartolo, Melvin L Gold, C David Silletto, John C Wooddy, Garnett E Cannon, Graham C Thompson
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Reinsurance