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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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The Practical Uses Of Risk Theory
The Practical Uses Of Risk Theory This panel discussion session focused on the practical applications of risk theory. Risk theory; 15382 10/1/1982 12:00:00 AM ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Economic Capital: A Case Study to Analyze Longevity Risk
Economic Capital: A Case Study to Analyze Longevity Risk In this article, the author discusses the capital shortfall an insurer faces because of the longevity risk on immediate annuities. Annuity ...- Authors: Stuart Silverman
- Date: Sep 2010
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Payout annuities; Enterprise Risk Management
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ltc-2015-iss-38-stahl-dinc
ltc-2015-iss-38-stahl-dinc Methodology for identifying principles based economic capital. Stochastic model;Monte Carlo simulation;Principles based approach;Economic capital;Risk measurement ...- Authors: Bruce Stahl, Mary Dinc
- Date: Apr 2015
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Long-Term Care News
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Risk Management Terms
Risk Management Terms This is a compilation or risk management terms garnered from a survey of risk professionals supplemented with analysis of firm-level information on significant risks as ...- Authors: Marjorie Rosenberg, Peng Shi, SHINICHI KAMIYA, Joan Schmit
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk categories; Finance & Investments; Financial Reporting & Accounting
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study In this paper, we propose measures of the risk that the value of the liabilities ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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F-585 Light Investment
F-585 Light Investment Presented at May 1996 Spring Meeting. This teaching session covers course F-585 in the exam materials, which is intended to provide background for the actuary who ...- Authors: Michael Gabon, Charles L Gilbert
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Qualifications; Enterprise Risk Management>Financial management; Finance & Investments
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Financial Engineers: Who Are These Guys?
Financial Engineers: Who Are These Guys? Presenters in session 147PD of the New York Annual Meeting discuss the new profession of financial engineering and how it relates to what actuaries do.- Authors: Joseph J Buff, Scott E Wright
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Alternative careers; Enterprise Risk Management
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Managing The Annuity Risk With Reinsurance
Managing The Annuity Risk With Reinsurance Annuities are presenting ever-greater risks for the direct writers: • Variable annuities with guaranteed minimum and enhanced death benefits and ...- Authors: Bob Holliday, Ari Lindner, Sylvia Oliveira, James McArdle
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management; Reinsurance
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Interpretive Structural Modeling of Interactive Risks
Interpretive Structural Modeling of Interactive Risks This paper uses Interpretive Structural Modeling concepts and techniques to better understand a company's overall risk profile. By ...- Authors: Richard Gorvett, Ningwei Liu
- Date: Apr 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management