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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
Dufresne and Gerber (1989) ~1 ~ ok = 1, ~=1,...,., (17) 119 can be solved by the same arguement as ... probability and severity of ruin, ASTIN Bulletin 17, 151-163. Kaas, R. (1991) The Schmitter problem ...- Authors: Beda Chan
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Relative Importance of Risk Sources in Insurance Systems
0.090 O. 17 98.05 0.00 1(30.00 0.26 10 0.904 O. 17 97.99 0.00 1(30.00 2.59 50 4.522 O. 17 97.99 0.00 ... k-t[ qx) 2 )" (A.17) /ml j=l k=l The second term on the right-hand side of (A. 17) is expressed by ...- Authors: Edward Frees
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
matching is even higher and that the insurance 17 company has to conclude that they have to adapt ... Curved Boundary.", J. Appl. Prob., 29, 291-304. 17 Giorno V., A.G. Nobile, L.M. Ricciardi and S. Sato ...- 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