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Computing Ruin Probabilities - A Life Table Approach
Computing Ruin Probabilities - A Life Table Approach Easy access computing power is harnessed to approximate ... constraints. This allows the development of a life-table with the survival probabilities for a given set ...- Authors: Manalur S Sandilya
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Approximations of Ruin Probability by Tri-atomic or Tri-Exponential Claims
were computed by numerically solving I~ oO 0 u which was a nontrivial numericaJ task then(Cram~r ... k2 + k3 e z Pl P2 P3 (3) ¢(u) = 1 1 + kl,k2,k3 kl!k2!k3! ' where z = (u - klX 1 - k2x 2 - kax3) + ...- 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
Relative Importance of Risk Sources in Insurance Systems Actuaries and other managers of risk ... considering a pool of policies that is subject to mortality, the risk of a disaster that is common to all ...- 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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Insurance Risk Management Tools: Value at Risk and Risk Adjusted Economic Value
such risk management processes as LP. Morgan's R/s/onetr/cs TM or Bankers Trust's RAROC TM, it has become ... additional different measures may be needed. ' S~ for e, xamplc Prudential [19963. 205 2. VALUE ...- Authors: Alastair G Longley-Cook
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Finance & Investments>Value at risk - Finance & Investments
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Risk Management in Developing Countries: A Case Study of the Beverage Industry in Nigeria
A "ASE S'2'UL)Y C,F THE BEVERA,D~£ ~NIL:Sr['RY IN N IGERIA i ]qr['R' 7D[ ~ ~ i ' r :U ~,£ r!'}te ... '}te beveL :~ne : : tdust : / in N iger ia i s , : ;~p i ta l i :~tens ive w i th l:2";~-.S7[F~ttt ...- Authors: Adeleye A Atanda
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge
- 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
insurance risk, due to the risk insured (e.g. mortality, fire, car accidents), can be decreased as the ... continuous Gaussian process )(ty at a boundary l(t) at u = t . But the Cox- Ingersoll-Ross process is no Gaussian ...- 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