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Exploring Policyholder Behavior in the Extreme Tail
Exploring Policyholder Behavior in the Extreme Tail This paper demonstrates that extreme value theory (EVT) can be used as a tool to model policyholder behavior in the extreme tail. This paper ...- Authors: Yuhong Xue
- Date: Apr 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Annuities>Capital - Annuities; Annuities>Policyholder behavior - Annuities; Annuities>Reserves - Annuities; Annuities>Variable annuities; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks
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Actuarial Behavior Risks
Actuarial Behavior Risks How can actuaries innovate solutions to the challenges posed by policyholder behavior risks? Policyholder behavior;experience studies;Predictive modeling;risk management; ...- Authors: Society of Actuaries, Timothy S Paris
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge; Leadership; Results-Oriented Solutions
- Publication Name: Risk Management
- Topics: Annuities>Policyholder behavior - Annuities; General Insurance (Property & Casualty)>Policyholder behavior - General Insurance; Life Insurance>Policyholder behavior - Life Insurance