1
-
7
of
7
results (0.33 seconds)
Sort By:
-
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
-
Disparate Origins Of Life And Non-Life Insurances
Disparate Origins Of Life And Non-Life Insurances Article Disparate Origins Of Life And Non-Life Insurances by Beard in The Actuary, February 1979, Volume 13, Number 2 Catastrophic risk;Health ...- Authors: Robert E Beard
- Date: Feb 1979
- Competency: Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk measurement - ERM; Health & Disability>Health risks; Life Insurance>Pricing - Life Insurance; Life Insurance>Non-forfeiture benefits; Modeling & Statistical Methods; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
-
A Two-decrement Model for the Valuation and Risk Measurement
A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated approach that addresses simultaneously guaranteed annuity option (GAO)’s pricing and capital ...- Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
-
Risky Business Bulletin - June 2013
Risky Business Bulletin - June 2013 This risk bulletin, published by the Society of Actuaries, provides insights and expertise on critical business issues from industry leading enterprise risk ...- Authors: Society of Actuaries
- Date: Jun 2013
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
-
The expected discounted penalty at ruin for a risk model with two-sided jumps
The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes a paper that considers a general risk model in which both the claim and income gain arrivals ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
-
A Practical Algorithm for Approximating the Probability of Ruin
A Practical Algorithm for Approximating the Probability of Ruin This paper presents an algorithm for approximating the probability of ruin for a Poisson process - which is often used to model an ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
-
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks
On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.- Authors: Fan Yang
- Date: Aug 2011
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods