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Credibility Using Copulas
Credibility Using Copulas This paper develops credibility using a longitudinal data framework. In a longitudinal data framework, one might encounter data from a cross-section of risk classes ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing market consistent financial statements encounter the issue of developing volatility ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Combinatorics for Moments of a Randomly Stopped Quadratic Variation Process
Combinatorics for Moments of a Randomly Stopped Quadratic Variation Process This paper proposes a combinatoric approach to express higher moments of the quadratic variation process in terms of ...- Authors: James Bridgeman
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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The Investment Section
The Investment Section This article discusses the new Investment Section. The initial targeted areas are expected to be: Modeling, Corporate Finance, Capital Management and Investment ...- Authors: Robert D Hogue
- Date: May 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional development; Finance & Investments
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Improving a Life Insurance Company’s Performance Through Outsourcing
Improving a Life Insurance Company’s Performance Through Outsourcing This article discusses how insurers that focus on their core competencies and astutely outsource other functions will become ...- Authors: A Greig Woodring
- Date: May 2004
- Competency: External Forces & Industry Knowledge
- Publication Name: News Direct
- Topics: Finance & Investments; Life Insurance>Expenses - Life Insurance
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Interview with Parakash Shimpi
Interview with Parakash Shimpi This is an interview with Prakash Shimpi who talks about enterprise risk management, research and development. From News Direct, September 2005, Issue No. 51. Asset ...- Authors: Prakash A Shimpi
- Date: Sep 2005
- Competency: External Forces & Industry Knowledge>General business skills
- Publication Name: News Direct
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management
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Risk Based Pricing—Risk Management at the Point of Sale
Risk Based Pricing—Risk Management at the Point of Sale discussion of risk management and proper pricing of life insurance products. Product development;Return on capital;Risk measurement;Risk ...- Authors: Dominique Lebel
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Securitization of Life Insurance
Securitization of Life Insurance The ideal business situations for securitization would be those where a company faces significant risks or has significant growth opportunities and where ...- Authors: J David Cummins
- Date: May 2005
- Competency: External Forces & Industry Knowledge
- Publication Name: Reinsurance News
- Topics: Finance & Investments; Reinsurance>Financial reinsurance
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Valuation Of Equity-Indexed Annuities
Valuation Of Equity-Indexed Annuities In recent years, insurance companies have been introducing saving products whose returns are linked to equity market performance. Equity-indexed annuities ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Equity-indexed annuities; Finance & Investments>Investments