Description: This abstract describes a paper that proposes a new model for the loss given default (LGD), which takes the depth of default into consideration.

Description: This abstract describes a paper that considers the pricing in a non-competitive market and models the pricing process as a bargaining game.

Description: This abstract illustrates a calibration model against 60 years of historical data using a pragmatic mixture of filtering, maximum likelihood and method of moments techniques, and compare the resulting model with interest rates in contemporary economic scenario generators.

Description: This abstract describes a paper that proposes a method to measure basis risk of extreme mortality CAT bonds.

Description: This abstract describes a presentation that focuses on the mathematical underpinnings associated with the process of discounting future cash flows.

Description: This abstract describes a paper that offers an estimate of Pricing Risk for general insurance risk capital based on a firm’s historical loss behavior as well as current performance.

Description: This abstract describes a paper that focuses on the frequency of drawdowns.

Description: This abstract describes a presentation that reviews the latest AHCA update and its impact on market stability from short-term and long-term points of view.

Description: An excerpt from the 2002 Annual report of the Boards of Trustees for the Federal Hospital Insurance and Federal supplementary Medical Insurance Trust Funds which describes the basic assumptions and methods used in the estimates under the intermediate assumptions. Also, presented are projections of program costs under two alternate sets if assumptions.

Description: Realizing the impact of medical errors on the U.S. health care system, the Health Section commissioned a research project to measure the annual frequency of medical errors and their total measurable direct and indirect cost to the economy.