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The Actuarial CTE Risk Measure for Heavytailed Losses: A New Estimator and Confidence Intervals
The Actuarial CTE Risk Measure for Heavytailed Losses: A New Estimator and Confidence Intervals This is the abstract for the reseach on the actuarial CTE risk measure for heavytailed losses: a ...- Authors: Ricardas Zitikis, Abdelhakim Necir, Abdelaziz Rassoul
- Date: Jul 2010
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An Empirical-Based Approach for Optimal Reinsurance
An Empirical-Based Approach for Optimal Reinsurance It is well-known that reinsurance can be an effective risk management technique for an insurer. An appropriate use of reinsurance reduces the ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
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Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin This is the abstract for the paper on optimal reversible annuities to minimize the probability of lifetime ruin.- Authors: Virginia Ruth Young, Ting Wang
- Date: Jul 2010
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Disability Income Insurance in a Declining Life Expectancy. The Impact of H.I.V. in Sub-Saharan Africa
Disability Income Insurance in a Declining Life Expectancy. The Impact of H.I.V. in Sub-Saharan Africa This is the abstract for the presentation on disability income insurance in a declining life ...- Authors: SYMPROSE RUBY NATETHO WEKULLO
- Date: Jul 2010
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Forecasting mortality in the presence of missing data: an application to Chinese population
Forecasting mortality in the presence of missing data: an application to Chinese population This abstract describes a paper that investigates how to apply a stochastic mortality model in the ...- Authors: Ping An
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Forecasting
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TVaR-based capital allocation with dependence
TVaR-based capital allocation with dependence This abstract describes a paper that considers an insurance portfolio consisting of several dependent risks and aims to evaluate the capital ...- Authors: Etienne Marceau, HELENE COSSETTE
- Date: Jul 2010
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The technical provisions in Solvency II - what EU Insurers could do if they had schedule P
The technical provisions in Solvency II - what EU Insurers could do if they had schedule P This abstract describes a paper that demonstrates how publicly available data can be used to calculate ...- Authors: Glenn Meyers
- Date: Nov 2011
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arch-2011-iss1-participants
arch-2011-iss1-participants 32459 01/19/2012 21:32:30 ...- Date: Jan 2012
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Actuarial accounting--a cautionary report
Actuarial accounting--a cautionary report This abstract describes a presentation that reviews the case against five AIG and Gen Re insurance professionals. Professional Conduct; 14623 07/01/2010 ...- Authors: Dan R Young
- Date: Jul 2010
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arch-2012-iss1-attendees
arch-2012-iss1-attendees 28170 01/19/2012 12:51:10 ...- Date: Jan 2012