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PROGRAM REGISTRANTS
PROGRAM REGISTRANTS List of participants from the 48th Actuarial Research Conference. 6442453328 02/01/2014 06:00:00 ...- Authors: Society of Actuaries
- Date: Feb 2014
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CSTEP: a HPC Platform for Scenario Reduction Research on Efficient Stochastic Modeling - Representative Scenario Approach
CSTEP: a HPC Platform for Scenario Reduction Research on Efficient Stochastic Modeling - Representative Scenario Approach The CSTEP 'Cluster Sampling for Tail Estimation of ...- Authors: Paul H Johnson, Yvonne Chueh
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models; Technology & Applications>Analytics and informatics
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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
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2019.1 Actuarial Research Conference Program
2019.1 Actuarial Research Conference Program View information about the 2019.1 Actuarial Research Conference Proceedings. 03/01/2019 06:00:00 ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
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Implementing Fuzzy Random Variables
Implementing Fuzzy Random Variables This abstract describes a paper that explores the answers to the questions of: 1. How is each view of FRVs conceptualized? 2. What are the differences and ...- Authors: Arnold Shapiro
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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General Insurance Claims Modelling with Factor Collapsing an
General Insurance Claims Modelling with Factor Collapsing an This abstract describes a paper that assesses the optimal manner to collapse a factor with many levels into one with a smaller number ...- Authors: Sen Hu, Adrian O'Hagan, Brendan Murphy
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Bayesian methods
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Portfolio Choice with Life Annuities under Probability Distortion
Portfolio Choice with Life Annuities under Probability Distortion This abstract describes work that revisits the optimal portfolio model in a financial market with a riskless bond, a risky asset, ...- Authors: Wenyuan Zheng, James Bridgeman
- Date: Feb 2014
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Investment and Reinsurance Options with Dynamic Financial An
Investment and Reinsurance Options with Dynamic Financial An This abstract describes a paper in which two different simulation studies are made for dynamic financial analysis. Dynamic Financial ...- Authors: Betül karagül, Samet Gencgonul
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Reinsurance
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Practical Analysis and Management of Cyber Risk
Practical Analysis and Management of Cyber Risk 03/13/2019 05:00:00 ...- Authors: Benjamin Goodman
- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: General Insurance (Property & Casualty); Technology & Applications>Cyber risk
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Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model
Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model This abstract describes a paper that lays out a theoretical basis with a parametric model to ...- Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Variable annuities