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A Framework for Developing Livestock Insurance
A Framework for Developing Livestock Insurance This abstract describes a paper that provides a framework for the development of livestock insurance and examines how livestock insurance may be ...- Authors: Milton Boyd, Jeffrey S Pai, Lysa Porth
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Divided by a common language: communicating applied research in actuarial science
Divided by a common language: communicating applied research in actuarial science This abstract describes a presentation that gives examples of more successful and less successful communications ...- Authors: Mary Hardy
- Date: Dec 2012
- Competency: Communication
- Topics: Actuarial Profession; Enterprise Risk Management
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Risk analysis of annuity conversion options in a stochastic mortality environment
Risk analysis of annuity conversion options in a stochastic mortality environment This abstract describes a paper that provides a framework for a joint analysis of financial and longevity ...- Authors: Jochen Russ, Katja Schilling
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities
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Modeling Spatial Dependence and Optimal Retention for a Reinsurance Decision Model Under a Copula Framework
Modeling Spatial Dependence and Optimal Retention for a Reinsurance Decision Model Under a Copula Framework This abstract describes a paper that develops a fully integrated approach to spatial ...- Authors: Jeffrey S Pai, Lysa Porth, Milton Boyd
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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Complexity Science – What it is and Why You Want to Know About It
Complexity Science – What it is and Why You Want to Know About It This abstract describes a presentation that introduces new methods such as Experimental Mathematics, Genetic Algorithms, ...- Authors: David Snell
- Date: Dec 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Finance & Investments
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Loss Given Default in the Presence of Multivariate Regular Variation. Part 1: Introduction
Loss Given Default in the Presence of Multivariate Regular Variation. Part 1: Introduction This abstract describes a paper that proposes a new model for the loss given default (LGD), which takes ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Modeling Trades in the Life Market as Nash Bargaining Problems
Modeling Trades in the Life Market as Nash Bargaining Problems This abstract describes a paper that considers the pricing in a non-competitive market and models the pricing process as a ...- Authors: Rui Zhou, Ken Seng Tan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance
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Calibration of a Regime-Switching Interest Rate Model
Calibration of a Regime-Switching Interest Rate Model This abstract illustrates a calibration model against 60 years of historical data using a pragmatic mixture of filtering, maximum likelihood ...- Authors: James Bridgeman
- Date: Feb 2014
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On Basis Risk in Extreme Mortality CAT Bonds
On Basis Risk in Extreme Mortality CAT Bonds This abstract describes a paper that proposes a method to measure basis risk of extreme mortality CAT bonds. 6442453300 02/01/2014 06:00:00 ...- Authors: Sui Sum Rosena Chan, Xuemiao Hao
- Date: Feb 2014
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On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities
On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities This abstract describes a paper that presents two methods for calculating the exact ruin probability ...- Authors: Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
- Date: Feb 2014