Description: This abstract describes a paper that shows how to calculate the distribution of discounted compound PH-renewal sums by inverting the Laplace transform.

Description: This abstract describes a presentation that relates to determining the next standards applicable for pension plan valuation in Canada, depending upon further decisions to be made by the Actuarial Standard Board-Conseil des norms actuarielles.

Description: This abstract describes a study that presents a hypothetical example of a UK term annuity firm and studies its solvency over the period 1985-2010 under various economic capital calculation approaches.

Description: This abstract describes a presentation in which the use of the propensity score in health care studies can minimize biases stemming from non-random treatment assignment and lead to appropriate conclusions on the effect of the intervention.

Description: This abstract describes a paper that proposes a mixture model approach to model and quantify the loss frequency and severity and the dependency between the units of measure.

Description: This abstract describes a paper that proposes to adopt Merton’s structural approach to model the balance sheet of the reinsurer with further incorporation of the dynamics of the fundamental variables to first value the contracts and then demonstrate how to optimally combine them in a way to achieve optimality in the (re)insurer’s external risk capital structure.

Description: This paper develops a pension product that can be offered in a defined contribution pension scheme as a deferred or immediate life annuity.

Description: This abstract describes a paper that summarizes and analyzes the risks catastrophe bond investors are exposed to and have to be aware of.

Description: This abstract describes a paper that proposes a copula-based multivariate Tweedie regression for modeling the semi-continuous claims while accommodating the association among different types.