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Dependent Multi-Peril Ratemaking Models
Dependent Multi-Peril Ratemaking Models This is the abstract for the paper on dependent multi-peril ratemaking models. Abstract;Copulas;Insurance Pricing;Multivariate; 14508 07/30/2010 17:38:00 ...- Authors: Edward Frees, Glenn Meyers, A David Cummings
- Date: Jul 2010
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Copula Regression
Copula Regression This is the abstract for the presentation on copula regression. Abstract; 14554 07/30/2010 17:39:00 ...- Authors: Stuart Klugman, Rahul Amba Parsa
- Date: Jul 2010
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Capital Adequacy Requirements for Life Insurers under the Canadian, US and the Proposed EU Solvency II Regulatory Frameworks
Capital Adequacy Requirements for Life Insurers under the Canadian, US and the Proposed EU Solvency II Regulatory Frameworks This is the abstract for the paper on capital adequacy requirements ...- Authors: Ishmael Sharara
- Date: Jul 2010
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Measuring and managing systemic risk
Measuring and managing systemic risk This abstract describes a paper that proposes the use of the Co Conditional Tail Expectation 'CoCTE' to measure systemic risk and endogenizes ...- Authors: Phelim Boyle, Joseph Hyun-Tae Kim
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Systemic risk
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The expected discounted penalty at ruin for a risk model with two-sided jumps
The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes a paper that considers a general risk model in which both the claim and income gain arrivals ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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A note on optimal insurance under ambiguity
A note on optimal insurance under ambiguity This abstract describes a paper that investigates the effect of ambiguity on the market for insurance when preferences are ordered by comparison of ...- Authors: Mostafa Mashayekhi
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics>Financial economics
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Using Cohort Change Ratios to Estimate Life Expectancy in Populations Closed to Migration: A New Approach
Using Cohort Change Ratios to Estimate Life Expectancy in Populations Closed to Migration: A New Approach This abstract describes a paper that shows that life expectancy at birth for populations ...- Authors: David A Swanson, Lucky Tedrow
- Date: Jul 2010
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Optimal reinsurance strategy in two dimensional risk model
Optimal reinsurance strategy in two dimensional risk model This abstract describes a paper that studies optimal reinsurance strategy regarding two-dimensional risk. Reinsurance;Stop-Loss; 14620 ...- Authors: Wei Wei
- Date: Jul 2010
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DIVERSITY IN THE ACTUARIAL PROFESSION Next Steps – A Look Ahead
DIVERSITY IN THE ACTUARIAL PROFESSION Next Steps – A Look Ahead Abstract of a presentation on possible next steps needed to achieve appropriate levels of integration. From Actuarial Research ...- Authors: Barry McKeown
- Date: Jan 2012
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Approximate Copula Regression
Approximate Copula Regression This abstract describes a paper in which several issues surrounding the 2011 paper “Copula Regression”, Variance volume 5-issue1, by Rahul A. Parsa and Stuart A.- Authors: Paul Ferrara, Rahul Amba Parsa
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods>Regression analysis