Description: This abstract describes a paper that separates mortality into component parts in order to analyze observed trends over time.

Description: This abstract describes a paper that presents an analysis of the capital needs, needed return on capital, and optimal reinsurance retention for insurance companies, all within the context of the compound Poisson distribution.

Description: This abstract describes a paper that derives a simple explicit solution for an efficient portfolio with positive weights.

Description: This paper proposes a combinatoric approach to express higher moments of the quadratic variation process in terms of higher order variations of the original process and autocorrelations of the original process.

Description: This abstract describes a paper that implements a lifetime utility model including both GMDB options and term life insurance and allowing the policyholder to optimize both consumption and fund allocation decisions.

Description: This abstract describes a presentation that highlights technological, demographic, cultural, criminal, regulatory, and global market changes that foreshadow threats to marketplace firms’ survival.

Description: This abstract describes a paper that generalizes the Poisson process to a renewal process, especially Erlang (n) renewal processes.

Description: This presentation presents formulas for the first two raw moments and the first joint moment of the aggregate risk process for medical malpractice insurance.

Description: This abstract describes a paper that analyzes the sample size effects on the estimation of the beta.

Description: This abstract describes a presentation that shows a study on a long-term disability insurance portfolio under stochastic interest rates.