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First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks
First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks This paper establishes both first-order and second-order asymptotics for the Frechet, Weibull and Gumbel ...- Authors: Fan Yang
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Pricing Asian Options: Convergence of Gram-Charlier Series
Pricing Asian Options: Convergence of Gram-Charlier Series This paper studies the theoretical and numerical convergence of Gram-Charlier series applied to the pricing of Asian options.- Authors: Daniel Dufresne, Han-Bo Li
- Date: Apr 2016
- Competency: External Forces & Industry Knowledge
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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
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Another Open Educational Resource
Another Open Educational Resource This abstract describes an article that outlines a process for creating an online actuarial text. education;global;online actuarial text 6442475162 05/01/2017 ...- Authors: Edward Frees
- Date: May 2017
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession
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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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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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Experience Studies: The Linear Force Distribution
Experience Studies: The Linear Force Distribution This presentation shows how the the linear model is derived assuming that the force increases linearly over the year. linear force distribution; ...- Authors: John McGarry
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Stem Cell Therapy for Type 2 Diabetes
Stem Cell Therapy for Type 2 Diabetes This is article identifies and quantifies how one of several prospective cures for chronic conditions will impact healthcare. Diabetes, chronic illness ...- Date: Aug 2019
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Chronic health management - Health & Disability
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Robust strategies for target benefit pension plans under default risk
Robust strategies for target benefit pension plans under default risk This poster describes the optimal investment and benefit payment problem for a target benefit pension with default risk and ...- Authors: Suxin Wang, Ximin Rong , Hui Zhao
- Date: Apr 2021
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement
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Fighting Diabetes: An Analysis of Risk and Solutions to America’s Diabetes Crisis
Fighting Diabetes: An Analysis of Risk and Solutions to America’s Diabetes Crisis Review a report addressing the increasing prevalence and financial costs of diabetes in the United States. 06/05/ ...- Date: Jun 2024
- Competency: External Forces & Industry Knowledge
- Topics: Demography; Finance & Investments; Health & Disability