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  • Ruin theory with Parisian delays

    Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process ...

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    • Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
    • Date: Jul 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • A Two-decrement Model for the Valuation and Risk Measurement

    A Two-decrement Model for the Valuation and Risk Measurement This presentation develops an integrated approach that addresses simultaneously guaranteed annuity option (GAO)’s pricing and capital ...

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    • Authors: YIXING ZHAO, ROGEMAR SOMBONG MAMON, Huan Gao
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • Risky Business Bulletin - June 2013

    Risky Business Bulletin - June 2013 This risk bulletin, published by the Society of Actuaries, provides insights and expertise on critical business issues from industry leading enterprise risk ...

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    • Authors: Society of Actuaries
    • Date: Jun 2013
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • Modernizing Risk Analysis

    Modernizing Risk Analysis Introduces the concept of total risk analysis, a methodology used to answer questions like "what are the chances we will lose more than $1 million" Risk modeling, ...

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    • Authors: Dariush Akhtari
    • Date: Feb 2025
    • Competency: Communication; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: Risk Management
    • Topics: Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods; Modeling & Statistical Methods>Credibility theory
  • 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 ...

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    • Authors: Yi Lu, Shuanming Li
    • Date: Jul 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks

    On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.

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    • Authors: Fan Yang
    • Date: Aug 2011
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods