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The Practical Uses Of Risk Theory
The Practical Uses Of Risk Theory This panel discussion session focused on the practical applications of risk theory. Risk theory; 15382 10/1/1982 12:00:00 AM ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Raising the Bar on Model Validation
Raising the Bar on Model Validation With many complex regulatory changes on the horizon as well as pressures to ensure model accuracy from auditors, regulatory requirements and new actuarial ...- Authors: Paul Chao-Liang Chen, Patrick Davidson , Dylan Strother
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency
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Modeling and Forecasting Cause-of-Death Mortality
Modeling and Forecasting Cause-of-Death Mortality The Product Development Section, the Financial Reporting Section, the Modeling Section and the Committee on Life Insurance Research are pleased ...- Authors: 000000751731
- Date: Dec 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data This paper addresses some pervasive problems in using secondary data in actuarial research. An approach to solving ...- Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Computers And Users
Computers And Users Article from The Actuary, June 1971 – volume 5 - Issue 6 is a recap of the LOMA Systems Forum held in New York, March 15-17, 1971. Computer science;Life insurance;Life Office ...- Authors: Malcolm D MacKinnon
- Date: Jun 1971
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods; Technology & Applications>Computer science
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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing market consistent financial statements encounter the issue of developing volatility ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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The Fuzziness in Regression Models
The Fuzziness in Regression Models This paper addresses the fuzziness in regression models. The goal is to present a test procedure to explicitly examine whether an independent variable has a ...- Authors: Arnold Shapiro, Marie Claire L Koissi, Thomas R Berry-Stolzle
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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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 ...- 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
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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy