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Found 1 - 25 of 104 matching your search criteria.

1. A Data-Analytic Method for Forecasting Next Record Catastrophe Loss
   We develop in this article a data-analytic method to forecast the severity of next record insured loss to property caused by natural catastrophic events...
2. A Risk Charge Calculation Based on Conditional Probability
   In this paper, a method will be illustrated which begins at the aggregate (portfolio) level for evaluating risk, and ends by producing prices for the component individual risks, effectively allocating the total portfolio risk charge...
3. A User-Friendly Introduction to Property-Casualty Claim Reserves
   Property-casualty (P&C) claim reserves are financial statement liabilities that represent estimated future claims...
4. Accounting for Risk Margins
   The purpose of this paper is to explore how such a risk margin should be incorporated in statutory accounting...
5. Analysis of the Capital Structure of an Insurance Company; An
   This paper takes a stochastic approach of risk and return at the company level, addressing capital markets and rate-regulatory issues...
6. Analysis of the Underwriting Risk for DFA Insurance Company: An
   The DFA Insurance Company (DFAIC) is a fictional insurance company created by the CAS for the 2001 Dynamic Financial Analysis (DFA) Call for Papers...
7. Application of Game Theory to Some Problems in Automobile Insurance
   In this paper we shall study the problem of determining "correct" premium rates for sub-groups of an insurance collective...
8. Applications of methods of operations research and modern economic theory
   It is rather a pity that we received only three papers especially devoted to subject 2, "applications of methods of operations research and modern economic theory"...
9. Are You Ready?
   This paper presents a possible vision for the treatment of property/casualty and other related risks in a converging financial-services marketplace...
10. Assessing the Underwriting Risk of a Composite Insurance Company
    The paper shows a practical way to assess the underwriting risk of an insurance company...
11. ASTIN Colloquium at Randers (Introductory Report to Subject A)
    Our discussions today will concern Subject A: Risk Theory, in particular the overall risk involved in operating an insurance concern...
12. Basis Risk and Cat Risk Management
    Abstract: Index-based securities can be used to manage the risk of losses from catastrophic events such as hurricanes and earthquakes...
13. Betas calculated with Garch models provides new parameters for a Portfolio selection with an Efficient Frontier
    This paper is a summary of the appliance of the Arch models in the selection of as best Portfolio...
14. Canadian Charter of Rights and Freedoms Its Effect on the Canadian Automobile Insurance Industry, The
    With the existence of the new Canadian Charter of Rights and Freedoms, it is expected that many of the present risk classification parameters used by the Canadian automobile insurance industry will be challenged...
15. Capital Adequacy and Allocation Using Dynamic Financial Analysis
    This paper will discuss the use of a Dynamic Financial Analysis (DFA) model to assist a client company in determining the total capital required to support its underwriting activities, and the portion of that total required capital allocated to each operating division...
16. Claim Reserving: Performance Testing and the Control Cycle
    Fundamentally, estimates of claim liabilities are forecasts subject to estimation errors...
17. Coherent Risk Measures on General Probability Spaces
    We extend the definition of coherent risk measures, as introduced by Artzner, Delbaen, Eber and Heath, to general probability spaces and we show how to define such measures on the space of all random variables...
18. Concentration Charge: Reflecting Catastrophe Exposure Accumulation in Rates, The
    Diversification of exposure concentration means geographical balancing amongst capacity providers - insurers, reinsurers, or capital market participants...
19. Consistent Measurement of Property-Casualty Risk-Based Capital Adequacy
    This paper is a review and case study of Butsic's expected policyholder deficit (EPD) framework for measurement and maintenance of risk-based capital adequacy for property-casualty insurance companies, the promise of which is that long term solvency protection can be achieved by periodic assessment and adjustment of risk-based capital using a consistent and short time horizon, e...
20. Constrained Profit Maximization Model For a Multi-Line Property/Liability Company, A, [Review of Paper]
    At last, a paper applying microeconomic theory to the insurance industry! Mr...
21. Constrained Profit Maximization Model for a Multi-Line Property/Liability Company; A
    One of the decisions to be made by a multiline property/liability insurance company is the amount of business to be written in each of its product lines...
22. Cost of Mixing Reinsurance; The
    Excess and surplus lines underwriters, and others, rely heavily on facultative reinsurance support as an important part of their underwriting function...
23. Creation of Value through a Specialized Distribution Network, The
    Within the value creation chain of an insurance company the role of sales networks is fundamental, as creating shareholder value is strictly linked with creating customer value...
24. Credibility and Solvency
    An important fact brought into sharp focus by the papers submitted to last year's program is that a healthy insurance enterprise not only must produce adequate earnings but must do so steadily and predictably...
25. Data and Disaster: The Role of Data in the Financial Crisis
    Motivation: Since 2007 a global financial crisis has been unfolding...

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