Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Regents' Proceedings
None
Investment Guarantees
A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies. Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo and is a Fellow of the Institute of Actuaries and an Associate of the Society of Actuaries, where she is a frequent speaker. Her research covers topics in life insurance solvency and risk management, with particular emphasis on equity-linked insurance. Hardy is an Associate Editor of the North American Actuarial Journal and the ASTIN Bulletin and is a Deputy Editor of the British Actuarial Journal.
Reporter
None
Effective Statistical Methods for Group Insurance
Given the risk characteristics and the observed claim cost for the experience period, this book describes some ways in which statistical methods can be used in the calculation of net premiums for individual groups having non-identical risk characteristics and credibility generally less than one. The applications result in unique credibility formulas that take into account the individual characteristics, and are expected to provide adequate, equitable, and competitive premiums. The underlying methods are designed to be consistent with current actuarial practice, though giving attention to occasional need for suitable modifications. Since stop loss claim costs are a function of the behavior of the tails of their respective distributions, this part of the book assesses such claim cost using well established parametric models, and provides comprehensive tables of the corresponding stop loss premiums.
Coming of Age
None
