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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper This is a Fellowship Credit Research Paper. A portfolio of different insurance ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Capital Allocation by Possibilistic Linear Programming Approach
Capital Allocation by Possibilistic Linear Programming Approach Traditional mean-variance method does not take skewness of the random rate of return into consideration. It only considers minimum ...- Authors: Lijia Guo, Zhen Huang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Dynamic Spanning of Contingent Claims
Dynamic Spanning of Contingent Claims In this paper we discuss the link between the price of a contingent claim and its replicating strategies. We compute the replicating strategies for some ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Manipulating Lagrangian Distributions and Associated Compound Distributions with Maple
Manipulating Lagrangian Distributions and Associated Compound Distributions with Maple Applications of Lagrangian distributions to modelling claim frequency data in an insurance portfolio is a ...- Authors: Rohana Ambagaspitiya
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods>Stochastic models