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  • 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
  • Is the Compression of Morbidity a Universal Phenomenon?

    Is the Compression of Morbidity a Universal Phenomenon? A recent study sheds light on the measurement and implications of the relationship between increased morbidity and declining disability.

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    • Authors: Jean Marie Robine, Siu Lan Cheung, Shiro Horiuchi, A Roger Thatcher
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge; External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Problem analysis and definition
    • Topics: Actuarial Profession>Academic partnerships; Experience Studies & Data>Morbidity; Global Perspectives; Health & Disability>Disability insurance; Modeling & Statistical Methods