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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 ...- Authors: Yi Lu, Shuanming Li
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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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.- 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