Alternative framework for the fair valuation of participating life insurance contracts [PDF]
, 2004 In this communication, we develop suitable valuation techniques for a with-profit/unitized with profit life insurance policy providing interest rate guarantees, when a jump-diffusion process for the evolution of the underlying reference portfolio is used.
Ballotta, L.
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A real option approach for investment opportunity valuation
, 2016 In this paper, the valuation of an investment opportunity in a high-tech corporation using real option theory and modern capital budgeting is studied.
Na Song, Yue Xie, W. Ching, T. Siu
semanticscholar +1 more source
Identification and separation of DNA mixtures using peak area information [PDF]
, 2004 We introduce a new methodology, based upon probabilistic expert systems, for analysing forensic identification problems involving DNA mixture traces using quantitative peak area information.
Cowell, R. +2 more
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International Journal of Global Operations ResearchThe pension program provider requires actuarial valuation to estimate the necessary fund amount for pension payments. This research employs the projected unit credit and individual level premium methods.
Atha Hukama +2 more
semanticscholar +1 more source
The decomposition of disease and disability life expectancies in England 1992-2004 [PDF]
, 2009 ISBN 978-1-905752-23-2 www.cass.city.ac.uk "This paper originated in an independent report for the Department of Health. Any opinions expressed in this paper are my/our own and not necessarily those of my/our employer or anyone else I/we have ...
Mayhew, L., Rasulo, D., Rickayzen, B. D.
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To split or not to split: Capital allocation with convex risk measures [PDF]
, 2007 Convex risk measures were introduced by Deprez and Gerber (1985). Here the problem of allocating risk capital to subportfolios is addressed, when aggregate capital is calculated by a convex risk measure.
Tsanakas, A.
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Time-Consistent and Market-Consistent Evaluations [PDF]
, 2013 We consider evaluation methods for payoffs with an inherent financial risk as encountered for instance for portfolios held by pension funds and insurance companies.
Artzner +76 more
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The quest for a donor: probability based methods offer help [PDF]
, 2005 When a patient in need of a stem cell transplant has no compatible donor within his or her closest family, and no matched unrelated donor can be found, a remaining option is to search within the patient’s extended family. This situation often arises when
Bosnes, V. +4 more
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Maximum Market Price of Longevity Risk under Solvency Regimes: The Case of Solvency II. [PDF]
, 2016 Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through longevity-linked securities. The market of longevity-linked securities is at present far from being complete and does not allow finding a ...
Helena Leino-Kilpi (3471101) +5 more
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Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate [PDF]
The trustees of funded defined benefit pension schemes must make two vital and inter-related decisions - setting the asset allocation and the contribution rate.
Charles Sutcliffe, John Board
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