Results 1 to 10 of about 634,354 (92)
The difference between LSMC and replicating portfolio in insurance liability modeling. [PDF]
Eur Actuar J, 2016 Solvency II requires insurers to calculate the 1-year value at risk of their balance sheet. This involves the valuation of the balance sheet in 1 year’s time. As for insurance liabilities, closed-form solutions to their value are generally not available,
Pelsser A, Schweizer J.
europepmc +2 more sources
Frontiers in Public Health, 2022 Environmental pollution liability insurance (EPLI) is a type of insurance purchased by an enterprise to compensate the loss of the victims in the event of an environmental pollution incident.
Wenqing Wu +4 more
semanticscholar +1 more source
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
ASTIN Bulletin: The Journal of the International Actuarial Association, 2019 Delong et al. (2018) presented a theory of fair (market-consistent and actuarial) valuation of insurance liability cash-flow streams in continuous time.
Łukasz Delong +2 more
semanticscholar +1 more source
Fair Valuation of Insurance Liability Cash-Flow Streams in Continuous Time: Theory
Insurance, Mathematics & Economics, 2018 We investigate fair (market-consistent and actuarial) valuation of insurance liability cash-flow streams in continuous time. We first consider one-period hedge-based valuations, where in the first step, an optimal dynamic hedge for the liability is set ...
Łukasz Delong +2 more
semanticscholar +1 more source
A Study on the Estimation of the Discount Rate for the Insurance Liability under IFRS 17
, 2018 This study aims to suggest a method to estimate the illiquidity premium and the discount rate for the insurance liability and provide their estimates based on it.
Sekyung Oh +4 more
semanticscholar +1 more source
Equilibrium Recoveries in Insurance Markets with Limited Liability
Journal of Mathematical Economics, 2019 This paper studies optimal insurance in partial equilibrium in case the insurer is protected by limited liability, and the multivariate insured risk is exchangeable. We focus on the optimal allocation of remaining assets in default.
Tim J. Boonen
semanticscholar +1 more source
, 2016 One of the most significant instruments used in motor third-party liability insurance rating is bonus-malus system. The aim of the bonus-malus system is to provide a fairness of the premiums paid by ensuring everyone pays a premium that corresponds ...
S. Bülbül, Kemal Burak Baykal
semanticscholar +1 more source
The Gap in Insurance Liability for Blood and Research Gamma Irradiators. [PDF]
Health Phys, 2023 Kamen J +4 more
europepmc +1 more source
When Compensation Becomes Unsustainable: Rethinking Medical Liability in ENT. [PDF]
Turk Arch OtorhinolaryngolErdağ TK.
europepmc +1 more source
The Repeal of Noneconomic Damage Caps and Medical Malpractice Insurance Premiums. [PDF]
Health EconMizushima Y, Whaley C, Yu H.
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