2022-10-23 | Actuarial exams, aggregate, compound distribution, insurance modeling
Discretizing Severity Distributions
2022-10-15 | aggregate, compound distribution, insurance modeling, Python
Introduction aggregate is a Python package providing fast, accurate, and expressive data structures that make working with aggregate (also called compound) probability distributions easy and intuitive. It allows
2022-10-22 | Acturial exams, aggregate, compound distribution, insurance modeling
Sections relevant to aggregatge. IAA Link 7. ACTUARIAL MODELS 7.2.1 Recognize classes of distributions, including extreme value distributions, suitable for modelling the distribution of severity of loss and their relationships. (B4)
2022-07-05 | aggregate, compound distribution, insurance modeling, Python
Series Outline Introduction Creating a simple aggregate distribution (throw of dice, fixed and Poisson freqs) About aggregate or compound loss distributions math and empirical examples; equal bucket size
2019-05-20 | presentations, AI, insurance
New AI techniques help computers solve problems that people find easy but that computers have historically found difficult, such as image or voice
2022-02-20 | insurance, risk, return, principal agent problem, non, additive probability
There are no universally true statements about risk.
2022-03-07 | pricing, insurance, risk, underwriting
Distortion risk measures When can a risk preference be represented by a certain functional form? EU, SEU, CEU, Savage etc.
2022-02-25 | presentations, insurance, risk, pricing
John Major and Stephen Mildenhall, CARe Meeting, June 9, 2021
2022-02-24 | insurance
McShane, Eling, and Nguyen (2021) McShane, Eling, and Nguyen (2021) Denuit and Robert (2021) Denuit and Robert (2021) Sriram and Shi (2021) Sriram and Shi (2021) Denuit and Lu (2021) Denuit and Lu (2021) Herrmann and Hibbeln (2021) Herrmann and Hibbeln (2021) Anand, Tyler Leverty, and Wunder (2021)
2022-02-28 | pricing, insurance, risk, underwriting
Broad buckets of risk process risk; param risk; winner’s curse; PAT; ambiguity; morale hazard; info asymmetry