but not reported (IBNR) claims (in property-casualty insurance) from residuals in a dynamic claims forecast model is … through insurance accounting relationships for adjusted underwriting results; and loss ratio or pure premium calculations …

Securitization of the rainfall risk involves pooling of the rainfall contingent insurance policies to issue financial … may find it difficult to re-emerge. India has implemented a country wide rainfall based insurance cover to compensate the … agri-households based on the weather outcome. But the pooled rainfall risk in a rainfall insurance portfolio is currently …

processes and their applications in insurance. We analyse characteristics regarding the dependence in frequency and dependence … compensation insurance. How to assess the fit of these models with respect to the dependence structure exhibited by the dataset is …

single‐employer pension insurance program. This is an alternative approach to the calculations of expected future PBGC … payouts in the PBGC Exposure Reports. The PBGC insurance is akin to an exchange option, a financial instrument that allows a … particularly painful. The valuation we perform also reflects the fact that PBGC insurance is trigged only in the case of bankruptcy …

, they are frequently seen as uneconomical products, which is caused mainly by the fact that insurance policies compensations … of such insurance types, carry out an accurate valuation of the unit-linked insurance portfolio, as well as to … investigate financial surplus in relation to a traditional insurance with guaranteed sum. …

processes and their applications in insurance. We analyse characteristics regarding the dependence in frequency and dependence … compensation insurance. How to assess the fit of these models with respect to the dependence structure exhibited by the dataset is …

insurance pool, we introduce a few new concepts of motor loss ratelinked securities such as motor loss rate options and motor … loss rate swaps. These hybrid derivatives can transfer the motor insurance loss rate risks to the capital markets. For the … valuation of the motor loss rate-linked securities, we assume that motor insurance aggregate claims follow a compound Poisson …

of swaptions, aimed at generating mark-to-market interest rate scenarios in the Korean insurance industry. Our approach …