scholarly journals Stochastic Risk Model: a Computing Method for Ruin Problems

2012 ◽  
Vol 1 (1) ◽  
pp. 1-3 ◽  
Author(s):  
Hoa Tran
Keyword(s):  
Risk Model ◽  
Computing Method ◽  
Stochastic Risk

scholarly journals Long-term stochastic risk models: the sixth generation of modern actuarial models?

2021 ◽  
Vol 26 ◽  
Author(s):  
Bill Curry
Keyword(s):  
Risk Management ◽  
Value At Risk ◽  
Risk Model ◽  
Simulation Models ◽  
Life Insurers ◽  
Sixth Generation ◽  
Actuarial Risk ◽  
The Uk ◽  
Stochastic Risk

Abstract This paper discusses the use of modelling techniques for the purpose of risk management within life insurers. The key theme of the paper is that life insurance is long-term business and carries with it long-term risks, yet much of modern actuarial risk management is focussed on short-term modelling approaches. These typically include the use of copula simulation models within a 1-year Value-at-Risk (VaR) framework. The paper discusses the limitations inherent within the techniques currently used in the UK and discusses how the focus of the next generation of actuarial models may be on long-term stochastic projections. The scope of the paper includes a discussion of how existing techniques, together with new approaches, may be used to develop such models and the benefits this can bring. The paper concludes with a practical example of how a long-term stochastic risk model may be implemented.

244 Derivation and validation of a clinical risk-model in heart failure based on 6-min walk test performance and NT-proBNP status

2007 ◽  
Vol 6 (1) ◽  
pp. 46-46
Author(s):  
L FRANKENSTEIN ◽  
L INGLE ◽  
A REMPPIS ◽  
D SCHELLBERG ◽  
C SIGG ◽  
...  
Keyword(s):  
Heart Failure ◽  
Test Performance ◽  
Risk Model ◽  
Walk Test ◽  
Clinical Risk

Double Cox risk model of reinsurance with portfolio

2014 ◽  
Author(s):  
Yinju Niu ◽  
Yongli Luo ◽  
Yafeng Xia
Keyword(s):  
Risk Model

VALIDATION OF A KNOWLEDGE-BASED RISK MODEL FOR BIOLOGICAL FOAMING IN ANAEROBIC DIGESTION SIMULATION

2010 ◽  
Vol 9 (2) ◽  
pp. 223-229
Author(s):  
Ignasi Rodriguez-Roda ◽  
Jordi Dalmau ◽  
Joaquim Comas ◽  
Eric Latrille ◽  
Jean-Philippe Steyer
Keyword(s):  
Anaerobic Digestion ◽  
Risk Model ◽  
Knowledge Based

Risk Management for Cultural Organizations.The Example of Agricultural Museums in the Czech Republic

2019 ◽  
Vol 3 (2) ◽  
pp. 111-122
Author(s):  
Michal Plaček ◽  
Milan Půček ◽  
František Ochrana ◽  
Milan Křápek ◽  
Ondřej H. Matyáš
Keyword(s):  
Risk Management ◽  
Czech Republic ◽  
Risk Model ◽  
Technical Support ◽  
High Quality ◽  
The Czech Republic ◽  
Managerial Practice ◽  
The Future

This paper deals with the analysis of risks which threaten the future sustainability and operations of agricultural museums in the Czech Republic. In the section on methodology, an applicable risk model has been proposed regarding the condition of museums in the Czech Republic. Using this model, the directors of agricultural museums can assess the most significant risks which may jeopardize the sustainability of museum operations over a three-year period. The greatest risks, according to museum directors, are a lack money for investment, the inability to retain high-quality staff, and issues with technical support for exhibitions. Assessing the importance of risk is positively associated with previous experiences of a particular type of risk, whereas the association of the importance of risk with previous managerial practice is rather inconclusive.

A Partly Parametric Additive Risk Model

1993 ◽  
Author(s):  
Ian W. McKeague ◽  
Peter D. Sasieni
Keyword(s):  
Risk Model ◽  
Additive Risk Model ◽  
Additive Risk
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