by Nancy Xu | Dec 22, 2018 | Asset Pricing, Risk Aversion, Statistics
Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links The Time Variation in Risk Appetite and Uncertainty Tags: Risk Appetite, Economic Uncertainty, Asset Pricing, Non-Gaussianity, Predictability, High...
by Michael R. Powers | Oct 16, 2018 | Actuarial Pricing, Non-life insurance, Statistics, Underwriting
Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Ordinary and Markov-Switching Autoregressive Models for Firm-Level Underwriting Data Tags: Underwriting-profitability, Regimes, Cycles, Autoregressive...
by Pintao Lyu | Sep 1, 2018 | Longevity, Mortality Forecast, Statistics
Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Coherent Mortality Forecasting for Less Developed Countries Tags: mortality rate, forecasting, life expectancy, longevity, developing country, IRFRC More...
by Gary Venter | Aug 17, 2018 | Reserving, Statistics
Nanyang Business School Forum on Risk Management and Insurance Home About Archives Categories Contributors Links Regularized Regression for Reserving and Mortality Models Tags: Regularized Regression, Reserving, Mortality, IRFRC More from: Gary Venter Editor’s...
