The Practising Ruin Working Party aims to introduce practitioners to modern ruin theoretic concepts as part of the toolkit for risk-return assessments
The objectives of the Practising Ruin Working Party are to:
- understand the basic stochastic discounted dividend model, and then write a simple account of the model, accompanied by a spreadsheet
- note down – and perform some initial thinking – on a list of key questions for researchers to consider in detail: these questions could be philosophical, technical or practical in naturE
- enhance risk-return assessments in general insurance by making academia research in the area of uin theory more accessible to practitioners.
Outputs:
- 2014 GIRO paper and presentation
- 2014 Capital Modelling seminar presentation being developed.
| Chair: | Joseph Lo |
|---|---|
| Membership: | 8 |
| Established: | 2013 |
Related documents
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Guidance for Member-Led Research Working Parties
9 November 2017
Contact Details
If you want more information about this research working party please contact the Communities Team.
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