Announcement: SOA congratulates the new FSAs for March 2025.

Log in / My SOA
Refine your search
  • {{result}}
Browse by Topic
or
Publication Browse
1 - 5 of 5 results (0.22 seconds)
Sort By:

  • First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks

    First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks This paper establishes both first-order and second-order asymptotics for the Frechet, Weibull and Gumbel ...

    View Description

    • Authors: Fan Yang
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM

  • Sustainable ERM

    Sustainable ERM The author discusses how sustainable enterprise risk management (SERM) is valuable for insurance companies and how actuaries can contribute to its development. Enterprise risk ...

    View Description

    • Authors: Fan Yang
    • Date: Jan 2015
    • Competency: Professional Values>Public interest representation; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Actuary Magazine
    • Topics: Finance & Investments>Economic value; Pensions & Retirement>Risk management

  • Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function

    Asymptotic Expressions for the Haezendonck- Goovaerts Risk Measure with General Young Function This abstract describes a paper that extends the asymptotic analysis for the HG risk measure to the ...

    View Description

    • Authors: Qihe Tang, Fan Yang
    • Date: Feb 2014

  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks

    On the Haezendonck-Goovaerts Risk Measure for Extreme Risks Presented at August 2011 46th Actuarial Research Conference. This paper focuses on mainly focus on the case in which the risk ...

    View Description

    • Authors: Application Administrator, Fan Yang
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Risk measurement - ERM

  • On the Haezendonck-Goovaerts Risk Measure for Extreme Risks

    On the Haezendonck-Goovaerts Risk Measure for Extreme Risks This presentation from the 2011 46th Actuarial Research Conference is about the Haezendonck-Goovaerts risk measure for extreme risks.

    View Description

    • Authors: Fan Yang
    • Date: Aug 2011
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
    • Per Page: