Time Dependent Stop-Loss Reinsurance and Exposure Curves

Virtual 24th International Congress on Insurance: Mathematics and Economics


Time Dependent Stop-Loss Reinsurance and Exposure Curves
Mert, Özenç Murat; Kestel, Sevtap Ayşe (2021-07-09)
Time dependent stop-loss reinsurance and exposure curves
Mert, Özenç Murat (2021-06-01)
Stop-loss contracts are the most commonly used reinsurance agreements in insurance whose important factors are the retention and the maximum (cap) values attained on the random loss, which may occur within the policy period. Therefore, determining and forecasting the loss amounts is an important issue for both the insurer and the reinsurer. Along with many approaches in actuarial literature, we propose a geometric Brownian motion (BM) with the time-varying parameters to capture the time-dependent loss amoun...
Time dependent analysis of clear water scour around bridge piers
Yanmaz, A. Melih; Altınbilek, Doğan H.; Department of Civil Engineering (1989)
Time Dependent Analysis of Clear Water Scour Around Bridge Piers
Yanmaz, Ali Melih (1989-06-01)
Time variant component and system reliability analysis of bridges
Ghasemnejad Berenji, Vahid; Akgül, Ferhat; Department of Engineering Sciences (2015)
This study aims to develop a time variant reliability algorithm for a bridge component or system capable of incorporating multiple deterioration and live load models to be selected by the user. The algorithm is developed as a shell program built over a previously developed core program (RELSYS) which is based on the First Order Reliability Method (FORM). After reviewing previous research performed on both time invariant and time variant bridge reliability, the fundamental concepts of time variant reliabilit...
Citation Formats
Ö. M. Mert and S. A. Kestel, “Time Dependent Stop-Loss Reinsurance and Exposure Curves,” presented at the Virtual 24th International Congress on Insurance: Mathematics and Economics, Amerika Birleşik Devletleri, 2021, Accessed: 00, 2021. [Online]. Available: https://ime-2021.pages.math.illinois.edu/program-book/.