Articles tagged "Pricing"

Pricing tree structures with shifting parameters

Greg Taylor from UNSW Business School gives a brief summary of his paper on pricing tree structures with shifting parameters, discussing motivation, hierarchical models, the Kalman filter and a numerical example.

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Micro-insurance in the Philippines

Is Australian style community rating a good model for developing health micro-insurance in the Philippines?

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The Winner's Curse

Although the term may be unfamiliar, the Winner’s Curse is a subject that many actuaries have come across in one form or another and implicitly understand without having investigated in depth. Understanding the subject of the Winner’s Curse is important in some actuarial fields, in particular, Group Risk.

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