Archives for Articles
OPERATIONAL RISK MANAGEMENT: PRACTICAL IMPLICATIONS FOR THE SOUTH AFRICAN INSURANCE INDUSTRY
SAAJ 2018 Book Review
Articles, Journals, Other, and SA Actuarial Journal.
Abstracts of recent postgraduate theses and dissertations at South African universities
Articles, Journals, Other, and SA Actuarial Journal.
Abstracts of articles in other South African journals
Articles, Journals, Other, and SA Actuarial Journal.
SA Journal 2018: 2018-SAAJ Editorial
Articles, Journals, Other, and SA Actuarial Journal.
SAA Journal 2018: Linear predictor of the discounted renewal aggregate claims with dependent inter-occurrence times
Articles, Journals, and SA Actuarial Journal.
SAA Journal 2018: The Life Esidimeni arbitration and the actuarial quantification of constitutional damages
Articles, Journals, and SA Actuarial Journal.
SAA Journal 2018: A framework for simulating systemic risk and its application to the South African banking sector
Articles, Journals, and SA Actuarial Journal.
SAA Journal 2018: Mortality risks, reinsurance and risk-based supervision
Mortality risks, reinsurance and risk-based supervision Author: T Mourik ABSTRACT: Under risk-based supervision, mortality risks are generally considered proportional to the number of insured lives (N). This assumption is, however, incorrect for volatility mortality risks (this being the key justification for life insurance), as this risk is proportional to √N. The main benefits of reinsurance are consequently not properly reflected in the risk-based capital requirements under risk-based supervision Pillar 1. Similar findings apply to unexpired risks, also called ‘premium risks’, in non-life insurance. In this article, volatility risks shall therefore be thoroughly considered in the formulation and assessment of the
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Articles, Journals, and SA Actuarial Journal.