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May
23
comment On the interface between Quant finance and actuarial-science/insurance-math
The activity of insurance companies is constrained by regulations that specify actuarial limits and actuarially defined capital reserves, not "quantish" distribution or mitigation of risk. Until this changes, the mathematical basis of the insurance is likely to remain distinct from that used in the rest of the financial industry.
May
23
comment What are some examples of Compound Poisson processes in insurance?
"claims are likely to come in waves." Har.
May
30
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May
30
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May
29
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29
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May
29
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