Dribs and Drabs


Paul Embrechts "Risk Management: Then, Now and Tomorrow":第5世代のアクチュアリーとは


Paul Embrechts "Risk Management: Then, Now and Tomorrow"



RM: Tomorrow (5) – The Actuary of the 𝒏𝒕𝒉 kind
  • Actuary of the first kind: the life actuary (since 17th Century)
  • Actuary of the second kind: the non-life actuary (in 20th Century)
  • Actuary of the third kind (Hans Buehlmann, ASTIN Bulletin, 1989) for actuaries with skills on the investment side of the balance sheet
  • Actuary of the fourth kind: the ERM actuary (S.P. D’Arcy, Presidential address, November 14, 2005) ß Paul Embrechts presentation
  • Actuary of the fifth kind: F. Chan & F. Devlin, “B.A.U. for actuaries: Big data, Analytics & Unstructured data”