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Stochastic Modeling in Health Insurance
stochastic models. A lot of these can be more individual and collective models, but most people use deterministic ... it a little bit easier. Total IBNR is every individual period we're summing up (see McEllin Slide 11) ...- Authors: Armand Yambao, Jonathan Hendrickson, Edward McEllin
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling for Health Actuaries
talking about policy- year claims for a member or individual claims? MR. FUHRER: I'm talking about policy-year ... separate, and then just looking at the part of the table where out-of-pocket is going to influence the utilization ...- Authors: Charles S Fuhrer, Darrell Knapp, Doug Fearrington
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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Stochastic Immunization Charts 1-4
Stochastic Immunization Charts 1-4 These are Charts 1-4 from a presentation entitled 'Stochastic Immunization' From ... 15 CHART 2 VALUATION YIELD CURVE (0.60, 0.68, .072) Interest Rates ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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How to Make Guarantees on VAs Worth More than the Paper They're Written On
it's not like you're doing a valuation. You don't have to run your valuation model 10,000 times. You can ... of the risk of commissioner's annuity reserve valuation method (CARVM) allowance recovery. This amount ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Generating Stochastic Interest Rate Scenarios
a monograph for the Society, which is titled" Valuation of Interest-Sensitive Financial Investments" [for ... becomes very useful, because we can do this same valuation more efficiently by using iterations of single-period ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Hedging Variable Annuity Guarantees: A Practical Discussion
the volatility in that movement, because that valuation has to be done on capital markets assumptions ... affect shareholder value, not necessarily the individual components. You have to consider the overall ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
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Corporate Models and Assumptions
theoretical con- siderations. For instance, for individual life insurance we have a sub-model called a cell ... included all operations of the company and all the individual items were tied together in a cohesive and efficient ...- Authors: Allan Affleck, Robert A Lyle, Kihong Sung
- Date: Mar 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
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STOCHASTIC APPROACHES TO CORPORATE PLANNING
at book value. There is a mandatory securities valuation reserve which is much more of a burden on common ... handling the random variable is to use a random number table or generator to determine the value of the random ...- Authors: Frank S Irish
- Date: Apr 1977
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
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Probability of LTC Ruin?
went with the 1994 Group Annuity Mortality (GAM) Table, and, again, very simply you can put the information ... putting into the model. FROM THE FLOOR: The '94 table is not the correct mortality underlying this population ...- Authors: Janet Perrie, Daniel Bret Cathcart, Amy Pahl
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling in the Financial Reporting World
Stochastic Modeling in the Financial Reporting World This session of the SOA 2003 Washington, ... knowledge of how the coming stochastic approaches to valuation will impact financial reporting. MR. ROBERT ...- Authors: Robert W Wilson, Ronald Harasym
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models