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The Investment Process and Present Value Calculations
The Investment Process and Present Value Calculations After reading the Panjer-Bellhouse paper in the ... the Proceedings of the Ball State University Conference, I wondered whether their technique could be used ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Simplified Cash Flow Testing of Traditional Participating Whole Life Insurance
Simplified Cash Flow Testing of Traditional Participating Whole Life Insurance This is authors' ... liabilities. The model makes use of finance and accounting tools to monitor the reasonableness of ending and ...- Authors: Dorothy Andrews
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Whole life; Modeling & Statistical Methods>Stochastic models
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Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages Abstract
Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications ... Abstract In this paper, we investigate the dynamics of the Lee-Carter mortality index parameter kt.- Authors: Wai Chan, Siu-Hang Li, SIU HUNG CHEUNG
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
paper, originally published in 1992 in the Transactions of Society of Actuaries Vol. 44, deals with a topic ... actuaries in most fields of practice. “Without relying on formulas, this paper presents the important concepts ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models
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A Stochastic Investment Model for Actuarial Use
Investment Model for Actuarial Use The purpose of this paper is to present to the actuarial profession a stochastic ... Discussed in the paper are the general reasons for choosing the style of model, the general model and ...- Authors: A D Wilkie
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Theory of Stochastic Mortality and Interest Rates
Theory of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity and insurance ... having a random component. Several special models of interest rate fluctuation are examined in detail ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Aug 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Bayesian Reserving Models Inspired by Chain Ladder Methods and Implemented Using WinBUGS
inspired by a consideration of some of the methods and techniques appearing in the traditional chain ladder ... model for the year over year development factors. The issues of reserve variability and ranges of reasonable ...- Authors: David Scollnik
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
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Modeling Capital Market with Financial Signal Processing
Signal Processing This paper discusses the theoretic framework of modeling captial markets: index-based ... composition methodology and statisical procedure of model construction and extension: wavelets-based ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models
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Projection and Statistical Modeling of Mortality at Late Age Q&A
and Statistical Modeling of Mortality at Late Age Q&A Transcript of the Q&A period from Session ... Session 6A: Projection and Statistical Modeling of Mortality at Late Age Mortality assumption;Mortality ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Analyzing Accident Benefit Data Using Tweedie's Compound Poisson Model
Analyzing Accident Benefit Data Using Tweedie's Compound Poisson Model Following Jorgensen ... private passenger automobile accident benefit data. The Tweedie process is a three parameter distribution ...- Authors: Mary Kelly, Bent Jorgenson
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models