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Credibility Theory: An Application to Pension Mortality Assumptions
use credibility theory or to adjust mortality table assumptions in their practice, the paper provides ... Plan Mortality Experience Standard Mortality Table (relevant data) Lots of data, but may not accurately ...- Authors: Julie Curtis
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Retirement Section News
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans
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What is the Scope of Model Validation?
models, we are validating models for pricing, valuation and hedging, to name a few. What is the first ... See page 27 for a process map for a generic valuation model in the suppliers, inputs, process, outputs ...- Authors: Society of Actuaries, James McClure
- Date: Aug 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Assumptions and methods
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Revisiting Pension Actuarial Science: A Five-Part Series – Discussant Comments
current financial model for the mark-to- market valuation of public sector pension liabilities. The paper ... benefit payments confuses asset valuation with liability valuation, two separate and distinct processes ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
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Present Values, Investment Returns and Discount Rates
uncertain by definition. Most institutional and individual investors endeavor to fund their financial commitments ... 3.1. Note that the geometric returns for the individual asset classes are 6.19 percent and 5.53 percent ...- Authors: Dimitry D Mindlin
- Date: Feb 2014
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Pensions & Retirement>Assumptions and methods
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A Critique Of The Manhart Brief
impossible to quantify the risk contributed by each individual, it is also not necessary to extend the classification ... annuity “indicates that the use of a “unisex” table is appropriate in certain circumstances. . . .” ...- Authors: Arthur W Anderson
- Date: May 1978
- Competency: Communication>Written communication; Leadership>Professional network leverage; Professional Values>Ethical standards
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Best practices; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension legislation and regulation; Public Policy
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Survey of FAS 87 Assumptions
PAGE 4 INTERNATIONAL SECTION NEWS JUNE 1998 TABLE 1 Bond Yields and CPI in the 20 Countries Included ... JUNE 1998 INTERNATIONAL SECTION NEWS PAGE 5 TABLE 2 Discount Rate Distribution Average Lowest 1996 ...- Authors: FRANCIS ROGER ATKINS
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: International News
- Topics: Economics>Macroeconomics; Global Perspectives; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension accounting
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SOA Assumption Development And Governance Discussion: Third Quarter 2013 Calls
their assumptions consistent across pricing, valuation, reserve adequacy testing, and illustrations ... including the appointed actuary, pricing actuaries, valuation actu- aries, illustration actuaries and accountants/controllers ...- Authors: Andrew Besendorf
- Date: Mar 2014
- Competency: Leadership>Thought leadership
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Pensions & Retirement>Assumptions and methods
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Pension Forecasts, Part I: Some Questions
Pension Forecasts, Part I: Some Questions This article describes a simplified problem in ... plan characteristics appropriate for selecting valuation assumptions. After the initial tables are produced ...- Authors: Lawrence N Bader
- Date: Feb 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Pension Section News
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management
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Capital Market Assumptions—The Past Performance Future Returns Debate
of numbers combined in lots of different ways. Table 1 on page 12 shows several cuts at lots of data ... at individually—domestic stock, bonds, and cash (Table 1). At the extremes, if we use only 10 years of ...- Authors: Jane Arnold
- Date: Nov 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Pension Section News
- Topics: Pensions & Retirement>Assumptions and methods
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Expected Geometric Returns
Expected Geometric Returns The article has formulas for calculating the geometric return of a portfolio ... 46 σ p2 Figure 1: Formula for Rate of Return Table 1 shows the expected geometric rates of return for ...- Authors: Philip McCaulay
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Pension Section News
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management