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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
Paper Committee Effective June 8, 1995 179 TABLE OF CONTENTS List of figures and tables Acknowledgements ... between insurance contracts Appendix B: Mortality table CA80-82, male 180 ACKNOWLEDGEMENTS I would ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance
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Stochastic Interest Rates and Insurance Portfolios the Impact of Model and Parameter Selection
goal may be defined as f'mding a sdtable set of valuation assumptions such that the actuarial liabilities ... A first approach consists of loading each valuation assumption one by one by an appropriate margin ...- Authors: Gary Parker
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods