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Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds The abstract ... and Their Effect on Pricing Survivor Bonds. Individual annuities;Longevity;Mortality modeling;Payout ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research ... given, including returns on a stock and option valuation. Stochastic models; 5951 1/1/2007 12:00:00 ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth ... in general, or portfolios of life annuities. Individual annuities;Longevity;Mortality modeling;Payout ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management
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2005 Living to 100 and Beyond Monograph: An Investigation of Select Birth Cohorts
first such criterion that we propose is based on individual age comparisons, and it defines a select birth ... before it and just after it at the majority of individual ages. 10 We do admit that this ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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A Simple Approach to Evaluate the Distribution of Aggregate
A Simple Approach to Evaluate the Distribution of Aggregate This abstract describes a paper ... aggregate claims can be represented as a sum of individual claim amounts with a random number of claim counts ...- Authors: Ranee Thiagarajah
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge
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A Comparison: Some Approximations for the Aggregate Claims D
A Comparison: Some Approximations for the Aggregate Claims D This abstract describes ... combinations of distributions of claim counts and individual claim amounts, the exact distribution of aggregate ...- Authors: Ranee Thiagarajah
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
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Growing Challenge of Obesity in the Insurance Industry
Growing Challenge of Obesity in the Insurance Industry This paper highlights the menace of overweight ... indemnity costs as 11 times higher (see below). Table 3: Medical & Indemnity WC Claims Costs by BMI: ...- Authors: Ranee Thiagarajah
- Date: Oct 2008
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Health risks