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Update on Total Asset Requirements for Variable Products with Guarantees
Update on Total Asset Requirements for Variable Products with Guarantees Update on Total ... products with guarantees Annuity reserves;Annuity valuation;Guaranteed minimum death benefits=GMDB;Risk-based ...- Authors: James W Lamson, Max Rudolph
- Date: Nov 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Conditional Tail Expectation; Public Policy
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An Alternative to Capital Allocation
An Alternative to Capital Allocation This paper illustrates a current approach to capital allocation, ... insurer’s operations by allocating capital to individual lines of business. It then highlights a common ...- Authors: TOM MATTHEW MCINTYRE, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Stochastic models
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Generalized Bondy Development
Generalized ... of the deve lopment pat te rns fo r the individual l osses . I f the mix o f bus iness changes ... t s a re summarized in the fo l low ing table. Other types of distortion are possible, but are ...- Authors: Alfred Weller
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation
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Excess Ratio Distributions in Risk Theory
frequency distribution called Table "M" some years ago and this table has been revised from time to ... solved. In Table i are set forth actual values of ~(n) for the gamma distribution TABLE 1 .4 A VALUES ...- Authors: Dwight K Bartlett
- Date: Oct 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation
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PBR Simplified Methods Project
Methods Project By Mark Birdsall Section 2G of Valuation Manual Section 20 (VM-20) states the following: ... estimation error and adverse deviation, as the valuation manual requires. A user-defined function could ...- Authors: Mark Birdsall
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Life Insurance>Term life; Life Insurance>Universal life; Life Insurance>Whole life; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Summary of paper entitled 'Variance of the CTE Estimator'
76 0.77 1.06 0.19% Some key takeaways from this table are: Any given trial provides a reasonable estimate ... CTEFSE k kk D DD D D Table 1 shows the results of two trials (first and last) ...- Authors: Application Administrator, Geoffrey Hancock
- Date: Aug 2008
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation
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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting ... produce comparable results raises its head (Table 1). Table 1 Volatility of Loss in the Tail of Possible ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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An Introduction To Risk Measures For Actuarial Applications
(3) From this we can construct the following table: x Pr[L ≤ x] 100 1.00 50 0.995 10 0.95 0 0.85 ... larger in the farther tails of the distribution. Table 1 is an excerpt from one sample of 1000 values simulated ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
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Risk Aggregation and Diversification
a random sum, S = i=1 d ∑ Xi, in which the individual risks 𝑋𝑋𝑖𝑖 depict losses (claims of the different ... longer be easily specified. , in which the individual risks Xi depict losses (claims of the different ...- Authors: Carole Bernard, steven vanduffel
- Date: Aug 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Conditional Tail Expectation