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Values and Risks of Complex Financial Instruments: Monte Carlo and Low-Discrepancy Points
Carlo and why it is used for integration and valuation of complex formulas. Moreover, results using low-discrepancy ... fund analysis is shared. Asset allocation;Asset valuation;Deterministic models;Monte Carlo simulation; ...- Authors: Application Administrator, Graham Lord, Irwin T Vanderhoof, Leonard H Wissner, Anargyros Papageorgiou
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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How To Create Efficient Simulation Models for Finance and Insurance Applications
Professor Milevsky is the executive director of the Individual Finance and Insurance Decision (IFID) Center ... as well as among the public at large. I see individual investors who are now managing their portfolios ...- Authors: Charles L Gilbert, Moshe Arye Milevsky
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Corporate Models
expenses su_aodel. The composition of these individual company models, their nature, how they were developed ... attempted to embody in the model was that of individual insureds taking out policies, paying premiums ...- Authors: Anthony Amodeo, Robert J Johansen, John C Wooddy, Barbara G Markowitz
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Monte Carlo Solution for Actuarial Problems
X~, X2, and so on are the claim amounts for individual claims. Further, assume that N has a Poisson ... mean, variance and standard deviation of the individual claim amounts are 4.95, 123.88, and 11.13, respectively ...- Authors: Andrew F Seila
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Simulation Methodology For Actuaries
amount) distribution, (iii) format for the frequency table of simulated aggregate claims, and (iv) number of ... record a computed value of AGG for the frequency table associated with aggregate claims. After leaving ...- Authors: Edward Frees, Charles S Fuhrer, Farrokh Guiahi, Arnold Shapiro, Aaron Tenenbein
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Profiling Physician Performance
The particular disease that is in bold type on Table 1, congestive heart failure, suggests that, at least ... 0.2%. For our commercial population about 1%. TABLE 1 DISEASE PREVALENCE RATES (ILLUSTRATIVE ONLY) ...- Authors: Joel C Hoffman, David Josephson, David Terry, John C Vataha, Kelly Myers
- Date: Jun 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Ethics; Economics>Health economics; Health & Disability>Health care; Health & Disability>Health care quality; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Simulation