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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products The research ... the process into product pricing and liability valuation Fair value accounting;Guaranteed minimum accumulation ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Development ... Conclusion………………………………………………………………………………………24 Table of Contents 1 1 Introduction For Basel ... review process with additional guidance on valuation, stress testing and liquidity risk management ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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A Stochastic Investment Model for Actuarial Use
ct)lumn of Table 1 lists the complete set of parameters for the Full Standard Basis, and Table 2 shows ... results will be compared with those shown in such a table. 5.8. Mean rate of inflation (GQ): The observed ...- Authors: A D Wilkie
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Stochastic Trend Models in Casualty and Life Insurance
trend filter will not be used herein. When the individual AY levels are modeled as independent or with ... of a problem than is typically the case in individual company data. In the DY direction, we have only ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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A Life Contingency Approach for Physical Assets: Create Volatility to Create Value
defines the size and timing of cash flows unique to individual physical assets. Certain gross characteristics ... powerful an impact on the operating costs of an individual physical asset as its replacement with a new ...- Authors: Thomas Emil Wendling
- Date: Mar 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models