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Design a Stochastic Valuation/Forecast System
Design a Stochastic Valuation/Forecast System Panelists at this session of the SOA 1998 Maui II Spring ... rates=Interest rates;Inflation;Pension plan assets;Pension valuation;Risk measurement;Scenario generation=Scenario ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation ... Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial Research Conference ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 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
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Session 75 - Evolving the Role of the Valuation Actuary in a Principles-Based World
Session 75 - Evolving the Role of the Valuation Actuary in a Principles-Based World Principle-based ... formulaic framework. These changes will require valuation actuaries to evolve their skill set by heightening ...- Authors: Heather Gordon, Philip Rant, John Robinson, Chris Whitney
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models
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Modeling: Basic Training
liabilities in the Valuation Actuary's work to comply with the Standard Valuation Law. Comparisons ... York Regulation 126. Session 12 of the 1991 Valuation Actuary Symposium. Health reserves; 18800 1/1/1991 ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Threshold Life Tables and Their Applications
Threshold Life Tables and Their Applications ... This presentation introduces the Threshold Life Table as a solution to the problem of modeling mortality ...- Authors: Siu-Hang Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods>Stochastic models
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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities Panelists discuss economic capital, capital ... variable annuities. Session 34PD of the 2005 Valuation Actuary Symposium. Guaranteed living benefits=GLB; ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Real-Time Stochastic Analysis
Real-Time Stochastic Analysis 1998 Valuation Actuary Symposium. The panelists discussed how asset ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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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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Economic Scenario Generators
Economic Scenario Generators This presentation is a panel ... discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; Modeling & Statistical Methods>Stochastic models
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Complex Liability Modeling Issues
Complex Liability Modeling Issues This presentation is a ... Teaching Session, number 30TS, from the 2002 Valuation Actuary Symposium, held September 19-20 in Lake ...- Authors: Craig D Morrow, Patricia Louise Renzi
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Stochastic models