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Reverse Mortgages
liability of making periodic payments to the annuitant for as long as the person lives, a tenure reverse ... is a mortality risk that is shifted from the annuitant to the insurer; however, the risk in a reverse ...- Authors: Stephen Gwin, William A Phillips
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
[11], [15], [17]). The Society's Committee on Valuation and Related Prob- lems has divided required surplus ... the number of claims are the assumptions that individual claims are mutually independent and that the ...- Authors: John K Ahrens, Allan Brender, James Ramenda
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Practical Applications of the Ruin Function
Practical Applications of the Ruin Function This paper is intended to acquaint actuaries with a simple ... of the C-2 mortality risk reserve needed for individual life insurance business. Followed by 2 ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Aspects of Loan Guarantees Portfolio Diversification
1997/1998, Pedroza and Roll 1998). Options-based valuation models for financial guarantees stem from the ... below in Table 1. Table 1 : Base line values for a portfolio of 3 firms and a guarantor This table exhibits ...- Authors: Michel Gendron, Application Administrator
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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2009 Economic Capital for Life Insurance Companies –Complete Report
2009 Economic ... Mark Scanlon Simon Stronkhorst Table of Contents 1. Introduction................... ... using a correlation matrix). The liability valuation basis used to define EC under the runoff approach ...- Authors: Hubert B Mueller, Mark Scanlon, Ian Farr, Simon W Stronkhorst
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management
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Experience-Rating Group Life Insurance
rating workmen's compensation in- surance on an individual case's own experience. Experience- rating plans ... Compensation Premium Reflect the Ex- perience of the Individual Risk?" (PCAS, II, 347) and Joseph H. Wood- ward's ...- Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Time Series Analysis and Forecasting
re la t ion coef f ic ients for lags 1-24. TABLE 1 SAMPLE AUTOCORRELATION COEFFICIENTS FOR TREASURY ... autocorrelation coefficients displayed in panel 1 of Table 2. Again we must look for a transformation to reduce ...- Authors: James C Hickman, Robert B Miller, Frank Reynolds, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis
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Policyholder Behavior in the Tail: Variable Annuity Guaranteed Benefits - 2011 Survey Results
relationships of new versus prior respondents vary by individual question, at the level of the total survey ... period dropped dramatically from 2010 to 2011. (Table on Page 15) • The number of companies using industry ...- Authors: Clifford Angstman, Peter Bondy, Stephen Hodges, James Reiskytl, Richard Tucker, Josh Windsor
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Variable annuities
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10th Survey Of Emerging Risks
responses, helping risk managers contemplate individual risks, combinations of risks and unintended ... As shown in Figure 1, the survey combines 23 individual risks into five categories (Economic, Environmental ...- Authors: Max Rudolph
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk appetite; Enterprise Risk Management>Risk categories; Enterprise Risk Management>Strategic risks
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An Option-Based Operational Risk Management on Pandemics
in both regimes. Key Words: Real Option Valuation, Epidemic Risk, Operational Risk Management, Regime- ... model is based on the theory of real option valuation and can be solved by dynamic programming methods ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Operational risks