1
-
8
of
8
results (0.42 seconds)
Sort By:
-
Realized Return Optimization. A New Approach to Liability Funding
optimal return on bonds and presents the advantages of liability driven investing. From the Actuarial ... Research Clearing House ARCH 1990 Vol. 1. Investment risk;Liability driven investments=LDI; 346 1/1/1990 ...- Authors: Prakash A Shimpi
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Asset modeling
-
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle of equivalent utility ... utility from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
-
Actuarial Research Clearing House ARCH 1982 Vol. 1 - Statistical Theory of a Simulation Scheme for Determining the Surplus Needs of a Life Insurance Company
- Statistical Theory of a Simulation Scheme for Determining the Surplus Needs of a Life Insurance Company ... Company Transcript of discussion regarding rank correlation and bivariate distributions. Statistical methods; ...- Authors: Aaron Tenenbein
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
-
Stability of Representative Pricing Scenarios
Stability of Representative Pricing Scenarios The primary focus of this 1997 presentation from the 32nd Actuarial ... Conference is the adaptation of the representative scenario method such that the distribution of the primary ...- Authors: Sarah Christiansen, Kelley Buchacker
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
-
Panel Discussion: Actuaries and the Academic Community
Panel Discussion: Actuaries and the Academic Community Presented at 1983 Actuarial Research Conference ... Conference. Discussion focuses on improving coordination between practicing actuaries, academic actuaries ...- Authors: Arnold Shapiro
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Academic partnerships; Actuarial Profession>Professional development
-
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
from the 32nd Actuarial Research Conference develops a stochastic generator for the generation of scenarios ... scenarios of the S&P 500 index, dividend yield, consumer price index, and U.S. Treasury yields. The authors ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics; Modeling & Statistical Methods>Scenario generation
-
Economic Scenario Generator for Insurance and Pension Rational Decision Making Under Uncertainty
presentation, the authors develop a stochastic generator for the generation of scenarios of the S & P ... and U.S. Treasury yields. They first create a set of 'stylized facts' for these series. These ...- Authors: Mark S Tenney, Steven Craighead
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial markets
-
Mortality Under Standard Individuality Life Insurance Between 1999–2002 Anniversaries
2005. The MEX-2000 basic table was based on insured data from the AMIS-AMA 1995-1998 study of standard ... year the Asociación Mexicana de Instituciones de Seguros (AMIS) has presented an annual study of mortality ...- Authors: Application Administrator
- Date: Jan 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality