1
-
10
of
18
results (0.39 seconds)
Sort By:
-
Forecasting Mortality in Related Populations Using Lee-Carter Type Models: A Comparison
Forecasting Mortality in Related Populations Using Lee-Carter Type Models: A Comparison This abstract describes a paper in which the Lee-Carter model is taken as a starting point for the ...- Authors: Ivan Luciano Danesi, Steven Haberman, Pietro Millossovich
- Date: Feb 2014
-
Pension Plan Asset Valuation Methods
Pension Plan Asset Valuation Methods A discussion of the various Pension Plan Asset Valuation Methods. FromThe Pension Forum, August 2001, Volume 13, Issue No. 1. Asset valuation;Defined benefit ...- Authors: Steven Haberman, MUHAMMAD IQBAL OWADALLY
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Pension Forum
- Topics: Pensions & Retirement>Assumptions and methods
-
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series forecasting methods to produce point forecasts of mortality ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities
-
Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts
Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts This is a paper from the session on Mortality Modeling and Forecasting at the January 15-18, 2023, 2023 ...- Authors: Han Lin Shang, Steven Haberman
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
-
The Pension Forum, August 2001, Volume 13, Issue No. 1
The Pension Forum, August 2001, Volume 13, Issue No. 1 Full version of The Pension Forum, August 2001, Volume 13, Issue No. 1. 10212 8/1/2001 12:00:00 AM ...- Authors: Society of Actuaries, Steven Haberman, Richard Joss, Robert North, Jonathan Spain, Christopher E Clark, MUHAMMAD IQBAL OWADALLY
- Date: Aug 2001
- Publication Name: The Pension Forum
-
Variability of Pension Contributions and Fund Levels with Random and Autoregressive Rates of Return
Variability of Pension Contributions and Fund Levels with Random and Autoregressive Rates of Return A mathematical model is described which facilitates the comparison of different pension funding ...- Authors: Steven Haberman
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
-
Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction
Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction This paper explores the flexibility of kernel estimation as a means of nonparametric graduation and relates it to ...- Authors: Steven Haberman, Richard Verrall, JOHN EMMETT GAVIN
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
-
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling Abstract This paper develops the binomial version of the Lee-Carter model ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
-
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling This paper develops the binomial version of the Lee-Carter model and ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks
-
Pension Plan Asset Valuation Methods
Pension Plan Asset Valuation Methods The motivation for various asset valuation methods and their properties are briefly described. Some smoothed value or market-related methods based on ...- Authors: Steven Haberman, MUHAMMAD IQBAL OWADALLY
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods