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Predictive modeling
Predictive modeling Summary of SOA research report "Optimizing Risk Retention" ... business. Assumptions;Economic value;Insurance valuation tables;Lapse rates;Life insurance;Monte Carlo ...- Authors: Kai Kaufhold
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Reinsurance News
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Reinsurance>Life reinsurance
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Public Pension Risk-Sharing Policies: A Policymaker’s Guidebook
investment performance or by the plan funded ratio (Table 1). They are styled after policies observed in the ... assumptions are met and the plan is fully funded. Table 1 Modeled Risk-sharing Policies for DB Plans The ...- Authors: Donald Boyd, Yimeng Yin
- Date: Mar 2021
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: In The Public Interest
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Pension finance; Pensions & Retirement>Public sector plans; Pensions & Retirement>Post retirement risks
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Monte Carlo Solution for Actuarial Problems
X~, X2, and so on are the claim amounts for individual claims. Further, assume that N has a Poisson ... mean, variance and standard deviation of the individual claim amounts are 4.95, 123.88, and 11.13, respectively ...- Authors: Andrew F Seila
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling Is On the Rise
necessitate stochastic modeling for both pricing and valuation. NEED FOR CONTINUED RESEARCH Given these and ... rates in the Monte Carlo simulation to lapse individual policies randomly.1 STOCHASTIC BASE MORTALITY ...- Authors: Michael Failor, David Wylde
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Stochastic Simulation for C3 Risk:A Statistical Review
of Detailed Statistics for the U.S. Equity Class Table 1 shows the year-by-year distribution of U.S. equity ... each year. The statistics in the bottom row of the table are the arithmetic aver- ages of the annual statistics ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Horses for Courses
classified into three categories: • Pricing, • Valuation and • Projections. Although the core aspects ... of the actuarial model is desirable. With a valuation model, changes are made with much more control ...- Authors: Van Beach
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
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Beware stochastic model risk!
the mathematics of stochastic processes to the valuation of stock options. His work implied that one might ... been widely adopted by actuaries and others for valuation of all sorts of out-of- the money options and ...- Authors: Stephen Strommen
- Date: Sep 2019
- Competency: Professional Values; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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DI for Dinner
fähigkeitsversicherung) and then to Australian individual disability income business. Before designing ... the same analysis for a portfolio of Australian individual disability income insurance business and were ...- Authors: Kai Kaufhold
- Date: Apr 2019
- Publication Name: Reinsurance News
- Topics: Health & Disability>Disability insurance; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Health & Disability>Incidence