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The Effect of Deflation or High Inflation on the Insurance Industry
The Effect of Deflation or High Inflation on the Insurance Industry This research report on the effect ... effect of deflation or high inflation has six sections: 1. The first section provides background on ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
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The Effect of Deflation or High Inflation on the Insurance Industry Model (Excel 2003)
The Effect of Deflation or High Inflation on the Insurance Industry Model (Excel 2003) This is an Excel ... accompanies the research report entitled 'The Effect of Deflation or High Inflation on the Insurance ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process It is assumed ... that the force of interest varies as an auto-regressive process of order 2, AR[2]. The moments of the ...- Authors: Colin M Ramsay
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored ... sponsored by the Casualty Actuarial Society and the Society of Actuaries This paper represents a brief ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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Book Reviews and Notices
notices concerning the actuarial profession. Reviews: 'Medical Risks: Patterns of Mortality and Survival' ... Survival' by Singer and Levinson, 'The Theory and Practice of Pension Funding' by Trowbridge and ...- Authors: Society of Actuaries
- Date: Oct 1977
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement; Pensions & Retirement>Funding; Social Insurance>Social Security
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
Without relying on formulas, this paper presents the important concepts underlying the theory of arbitrage-free ... arbitrage-free pricing of interest-rate-contingent cash flows: absence of opportunities for riskless arbitrage ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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The Mollification Analysis of Stochastic Volatility
The Mollification Analysis of Stochastic Volatility One of the most important problems in Finance is ... is the valuation of financial securities written on underlying assets whose prices are subject ...- Authors: Lijia Guo
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Generalized Risk Processes
Generalized Risk Processes In this paper we give new general criteria for the weak convergence of one-dimensional ... one-dimensional distributions of generalized risk processes and describe the class of possible limit laws under ...- Authors: V E Bening
- Date: Mar 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed This paper introduces the symbolic ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Analysis of the Divergence Characteristics of Actuarial Solvency Ratios Under the Three Official Deterministic Projection Assumption Sets for the U.S. Social Security System
Analysis of the Divergence Characteristics of Actuarial Solvency Ratios Under the Three Official Deterministic ... Projection Assumption Sets for the U.S. Social Security System Annual reports of the U.S. Social Security Trustees ...- Authors: Kenneth G Buffin
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models