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EXPOSED! Variable Annuity Stochastic Requirements
EXPOSED! Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving ... annuities including stochastic scenario projections Annuity reserves;Conditional Tail Expectation=CTE;Financial ...- Authors: James W Lamson
- Date: May 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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The next step forward: Can one actuarial system do it all?
The next step forward: Can one actuarial system do it all? ... The next evolution of actuarial systems in the U.S. will likely be a move toward a single system solution ...- Authors: Corey A Carriker, Jason Morton, Ryan Kiefer
- Date: Dec 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Stochastic Analysis of Long-Term Multiple-Decrement Contracts
20-year Term insurance contract. Not only are mortality and lapsation considered stochastic, but the parameters ... parameters governing them are. For example, mortality risk is composed of four risk elements, including ...- Authors: Chad R Runchey, MATTHEW F CLARK
- Date: Aug 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models
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More Efficient Monte Carlo Simulations for Mortality Assumption Testing
Simulations for Mortality Assumption Testing More Efficient Monte Carlo Simulations for Mortality Assumption ... Assumption Testing Monte Carlo simulation;Mortality assumption;Mortality modeling;Stochastic models; 9143 ...- Authors: Douglas Robbins
- Date: Jun 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Projection and Statistical Modeling of Mortality at Late Age
Projection and Statistical Modeling of Mortality at Late Age Discussion of Living to 100 Session 6A: ... Statistical Modeling of Mortality at Late Age Mortality assumption;Mortality modeling;Predictive modeling; ...- Authors: W Ward Kingkade
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Conditional Stochastic Interest Rate Models in Life Contingencies
the determination of values of insurances and annuity functions. None of these papers consider the current ... evaluation of moments of interest, insurance and annuity functions. Numerical results are also given.- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Projection and Statistical Modeling of Mortality at Late Age Q&A
Projection and Statistical Modeling of Mortality at Late Age Q&A Transcript of the Q&A period ... Statistical Modeling of Mortality at Late Age Mortality assumption;Mortality modeling;Predictive modeling; ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Testing Deterministic versus Stochastic Trends in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced Ages Abstract
in the Lee-Carter Mortality Indexes and Its Implications for Projecting Mortality Improvements at Advanced ... we investigate the dynamics of the Lee-Carter mortality index parameter kt. Specifically, we perform statistical ...- Authors: Wai Chan, Siu-Hang Li, SIU HUNG CHEUNG
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without ... An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without relying on formulas ...- 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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An Integro-differential Equation for a Sparre Andersen Model with Investments
motion. Sparre Andersen model Ut = u + ct − N(t)∑ k=1 Xk • u -initial surplus • c -premium rate • ... Tu = inf t≥0 {U(t) < 0 | U(0) = u} The probability of ruin with infinite horizon: Ψ(u) = P(Tu <∞).- Authors: CORINA DANA CONSTANTINESCU, Enrique Thomann
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models