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Risks in Investment Accumulation Products: Recent Research
Risks in Investment Accumulation Products: Recent Research 1999 SOA Annual Meeting, San Francisco. ... investment officer at Sun Life of Canada. His primary activity is asset/liability management, including ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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Hedging Variable Annuity Guarantees
Hedging Variable Annuity Guarantees 2004 SOA Annual Meeting and Exhibit, New York. In this discussion, ... it's worth, so the reinsurer could hedge your primary insurance in the marketplace if it decided to ...- Authors: Michael J O'Connor, Brent Martonik, Eshwar Narayan, Josie Palazzolo
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities
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Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing
Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing This session from ... independent models. Corporate debt securities are the primary example of an optionable security with a single ...- Authors: Jeremy Brown, Catherine Ehrlich, Douglas A George
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods
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Excess Ratio Distributions in Risk Theory
Excess Ratio Distributions in Risk Theory Excess ratio refers to the calculation of expected losses ... the life, weekly disability income, and medical care coverages in a combined package. If the profit ...- Authors: Dwight K Bartlett
- Date: Oct 1965
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation
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Mortality Under Life Income Settlements and Matured Deferred Annuities Between 1965 and 1970 Anniversaries
Mortality Under Life Income Settlements and Matured Deferred Annuities Between 1965 and 1970 Anniversaries ... both male and female lives. In order to permit a direct comparison of the aggregate mortal i ty ratios ...- Authors: Society of Actuaries
- Date: Jan 1972
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Experience Studies & Data>Mortality; Life Insurance
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A Stochastic Investment Model for Actuarial Use
A Stochastic Investment Model for Actuarial Use The purpose of this paper is to present to the ... exponentially lagged effect and an additional direct effect, and on the residual, YE(t), from the yield ...- Authors: A D Wilkie
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Modeling Investments for Pricing Purposes
Modeling Investments for Pricing Purposes This session at the SOA 1990 San Francisco Spring Meeting ... kind of logic. I don't know that we'll have any direct applications of fuzzy logic here. So let's get ...- Authors: Application Administrator, Paul A Hekman, Robert LaLonde, Dennis A Blume
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Report on 2014 VBT/2017 CSO Impact Study: Considerations for Life Insurance Products
Report on 2014 VBT/2017 CSO Impact Study: Considerations for Life Insurance Products This ... data. The tabular data served to fulfill four primary objectives including: (i) overall impact on reserves ...- Authors: 0680 - Milliman Inc
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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1975 Report on Group Life Insurance Mortality
1975 Report on Group Life Insurance Mortality This is the 1975 Report on Group Life Insurance ... 104 * 3,1)38 21 179~;~ 309% I / I ".'2° Other primary metal industries _ 1,411}9 113 221 ] 140 I 6,920 ...- Authors: Society of Actuaries
- Date: Jan 1975
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Life Insurance>Group plans - Life Insurance
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1979 Reports - Mortality Under Individual Immediate Annuities, Life Income Settlements, And Matured Deferred Annuities Between 1971 and 1976 Anniversaries
1979 Reports - Mortality Under Individual Immediate Annuities, Life Income Settlements, And ... deaths are shown in Table (; of the Appendix. The primary features of lhe exposure are as follows: males ...- Authors: Society of Actuaries
- Date: Jan 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities; Experience Studies & Data>Mortality