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Mortality Variance of the Present Value of Future Annuity Payments
Variance of the Present Value of Future Annuity Payments An analysis of how to compute the variance of the ... present value of future annuity payments as a component of assessing the mortality component of the provision ...- Authors: Frank Y Kang
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Annuities>Reserves - Annuities; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Summary Of Social Security Administration Projections Of The OASDI System
Summary Of Social Security Administration Projections Of The OASDI System The projection methods used ... used by the Social Security Administration's Office of the Chief Actuary are important. The resulting ...- Authors: Edward Frees
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Assumptions and methods; Social Insurance>Social Security
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An Investigation of the Gompertz Law of Mortality
Investigation of the Gompertz Law of Mortality This article investigates the properties of the Gompertz distribution ... given in terms of the left-truncated gamma function. Moreover, approximations for the mean, variance ...- Authors: Jacques F Carriere
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods
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A Pension Benefit Allocation Using Widget Accounting
Allocation Using Widget Accounting This paper solves the pension benefit allocation problem using an extremely ... which says that the cost for like units of production should increase at the rate of inflation. If we ...- Authors: Gerald Lee Giesecke
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Pension accounting
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Estimating Parameters of the Force of Mortality in Actuarial Studies
Parameters of the Force of Mortality in Actuarial Studies This paper presents an additional view of estimating ... estimating parameters of the force of mortality using Bayesian methods. Some examples are provided.- Authors: Rohan J Dalpatadu, Malwane M Ananda, Ashok K Singh
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Solution of the Risk Load Problem of Effect on Variability
Solution of the Risk Load Problem of Effect on Variability The method described in this paper is to ... to allocate surplus to each category of business and reserves in proportion to its estimated effect on ...- Authors: Daniel F Gogol
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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The Case of the Miscoded FHA Single Family Mortgage Records
The Case of the Miscoded FHA Single Family Mortgage Records This paper describes an analysis of data ... on 246 federally-insured mortgages. Twenty-three of the corresponding mortgages were sampled and all were ...- Authors: Thomas Herzog
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods
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Notes on the Dynamics of Pension Funding
Notes on the Dynamics of Pension Funding These notes are a follow-up to the paper 'Introduction ... 'Introduction to the Dynamics of Pension Funding' by the same authors and published in Transactions of Society ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding
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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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The Practical Use of Recursive Functions
The Practical Use of Recursive Functions This paper discusses some powerful uses of recursive functions ... including: 1. Universal life, both for the calculation of target premiums and reserves. 2. Paid-up ...- Authors: L Giles
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Universal life; Life Insurance>Whole life