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On the Confidence Interval of Black-Scholes Model
On the Confidence Interval of Black-Scholes Model This is the abstract of a paper that derives expressions ... expressions for the moments of the distribution of the option payoff in a Black Scholes economy. These results ...- Authors: Phelim Boyle, Hailiang Yang
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Model for Analyzing the Impact of Selective Lapsation on Mortality
for Analyzing the Impact of Selective Lapsation on Mortality This is the abstract of a paper that presents ... examining the effect of various relationships between mortality rates and lapse rates on the mortality ...- Authors: Bruce Jones
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Forecasting mortality in the presence of missing data: an application to Chinese population
Forecasting mortality in the presence of missing data: an application to Chinese population This abstract ... how to apply a stochastic mortality model in the presence of missing data, using 'multiple imputation' ...- Authors: Ping An
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Demography>Mortality - Demography; Modeling & Statistical Methods>Forecasting
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Retrospective and Perspective Analysis of the Privatized Mandatory Pension System in Mexico: Abstract/Copyright/Title Page
Retrospective and Perspective Analysis of the Privatized Mandatory Pension System in Mexico: Abstract/Copyright/Title ... Page. From Retrospective and Perspective Analysis of the Privatized Mandatory Pension System in Mexico, ...- Authors: Tapen Sinha
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Public Policy
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Book Reviews and Notices
Book Reviews and Notices This section presents book reviews and summaries of recent ... presents book reviews and summaries of recent publications on a variety of topics. Assumptions;Demographics;Disability ...- Authors: Society of Actuaries, Anthony F Crocker, Joseph W Moran, Harry M Sarason, Byron W Straight, Frank W Biese, PATRICK D SHEPARD, Andrew C Webster, Mortimer Spiegelman, Wendell Milliman, Milton J Goldberg, Dorrance C. Bronson, Conrad Taeuber, Paul K. Frazer
- Date: Apr 1958
- Competency: External Forces & Industry Knowledge; Relationship Management; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Demography; Health & Disability; Life Insurance; Pensions & Retirement; Social Insurance; Technology & Applications
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Chronic Diseases and Longevity Risk: An Application to Type II Diabetes Insurance Products
to Type II Diabetes Insurance Products This is the Chronic Diseases and Longevity Risk: An Application ... Jack C. Yue and Ting-Chung Chang for Session 5B of the January 13-15, 2020 Living to 100 Symposium in ...- Authors: HSIN-CHUNG WANG, Ching-Syang Jack Yue
- Date: Aug 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Mortality of Beneficiaries of Charitable Gift Annuities
Mortality of Beneficiaries of Charitable Gift Annuities This paper is an analysis of the mortality rates ... rates of beneficiaries of charitable gift annuities. Beneficiaries;Mortality rates=Mortality tables=Death ...- Authors: Donald Behan, Bryan K Clontz
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Payout annuities; Experience Studies & Data>Mortality
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Book Reviews and Notices
Notices Book reviews and summaries on a variety of subjects Accident insurance;Cancer;Chronic illness ... plans;Group life plans;Health insurance;Inflation;Medical demography;Morbidity rates=Morbidity tables;Post-employment ...- Authors: Society of Actuaries, H A Rodney Barnett, Robert J Johansen, Robert J Myers, Charles D Williams, Edward A. Lew, Morton D Miller, M. Albert Linton, Charles E. Probst
- Date: Oct 1958
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance
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The Actuary Vol. 23, No. 10 Pricing On A GAAP Basis
The Actuary Vol. 23, No. 10 Pricing On A GAAP Basis Life insurance companies find themselves in a significantly ... than that of just a few years ago. Managements face an uncertain investment environment, the real possibility ...- Authors: Bradley M Smith
- Date: Nov 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Claim forecasting using econometric stepwise regression
Corporation of British Columbia, Canada Co-Author: Eric Vaagen, Insurance Corporation of British Columbia ... Canada The prediction of insurance claims trends at the Insurance Corporation of British Columbia ...- Authors: Andrew Loach, Eric L Vaagen
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting