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Abstracts from ARCH 1980.1
and annuities when interest rates as well as mortality (or other causes of decrement) are governed ... OF DEATHS ASSUMPTION AND PROBABILITY THEORY Hans U. Gerber and Donald A. Jones By formulating net single ...- Date: Jan 1980
- Publication Name: Actuarial Research Clearing House
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Valuing Pension Entitlements on Marriage Breakdown in Canada
Valuing Pension Entitlements on Marriage Breakdown in Canada This article is about valuing employee pensions ... Clearing House, 2000, Volume 1. Pension benefits;Pension valuation; 624 1/1/2000 12:00:00 AM ...- Authors: Robin Damm
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Defined benefit plans
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Abstracts
Seal, is repr in ted f rom The Actuary . Th is i s fo l lowed by f lve le t te rs respond ing to ... le . The der ivat ion of exposure fo rmulas i s d i scussed . Two o f the le t te rs d i scuss ...- Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Stochastic Pension Fund Modelling
la i t ' l ]s I)~'l)a]'l,mv~+t t>f At ' tuat ' ia l N ia ih~,mai ic~ ,Prod Slai, isii('.s, l l<'riotA ... of N]a ih l ' l ]mi i cs au<l S ta t i s t i cs S im(m Fr;+~scr U i l i vers i i y l{ilrllal>v ...- Authors: Gary Parker, Andrew Cairns
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Funding
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A Family of Fractional Age Assumptions
assumptions and discusses its usefulness in estimating mortality rates and calculating actuarial present values ... Balducci assumptions. Contingencies;Mortality rates=Mortality tables=Death rates ; 787 1/1/1999 12:00:00 ...- Authors: Bruce Jones
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give ... ;Yield curve=Term structure;Credit risk; 803 1/1/2000 12:00:00 AM ...- Authors: David X Li
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Risk Classification by Fuzzy Cluster
similarity s~/ between the pair of risks v i and vj, and obtain an n x n similarity matrix S <°) = [s~. °)] ... a~j v s As for k>l , to obtain a sequence of fuzzy matrices S '°), S 0), S <2) . . . . . S t.' ...- Authors: Zhen Huang, Zengxiang Tong
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Bounds on Multiple Contingent Claims
Bounds on Multiple Contingent Claims These are the abstract and reference of the paper 'Bounds ... underlying asset. In this talk, we extend Lo's result to the multi-asset case. Unlike the one asset ...- Authors: Phelim Boyle, Xiaodong Sheldon Lin
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Pricing Insurance Contracts - An Economic Viewpoint
Pricing Insurance Contracts - An Economic Viewpoint This paper presents a new approach for pricing ... based on two factors determining the insurer's expected profit: the first one is the net revenue ...- Authors: Benny Levikson, Doron Kliger
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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Immunization Measures for Life Contingencies
contingent cash flow, such as life insurance and annuity products. Essentially, we define a kind of expected ... convexity for some common life insurance and annuity products by using actuarial symbols. After having ...- Authors: David X Li
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance