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Monte Carlo Solution for Actuarial Problems
Monte Carlo Solution ... Amount var Amount st dev Number of Claims S imulat ion o [ Aggregate C la ims , . . . . . ... :4 .2aodl F ~ , i ~4.o9 , l 1 Cumula[iva ~u;T; ......... I Amounts of Claims Claim- . . .- Authors: Andrew F Seila
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston ... spread analysis for a single premium deferred annuity SPDA. From the Record of the Society of Actuaries ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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STOCHASTIC APPROACHES TO CORPORATE PLANNING
APPROACHES TO CORPORATE PLANNING Teaching Session FRANK S. IRISH There are a large number of plsnn_ ng problems ... every additional risk puts a strain on the company' s ability to absorb risk. We in the insurance business ...- Authors: Frank S Irish
- Date: Apr 1977
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
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Stochastic Embedded Value and Its Use in Risk Measurement and Financial Management: Part 2
consultant in various areas, including statutory and U.S. GAAP financial reporting, profitability measurement ... the case study, which is based on a variable annuity (VA) product. At the end of the presentation, we ...- Authors: Hubert B Mueller, Michael Hughes, Maria Mercedes Torres-Jorda, Penny Coulthard
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value; Modeling & Statistical Methods>Stochastic models
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Probability of LTC Ruin?
with specific assumptions for voluntary lapse, mortality and morbidity. We're going to break it out between ... since most people are used to using that for mortality. So, q is the probability of any of these assumptions ...- Authors: Janet Perrie, Daniel Bret Cathcart, Amy Pahl
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models
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Generating Stochastic Interest Rate Scenarios
DAVIDN. BECKER GORDON E. KLEIN CRAIG B. MERRILL* MARK S. TENNEY# Recorder: MICHAEL F. DAVL1N What are the ... 00%. We won't need the last period's interest rate(s). Consider a one-year Treasury strip. To value it ...- Authors: David N Becker, Michael F Davlin, Gordon E Klein, Mark S Tenney, Craig Merrill
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Measuring Uncertainty in Loss Reserves
ROGERM. HAYNE Panelists: SPENCERM. GLUCK THOMAS S. WRIGHT* Recorder: ROGERM. HAYNE This panel will ... that, I think I'll tum it over to Tom. MR. THOMAS S. WRIGHT: I'm going to talk about two stochastic methods ...- Authors: Spencer M Gluck, Roger M Hayne, Thomas S Wright
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling in Health Insurance
2005, Society of Actuaries Note: The chart(s) referred to in the text can be downloaded at: http://handouts ... can always model inflation or something else, mortality or anything, by a random variable. What's inflation ...- Authors: Armand Yambao, Jonathan Hendrickson, Edward McEllin
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Design a Stochastic Valuation/Forecast System
increase of an index such as the Standard & Poor's (S&P) 500. You can readily buy its hybrid securities ... securities, and you gain a portion of the upside of the S&P, while limiting your downside to a fixed amount.- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Corporate Models and Assumptions
between male and female in terms of policy values, mortality rates, etc; how are different premium modes to ... amount of insurance. With this method, substandard mortality and withdrawal rates could have been used in the ...- Authors: Allan Affleck, Robert A Lyle, Kihong Sung
- Date: Mar 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models