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Estimation of Long Tailed Unpaid Losses from Paid Loss Development Using Trended Generalized Bondy Development
TRENDED GENERALIZED BONDY DEVELOPMENT BY BRADFORD S. GILE, FSA, MAAA Submitted to ACTUARIAL EDUCATION ... Genera l i zed Bonf ly Deve lopment I n h i s paper , "Genera l i zed Bondy Deve lopment" , ...- Authors: Bradford S Gile
- Date: Jan 1993
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods
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2022-us-post-level-term-lap
was applied to industry data for the lapse and mortality experience in the post-level term period. Novel ... model the shock lapse, subsequent lapse, and mortality experience. Observe a demonstration of the Tableau ...- Authors: Davy Moore, Michael Niemerg
- Date: Sep 2022
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Life Insurance; Modeling & Statistical Methods; Predictive Analytics; Technology & Applications
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The Modeling Platform, Issue 10, November 2019
Coordinator Vikas Sharan, FSA, FIA, MAAA 2019 Life & Annuity Symposium Coordinator Nicole Kim, FSA, MAAA 2019 ... first looks at upcoming accounting changes for U.S. Generally Accepted Accounting Principles (GAAP) ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Procedure for Simulation with Constructed Copulas
2-dimensional copula is a distribution function C(u, v) on I× I with standard uniform marginal distributions ... properties: (i) For all x, y ∈ I, C(u, 0) = 0 = C(0, v) and C(u, 1) = u and C(1, v) = v. (ii) For u1, u2 ...- Authors: Donald Behan, Samuel Cox
- Date: May 2007
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Drawing Appropriate Statistical Inferences
percentiles. 4. Certifying anticipated mortality under XXX in a mathematically concise way. Guaranteed ... Guaranteed minimum accumulation benefits=GMAB;Mortality modeling;Risk-based capital=RBC;Variable annuities; ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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April issue of The Modeling Platform
MODELING PLATFORM MODELING SECTION Some mortality table sets have many demographics, which leads to ... associated with them. Figure 2 Structure of Mortality Table Set With Multiple Demographics Tidy Data ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Applications of Capture-Recapture Methods
contingency table with one missing value denoted by 22x : TABLE 1 Basic 2-by-2 Contingency Table Second ... data in Table 2 below, a table similar to Table 6.2-1 in Bishop, Fienberg, and Holland. Table 6.2-1 is ...- Authors: Thomas Herzog
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Geometric Solutions to Stationary Population Problems
require integration and multiple integration of mortality functions. Solutions to these problems customarily ... 4 on plan ABCD~, which describes the future mortality of those now aged x. A totem pole, EF, of height ...- Authors: Beda Chan
- Date: Jan 1981
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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A Handful of Economic Capital Model Observations
and use of economic capital (EC) mod-els in the U.S. have certainly moved forward since the models were ... assumption. For instance, a “1 in 200 year” mortality assumption could lead the actuary to an influenza ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Generator (AIRG), the most commonly used ESG by U.S.-based actuaries. See Figure 1 for an overview of ... assigning a market-consistent value to a variable annuity (VA) product with a guaranteed minimum accumulation ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models