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Risk-Based Capital
Risk-Based Capital 2003 Valuation Actuary Symposium, San Diego, CA. This panel discussion provided an overview of the current risk-based capital RBC requirements for life insurers as well as ...- Authors: Robert G Meilander, Arnold N Greenspoon, Charles Dana Tatro
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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Stochastic Immunization Charts 1-4
Stochastic Immunization Charts 1-4 These are Charts 1-4 from a presentation entitled 'Stochastic Immunization' From a session at a meeting of the Society of Actuaries held in San ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators
Economic Scenario Generators This presentation is a panel discussion, session number 9PD, from the 2000 Valuation Actuary Symposium, held September 14-15 in Washington, DC. A fundamental ...- Authors: Stephen Sonlin, Mark S Tenney, Marc Altschull, Stephen Britt
- Date: Sep 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Asset liability management; Global Perspectives; 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 Meeting discusses constructing and using a comprehensive, credible risk management system with a ...- 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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Design a Stochastic Valuation/Forecast System
Design a Stochastic Valuation/Forecast System Panelists at this session of the SOA 1998 Maui II Spring Meeting present methods for scenario generation and establishing stochasitc models for ...- 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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Stochastic Immunization: Charts 5-8
Stochastic Immunization: Charts 5-8 These are Charts 5-8 from a presentation entitled 'Stochastic Immunization'. From a session at a meeting of the Society of Actuaries held in ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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A Cautionary Note on Pricing Longevity Index Swaps
A Cautionary Note on Pricing Longevity Index Swaps In December 2007, Goldman Sachs launched a product called QxX index swap, which is designed to allow market participants to hedge or gain ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling in Health Insurance
Stochastic Modeling in Health Insurance This session covers stochastic modeling processes currently in use and explores others that may be beneficial to health actuaries. From the Record of the ...- 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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Threshold Life Tables and Their Applications
Threshold Life Tables and Their Applications This presentation introduces the Threshold Life Table as a solution to the problem of modeling mortality for extreme ages. This method is based on ...- Authors: Siu-Hang Li
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Modeling & Statistical Methods>Stochastic models
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Real-Time Stochastic Analysis
Real-Time Stochastic Analysis 1998 Valuation Actuary Symposium. The panelists discussed how asset liability management is synonymous with a dynamic financial analysis and quantitative risk ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models