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EXPOSED! Variable Annuity Stochastic Requirements
EXPOSED! Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving and risk-based capital RBC requirements for variable annuities including stochastic scenario ...- Authors: James W Lamson
- Date: May 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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Arithmetic vs. Geometric Mean Returns
Arithmetic vs. Geometric Mean Returns Discussion of the appropriate use of geometric versus arithmetic average returns to use in a stochastic interest rate generator to be equivalent to a ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Projection and Statistical Modeling of Mortality at Late Age Q&A
Projection and Statistical Modeling of Mortality at Late Age Q&A Transcript of the Q&A period from Session 6A: Projection and Statistical Modeling of Mortality at Late Age ...- Authors: Society of Actuaries
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Global Perspectives; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models
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Horses for Courses
Horses for Courses Explores the open vs. closed systems debate with regards to actuarial modeling and exposes the over-simplification. Valuable for anyone who uses models. stochastic models; ...- Authors: Van Beach
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
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The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman
The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman This article is a book review of “Two Stochastic Processes,” by John A. Beekman. The author of this article ...- Authors: Richard W Ziock
- Date: Feb 1977
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Stochastic models
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring regional meeting of the Society of Actuaries held in Atlanta, Georgia, May 24-25, 1999 ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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More Efficient Monte Carlo Simulations for Mortality Assumption Testing
More Efficient Monte Carlo Simulations for Mortality Assumption Testing More Efficient Monte Carlo Simulations for Mortality Assumption Testing Monte Carlo simulation;Mortality ...- Authors: Douglas Robbins
- Date: Jun 2003
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Inference for a Leptokurtic Symmetric Family of Distributions Represented by the Difference of Two Gamma Variates
Inference for a Leptokurtic Symmetric Family of Distributions Represented by the Difference of Two Gamma Variates In this paper, we introduce a family of leptokurtic symmetric distributions ...- Authors: Louis G Doray, Maciej Augustyniak
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Stochastic models; Technology & Applications>Business intelligence
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Monte Carlo Solution for Actuarial Problems
Monte Carlo Solution for Actuarial Problems This session from the 1995 Vancouver Meeting reexamines Monte Carlo solutions for actuarial problems. From the Record of the Society of Actuaries, ...- 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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Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries
Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries A study on stochastic simulation literature as it applies to a health actuary. Dynamic simulation models; ...- Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
- Date: Sep 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models