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Arbitrage-Free Pricing of Interest-Rate Contingent Claims
Arbitrage-Free Pricing of Interest-Rate Contingent Claims This paper discusses the pricing of ... The cash flows and optional features are taken care of in the manner discussed in Section 3 of the paper ...- Authors: Elias Shiu, Application Administrator, Hal Warren Pedersen
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value
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Multidimensional Whittaker-Henderson Graduation with Constraints and Mixed Differences
Multidimensional Whittaker-Henderson Graduation with Constraints and Mixed Differences In this ... large num- ber of constraints that are needed. Care in setting up the graduation can reduce the number ...- Authors: Walter B Lowrie
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods>Estimation methods
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1971 Reports on Sample of Group Hospital and Surgical Expense Insurance
1971 Reports on Sample of Group Hospital and Surgical Expense Insurance This is the second report ... very' brief cause of disability code, intensive care charges and durations, and nursery charges. 4 ...- Authors: Society of Actuaries
- Date: Jan 1971
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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C-3 Task Force Report - Modeling The C-3 Risk
C-3 Task Force Report - Modeling The C-3 Risk Report presenting a detailed description ... stock in a closely held affiliated company), extra care and caution are dictated. F. Reinvestment Considerations ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Individual Life Products in the Employee Market
Individual Life Products in the Employee Market This 1978 session discussed Individual Life Products ... if he stays with the company, he doesn't really care. It won't attract him and it won't motivate him ...- Authors: Harold G Ingraham, Walter N Miller, Jack S Couzens, Eugene L Notkin
- Date: May 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance
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Credit Derivatives
Credit Derivatives In this session from the 2005 SOA New Orleans Meeting, panelists discuss the ... and so the bonds got hit pretty hard. That took care of the other side of that trade. In a mad scramble ...- Authors: Jason Steigman, Michael R Vasseghi
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Life and Annuity Valuation Issues
Life and Annuity Valuation Issues 2003 Valuation Actuary Symposium, San Diego, CA. This session ... and a few changes that are possible for long-term-care (LTC) reserving. Finally, I'll close by giving ...- Authors: Donna Claire, Meredith Ratajczak, Paul Skalecki
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Life Insurance>Reserves - Life Insurance; Life Insurance>Non-forfeiture benefits
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Modeling the Variety of Decision Making
Modeling the Variety of Decision Making This report discusses management decision making practices ... among the other rationalities and trying to take care of the resilience of the company. The details of ...- Date: Aug 2021
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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Advanced Cash-Flow Techniques in Product Pricing
Advanced Cash-Flow Techniques in Product Pricing The session from the 1995 SOA New Orleans ... selling one product versus selling the other. I don't care which one they buy, because the fair value to me ...- Authors: Douglas A George, Cheryl Krueger
- Date: Apr 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance
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Designing a Field Compensation Structure
Designing a Field Compensation Structure This session at the SOA 1990 Hartford Spring Meeting ... the existing distribution system. We took great care in fixing the broken parts in our compensation plan ...- Authors: Albert Easton, Paul D Laporte, Marshall H Lykins, Robert Clark
- Date: Apr 1990
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Marketing and distribution - Annuities; Life Insurance>Marketing and distribution - Life Insurance