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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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The Benefit Ratio Reserve Method
The Benefit Ratio Reserve Method This paper discusses the purpose and nature of the benefit ... will develop assumptions and projections with some care. In most cases, prospective anticipated loss ratios ...- Authors: E Paul Barnhart, Donald D Cody, Thomas J Stoiber
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Health insurance
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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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Short-Term Disability Benefits
Short-Term Disability Benefits This session discusses current short-term disability benefits, ... Limra , “Marketing Group Health Insurance and Health Care Benefits, Trends, Insights Phase II, 2001” Source: ...- Authors: Paul D Hitchcox, Barry Petruzzi, Richard Carlson Leavitt
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance
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Group Weekly Indemnity Continuation Table Study
Group Weekly Indemnity Continuation Table Study This paper presents an analysis of group weekly ... benefit. Since the claimant must be under a doctor's care to be eligible to receive benefits, he may tend ...- Authors: Morton D Miller
- Date: Mar 1951
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability tables
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2004–05 U.S. Individual Life Persistency Report
2004–05 U.S. Individual Life Persistency Report This report presents the results of the most ... policy and product factors requested. Therefore care should be taken in interpreting results. The number ...- Authors: Society of Actuaries, Application Administrator
- Date: Jun 2009
- Competency: Technical Skills & Analytical Problem Solving
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US Individual Life Insurance Persistency
US Individual Life Insurance Persistency 4294977816 1/1/2011 12:00:00 AM ... policies and product factors requested. Therefore care should be taken in interpreting the results.- Authors: Allen Klein, Nancy Muise, Timothy Pfeifer, Cynthia MacDonald, Tony Litterer, Cathy Ho
- Date: Jan 2011
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Life Insurance
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2007-2015 US Individual Disability Income Persistency Study
2007-2015 US Individual Disability Income Persistency Study This report examines lapse experience ... non-expiry terminations were coded as lapses. Therefore care should be taken in interpreting the results.- Authors: Society of Actuaries
- Date: Mar 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Health & Disability
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Model Risk
Model Risk From session 76 CS at the Spring regional meeting of the Society of Actuaries held in ... models for asset prices, interest rates, health care, and pension costs trends are based on economic ...- Authors: Rishi Kapur, Elliot Noma
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods