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Simulation of the Ruin Potential of Non-Life Insurance Companies
Simulation of the Ruin Potential of Non-Life Insurance Companies A simplified model adapts very easily ... computer, and this is what the author has done with several selected pairs of probability distributions ...- Authors: John A Beekman, Hilary L Seal
- Date: Nov 1969
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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The Matching of Assets and Liabilities
The Matching of Assets and Liabilities This paper investigates how the concepts of asset-liability matching ... investment strategy. From Transactions of Society of Actuaries 1980, Vol. 32. Yield curve=Term structure;Interest ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods
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Actuarial Application of the Monte Carlo Technique
Application of the Monte Carlo Technique The purpose of this paper is to describe the application of the Monte ... making. It included a discussion of some of the problems encountered and the solution to these problems.- Authors: Russell M Collins, James C Hickman, Donald A Jones, Nathan F Jones, Robert C Tookey
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
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Academy Interest Rate Generator Version 7_1_201707
Generator Version 7_1_201707 The American Academy of Actuaries and the Society of Actuaries have joined resources ... resources to maintain this Economic Scenario Generators Excel Workbook tool for use in regulatory reserve ...- Authors: Society of Actuaries, American Academy of Actuaries
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Computing the Probability of Eventual Ruin
Computing the Probability of Eventual Ruin Shiu derives two formulas for calculating the probability of eventual ... collective risk model. This paper implements one of the formulas by incorporating an algorithm to reduce ...- Authors: Eric Seah
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Practical Applications of the Ruin Function
Practical Applications of the Ruin Function This paper is intended to acquaint actuaries with a simple ... practical application of the ruin function technique in the determination of the C-2 mortality risk reserve ...- Authors: John A Beekman, George E Reckin, Elias Shiu, John Snyder, Daniel J Schwark
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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On the Time Value of Ruin
On the Time Value of Ruin This paper studies the joint distribution of the time of ruin, the surplus ... and the deficit at ruin. The classical model is generalized by discounting with respect to the time ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Gompertz Distribution-Estimation of Parameters
The Gompertz Distribution-Estimation of Parameters Most computations that are done within actuarial ... convenient to work with. Of the various continuous probability distributions, the one most closely associated ...- Authors: Dennis Kunimura
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Interest Rate Generator Version 7.0.4
Generator Version 7.0.4 The American Academy of Actuaries and the Society of Actuaries have joined resources ... resources to maintain this Economic Scenario Generators Excel Workbook tool for use in regulatory reserve ...- Authors: Society of Actuaries, American Academy of Actuaries
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Academy Interest Rate Generator Version 7.1.201503
Generator Version 7.1.201503 The American Academy of Actuaries and the Society of Actuaries have joined resources ... resources to maintain this Economic Scenario Generators Excel Workbook tool for use in regulatory reserve ...- Authors: Society of Actuaries, American Academy of Actuaries
- Date: Mar 2015
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods