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An Application of Modern Social Sciences Techniques to Reverse Stress Testing at the U.K. Pension Protection Fund
to Reverse Stress Testing at the U.K. Pension Protection Fund The U.K. Pension Protection Fund (PPF) ... April 2005 to protect the pensions of members of U.K. private sector defined benefit pension schemes ...- Authors: Jean Pierre Charmaille, Lucy Currie
- Date: Apr 2013
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Comparing Needs for Initial Surplus in Collective Risk Models
papers have presented methods for ap- proximating ¢(u), the infinite time ruin function. Goovaerts and ... algorithm to obtain upper and lower bounds on ¢(u), and hence on the error in the approximation. They ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Pricing American Options without Expiry Date
Pricing ... motion. Let S(t) be the price of a stock at time t and define X(t) by S(t) = S(0) eX(t), t ... te e S(t); t 0− ζ ≥ is a martingale. The martingale condition is * rt t r(0) (0)E e e S(t) e S(0)− ...- Authors: Carisa K W Yu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets
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Analysis of Basic Actuarial Theory for Fixed Premium Variable Benefit Life Insurance
the net annual premium and reserves. Rate of mortality at attained age x + t - 1. Terminal reserve ... according to the Z, factors. Illustrative Results Table 1 illustrates the calculation of face amounts of ...- Authors: Walter N Miller, John C Fraser, Charles M Sternhell
- Date: Oct 1969
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Life Insurance
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Current Pension Actuarial Practice in Light of Financial Economics Symposium: Pension Funds - A Capital Adequacy Test with a Soft Mismatch Cushion
across-the-board benefit reduction. As indicated in Table 1, each of these measures tends to have advantages ... advantages as well as disadvantages. TABLE 1 Comparison of Emergency Measures Capital Restoration ...- Authors: Roland P van Gaalen
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Risk management
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The Investment Process and Present Value Calculations
The Investment Process ... invested funds. Then, 33 U~(t) = ~(t) t f + ]~(u) r(t-u) du ,, j<. j , J4(~, g(., ~,- ... kind; ~( t ) = ~( t )+ J~( t ,u ) ~(u) du, o with kernel ~( t ,u ) (4 ) -,<,-.> <,> If ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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The Uniform Distribution of Deaths Assumption and Probability Theory
OF DEATHS ASSUMPTION AND PROBABILITY THEORY Hans U. Gerber and Donald A. Jones The purpose of th ... and K is the cur ta te durat ion at death. Then U = T - K is the f rac t iona l par t of a year ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Providing Prescription Drug Coverage for Medicare Beneficiaries
Providing Prescription Drug Coverage for Medicare Beneficiaries A summary of Medicare reform and its effect on prescription drug ... insurance;Medicare;Prescription drug costs; 6078 7/1/2000 12:00:00 AM ...- Authors: American Academy of Actuaries
- Date: Jul 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Topics: Economics>Health economics; Health & Disability>Health care; Public Policy; Social Insurance>Medicare
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Certain Limits in the Theory of Annuities
present value and accumulated value of an ordinary annuity with m payments per interest conversion period ... paying ordinary annuity and a method for approximating the present value of an ordinary annuity, or an increasing ...- Authors: Constantine Georgakis
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments
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Analysis of CCRC Data
included in the analysis, only 198 were males. Table 1 shows the the total time spent in the CCRC during ... during the study period by state and sex. Table 2 provides a breakdown of the number of transitions ...- Authors: Bruce Jones
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Long-term Care>Long-term care facilities & home care; Pensions & Retirement>Retirement risks; Technology & Applications>Analytics and informatics