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An Analysis of Long-Term Care Data from Hamilton-Wentworth, Ontario
study by sex and number of assessments is shown in table 1. After diminating individuals for whom important ... transitions amongst the levels of care requirements. Table 1: Distr ibut ion by Sex and Number of Assessments ...- Authors: Bruce Jones
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Long-term care - Experience Studies & Data; Modeling & Statistical Methods>Stochastic models
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ... measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk. Banking ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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Stochastic Modeling in the Financial Reporting World
asked to look at the risk inherent in guaranteed annuity options on deferred annuities in our U.K. business ... objective was to model the embedded guaranteed annuity option and to determine an economic risk profile ...- Authors: Robert W Wilson, Ronald Harasym
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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Modeling: Basic Training
Modeling: Basic Training Provides a how-to session on modeling assets and liabilities ... assets and liabilities in the Valuation Actuary's work to comply with the Standard Valuation Law. Comparisons ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Sequential Credibility Evaluation via Stochastic Approximation
in a sequential form as follows: O/n, ^ ~,,, = s~-~ - - - (~, , -~ - *~), (3) n which is a stochastic ... and Makov (1998)) E(x.+~ [ xl,x~ .... x,,,A) = E(,u [ x~,xz .... x,.,A) (6) n o ;~ - no+n~ m+no+n~ ...- Authors: Udi E Makov, Zinoviy Landsman
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Risk Evaluation in the Final Stages of the Pandemic
effectiveness, asset risk, and insurance (mortality and mortality) risk. By David Brentlinger Small Talk ... Model effectiveness Asset risk Insurance (mortality and mortality) risk Risk evaluation models which are ...- Authors: David Brentlinger
- Date: Jul 2022
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Real-Time Stochastic Analysis
MODELS 1 1 1 i ~ , I~T~ AS~ETMO°EL I I O,SC~T~*~S~T MOOC~ I I O,SCRETE ^SSETMO°~ I REAL-T IME STOCHASTIC ... interest rates, and so we hit a 5% guarantee on an annuity line. For example, we're starting to see that ...- Authors: Frederick W Jackson, Mel Stein
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform, Issue 10, November 2019
Coordinator Vikas Sharan, FSA, FIA, MAAA 2019 Life & Annuity Symposium Coordinator Nicole Kim, FSA, MAAA 2019 ... first looks at upcoming accounting changes for U.S. Generally Accepted Accounting Principles (GAAP) ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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A Multirisk Stochastic Process
function P(x). Assume that E(X~) = Pl > 0. The X~'s represent the claims, and p, is the expected value ... function (s < t) is 0 P{x(t ) < ylX(s) = x} p(x, s; y, t) = -~y u.n-- {y - • exp [ -~( t - s)l}'-n ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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A Stochastic Approach To Long Term Disability Valuation
GLTD (the standard base LTD morbidity valuation table used in Canada) does not distinguish between terminations ... Traditionally, LTD valuation has used a deterministic life annuity function of the form [ ] [ ] dXk Age k k dxdX ...- Authors: Peter Douglas
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models