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Risk Management, November 2004, Issue No. 3
Tavan ___________________________21 Guaranteed Annuity Options or a Fine Mess by Mary R. Hardy ________________________ ... IL by the Society of ActuariesManagement Risk Table of Contents Chairperson’s Corner I n the ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management
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The R Corner
theory;Predictive modeling; <!-- InstanceBeginEditable name="Table" --> The R Corner By Steve Craighead This month ... month the R corner will be looking at Vincent Goulet's actuar R package. Vincent is a professor at Laval University ...- Authors: Steven Craighead
- Date: Feb 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Expanding Horizons
- Topics: Modeling & Statistical Methods; Technology & Applications>Software
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The Technical Corner
Language;Technology; <!-- InstanceBeginEditable name="Table" --> by Steve Craighead This is an inaugural column ... is the outgrowth of the original S language and its commercial cousin S–Plus. R is maintained by a cadre ...- Authors: Steven Craighead
- Date: Apr 2007
- Publication Name: Expanding Horizons
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R Corner – Combining Cluster Analysis and Predictive Modeling
craighead@ towersperrin.com. FOOTNOTES 1 Craighead, S. (2000), “Insolvency Testing: An Empirical Analysis of ... org/library/research/actuarial-research-clearing- house/2000-09/2000/arch-2/arch00v26.pdf. 2 CLARA algorithm, see: ...- Authors: Steven Craighead
- Date: Oct 2009
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: CompAct
- Topics: Technology & Applications>Software
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R Corner - Predictive Models and Universal Theorems
more on this theorem. Universal Theorem Four. (Sklar’s Theorem) Every multivariate cumulative distribution ... distribution as a mixture distribution and Sklar’s theorem tells you can model uniquely any continuous ...- Authors: Steven Craighead
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods
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Portfolio Optimization in Corporate Models
portfolio iliat best iiiatchcs or iiiiiiililiiZ('S a geii- erally slaiic set of liability cashflows ... ol)liinization prol)leins require limits or constraint, s. The insurance industry is very /lIliq(le, and / ...- Authors: William L Babcock, Steven Craighead
- 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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Extreme Value Statistics, Resampling, and Insolvency Testing
*c J ~ or*c2 u OL+UJ Figure I Figure 2 Figure 3 Seelion 3. S e m i p ~ ~ s r3zagTechniqu_e ... visual and statistical tests on each distribution. Table 1 lists the distribution, the parameters and the ...- Authors: Steven Craighead
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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PBA Reserves and Capital Modeling Efficiency: Representative Scenarios and Predictive Modeling
central portion as well as the tail, whereas CTE90’s calculation would need scenarios primarily within ... inde- pendently with the Academy Valuation Basis Table subcommittee, we found one outstanding process ...- Authors: Steven Craighead
- Date: Jun 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods>Modeling efficiency
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The Case for Distributable Earnings
acknowledging that they yield different outcomes. Girard (2000) also acknowledges these competing valuation methods ... has considerable significance to fixed- index annuity contracts (FIAs), which have embedded call options ...- Authors: Steven Craighead, Christopher Foote
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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Statistics and the Valuation Manual
randomly and independently. • The sample mean S converges in probability and almost surely to µ ... as n goes to infinity. • Or for large enough n, S is near to the normal distribution with mean µ and ...- Authors: Steven Craighead, Douglas Robbins, Karen Rudolph
- Date: Aug 2017
- Competency: Technical Skills & Analytical Problem Solving