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Liability Modeling I – Annuity Products
Liability Modeling I – Annuity Products Panelists of this teaching session discuss: [1] policyholder and company behavior and its impact on model and assumptions, [2] model purpose and ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods
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Deferred Annuity Modeling Issues
Deferred Annuity Modeling Issues This session at the 1998 Valuation Actuary Symposium discusses issues related to variable and fixed deferred annuity modeling. Asset allocation;Fixed income ...- Authors: Meredith Ratajczak, Francis Sabatini
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital 1998 Valuation Actuary Symposium. The panelists addressed the practical implications of how to use value-at-risk in a real-life ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy
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Asset Modeling Concepts - ValAct 00
Asset Modeling Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 Technical discussion of asset modeling concepts and ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Best Practices in the Current Environment
Asset Modeling Best Practices in the Current Environment Asset cash flow modeling and asset assumptions are growing in importance with PBR especially considering the low interest rate ...- Authors: Marc Altschull, Daniel B Finn, Frederick J. Hill, Patrick Ledlee
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR
Session 68 - Products Across the Valuation Manual: Comparing PBR to PBR As the Valuation Manual continues to evolve and PBR standards for additional products are drafted and incorporated, it will ...- Authors: Jason Kehrberg, Reanna Nicholsen, Benjamin Slutsker
- Date: Sep 2019
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Asset modeling
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Modeling What Constitutes a Good Predictor
Modeling What Constitutes a Good Predictor 1993 SOA Annual Meeting, New York. This session was about what constitutes a good predictor for modeling. Topics included: 1. Size of ...- Authors: Abraham Gootzeit, Douglas Menkes, Paul J Strong
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Optimizing Debit Size: An Operations Research Study
Optimizing Debit Size: An Operations Research Study This paper uses operations research to develop the answer to a question concerning the optimal size of a debit, which is a defined geographical ...- Authors: Dwight K Bartlett
- Date: May 1968
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Marketing and distribution - Life Insurance; Modeling & Statistical Methods
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Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution
Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution This is a presentation from 39th Actuarial Research ...- Authors: Enrique de Alba, Jose Gilberto Atondo Siu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods
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Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA We consider Libor market model and calibration process. We estimate ...- Authors: Ohoe Kim, Swathi D Gaddam
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models