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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes using the new multi-risk scenario generator to create sensitivity tests at moderately ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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How to Make Guarantees on VAs Worth More than the Paper They're Written On
How to Make Guarantees on VAs Worth More than the Paper They're Written On From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators Without relying on formulas, this paper presents the important concepts underlying the theory of arbitrage-free ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Real-World Interest Rate Models and Current Practices
Real-World Interest Rate Models and Current Practices This article provides an overview of the different types of real world interest rate scenarios that practitioners use in the life insurance ...- Authors: Jean-Philippe Larochelle, Marshall Lin, Francisco Orduna
- Date: Jul 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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An Integro-differential Equation for a Sparre Andersen Model with Investments
An Integro-differential Equation for a Sparre Andersen Model with Investments Presentation from the 41st Actuarial Research Conference held in August, 2006 in Montreal. This presentation extends ...- Authors: CORINA DANA CONSTANTINESCU, Enrique Thomann
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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Conditional Stochastic Interest Rate Models in Life Contingencies
Conditional Stochastic Interest Rate Models in Life Contingencies Several previous papers treat the rate of interest as a stochastic process in the determination of values of insurances and ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits,
Discussion of Pricing and Risk Management of Variable Annuities with Multiple Guaranteed Minimum Benefits, The purpose of this discussion is to introduce a few additional points and discuss how ...- Authors: Mark Evans, Application Administrator
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Annuities>Variable annuities; Economics>Financial economics; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Model Compression and Stochastic Modeling
Model Compression and Stochastic Modeling Discusses methods to efficiently run stochastic models in light of AG 43. Modeling efficiency; 9292 6/1/2010 12:00:00 AM ...- Authors: Craig Reynolds
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods>Stochastic models
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An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance
An Introduction to Collective Risk Theory and its Application to Stop-Loss Reinsurance This paper presents an introduction to collective risk theory. In collective risk theory one seeks to ...- Authors: Ernest A Arvanitis, Russell M Collins, Paul H Jackson, Robert C Tookey, Paul Markham Kahn, Herbert L Feay
- Date: Oct 1962
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models; Reinsurance>Stop-loss insurance
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A New Collective Risk Model
A New Collective Risk Model In this paper, a mathematical model is constructed to study the deviations of claims, investment performance, operating expenses, and lapse expenses as random ...- Authors: John A Beekman, Ethan Stroh, Richard W Ziock
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models