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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model The goal of this paper is to dispel the prevailing belief that American-style options cannot be valued efficiently in a simulation model by ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Retirement Policy - An International Perspective
Retirement Policy - An International Perspective Through a review of legislative and policy provisions, this paper highlights national differences in retirement policy and identifies alternative ...- Authors: Denis Latulippe
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Global Perspectives; Public Policy
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The 'Pension Max' Election: An Investigation of the Structural and Economic Differences Between the 100% Contingent Annuity Pension Benefit Option and the Straight Life Benefit Option Used in Conjunction with Pension Max
The 'Pension Max' Election: An Investigation of the Structural and Economic Differences Between the 100% Contingent Annuity Pension Benefit Option and the Straight Life Benefit Option ...- Authors: Klaus Shigley
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Pensions & Retirement
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1951 Report of the Committee on Group Mortality and Morbidity: Section I - Group Life Insurance
1951 Report of the Committee on Group Mortality and Morbidity: Section I - Group Life Insurance Group life insurance mortality experience report covering years 1946-1950. Mortality ...- Authors: Society of Actuaries
- Date: Jan 1951
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Life Insurance>Group plans - Life Insurance
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Society of Actuaries Committee Members
Society of Actuaries Committee Members Listing of the members of various committees in 1958. From Transactions of Society of Actuaries, 1958 Reports. Morbidity rates=Morbidity tables;Mortality ...- Authors: Society of Actuaries
- Date: Jan 1958
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data
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Contents of 1959 Reports of Mortality and Morbidity Experience
Contents of 1959 Reports of Mortality and Morbidity Experience Table of Contents. Morbidity rates=Morbidity tables;Mortality rates=Mortality tables=Death rates ; 2827 1/1/1959 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Jan 1959
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Experience Under Individual Accident and Sickness Policies 1955-57
Experience Under Individual Accident and Sickness Policies 1955-57 1959 Report presenting the results of the Committee's studies of morbidity experience during the years 1955 to 1957, ...- Authors: Society of Actuaries
- Date: Jan 1959
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Disability
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Group Weekly Indemnity Insurance and Group Hospital and Surgical Expense Insurance
Group Weekly Indemnity Insurance and Group Hospital and Surgical Expense Insurance 12th Annual 1959 Report on the continuing study of the morbidity experience of Group Weekly Indemnity insurance ...- Authors: Society of Actuaries
- Date: Jan 1959
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Morbidity
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Discussion of Preceding Paper
Discussion of Preceding Paper This paper presents a discussion on the paper titled, 'Work Life Expectancy as a Measure of Damages' by Thomas C. Smith and Frank L. Griffin, Jr.- Authors: Seymore A Fenichel, William D Ward, Frank L Griffin, A Edward Archibald, Thomas C Smith, W Rulon Williamson, Lenard E. Goodfarb
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Disability; Experience Studies & Data>Mortality
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Actuarial Considerations in Cost Analysis
Actuarial Considerations in Cost Analysis Several of the insurance problems discussed are far short of a final definitive solution - the objective is rather to suggest some coherent patterns for ...- Authors: Manuel Gelles
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Expenses - Life Insurance