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An Introduction To Risk Measures For Actuarial Applications
the put option embedded in the popular ‘variable annuity’ contracts. Although these loss distributions ... (3) From this we can construct the following table: x Pr[L ≤ x] 100 1.00 50 0.995 10 0.95 0 0.85 ...- Authors: Mary Hardy
- Date: Jul 2006
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Estimation methods
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Reinsurance Considerations in the Determination of PBR Reserves
and assumptions. BACKGROUND Reserves under PBR U.S. Statutory reserves under PBR are calculated as the ... specifica- tions: • The prudent estimate DR mortality assumption was improved at a rate of 1 percent ...- Authors: Chris Whitney, Gregory Mackenzie
- Date: Nov 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Reinsurance News
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Reserves - Life Insurance; Reinsurance>Reserving - Reinsurance
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Velocity of Diversification
Velocity of Diversification This article delves into a new line of statistical thinking ... true for other designs. statistical methods;mortality assumption;product development;risk metrics 6442455973 ...- Authors: Douglas Robbins
- Date: Jun 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Product Matters!
- Topics: Annuities>Individual annuities; Annuities>Pricing - Annuities; Demography>Mortality - Demography; Demography>Longevity; Life Insurance>Pricing - Life Insurance; Technology & Applications>Analytics and informatics
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General Insurance Research Update
organizations with the goal of furthering the SOA’s activities in general insurance. As well, the committee ... insurance premium rates. Hedging of an Insurance Company’s Portfolio—This report was sponsored by the General ...- Authors: Scott Lennox
- Date: Dec 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: General Insurance Insights
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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ACLI Update
ACLI Update Changes to AG 43 and what that might mean for tax purposes. Also, summary of ... guidance on use of 2017 CSO tables). PBR;Taxes;Annuity reserves;Life reserves;Taxes=Taxation;Tax accounting ...- Authors: Pete Bautz, Mandana Parsazad, Regina Y Rose
- Date: Feb 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Influence decisions
- Publication Name: Taxing Times
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Financial Reporting & Accounting>Tax accounting; Life Insurance>Reserves - Life Insurance
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Investment Fallacies e-book
Fallacy BY GARY THOMAS Table of Contents * * * © 2014 Society of Actuaries 5 Table of Contents 48 The ... be applied to other equity indices as well. The S&P 500 just happens to have a lot of historical data ...- Authors: Society of Actuaries, Leslie Smith
- Date: Sep 2014
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; External Forces & Industry Knowledge>External forces and business performance
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General Insurance Research Update
organizations with the goal of furthering the SOA’s activities in general insurance. As well, the committee ... catastrophe pooling structures in place in and outside the U.S., summarize their strengths and weaknesses and suggest ...
- Authors: Scott Lennox
- Date: Jun 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: General Insurance Insights
- Topics: General Insurance (Property & Casualty)>Pricing/ratemaking - General Insurance
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A New Method to Derive PBA Prudent Estimate Assumptions from Company Experience
and assumptions. BACKGROUND Reserves Under PBR U.S. Statutory reserves under PBR are calculated as the ... specifica- tions: • The prudent estimate DR mortality assumption was improved at a rate of 1 percent ...- Authors: Gregory Mackenzie, Chris Whitney
- Date: Dec 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Statutory accounting; Reinsurance>Life reinsurance; Reinsurance>Pricing - Reinsurance; Reinsurance>Product development - Reinsurance; Reinsurance>Reserving - Reinsurance
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Profiling Physician Performance
__________________________________ *Copyright © 2000, Society of Actuaries †Mr. Myers, not a member ... perspective. Dave is a vice president with Aetna U.S. Healthcare and one of their leaders in their strategic ...- Authors: Joel C Hoffman, David Josephson, David Terry, John C Vataha, Kelly Myers
- Date: Jun 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Ethics; Economics>Health economics; Health & Disability>Health care; Health & Disability>Health care quality; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Simulation
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Health Insurance and the Valuation Actuary
this curve decreases, is because of lapses and mortality. lf we look at the counterpart to this, (Chart ... actually continues to increase but, since the mortality is so high at this point, the total claims start ...- Authors: Application Administrator, Michael Francescone, Frank E Knorr, Glenn A Giese
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance; Health & Disability>Health care; Health & Disability>Health insurance; Long-term Care>Long-term care insurance