31
-
40
of
43
results (0.58 seconds)
Sort By:
-
Asset-Liability Integration, Chapter 8: Stochastic Management without Tears
Stochastic Management without Tears Management's goal is to continuously optimize the economic value ... with the use of financial valuation of the firm’s balance sheet. Both the assets and liabilities can ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value
-
2005 Living to 100 and Beyond Monograph: Impact of Aging Populations
of comments; one is on the guaranteed refund annuity. The states tend to have those too, and a lot of ... both dead. Mr. Andrews, you mentioned that if mortality improvement is greater than expected or equity ...- Authors: Application Administrator, J Bruce MacDonald, Krzysztof Ostaszewski, Lijia Guo
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity
-
Social Security Systems Around the World
which is a joint factor for a male and female mortality weighted by the accumulated capital for the males ... workers' compensation, and hospitalization. In the U.S. when we think social security, we might think family ...- Authors: Robert M Katz, Donald McIsaac, Fernando Troncoso, Christopher David Daykin, Krzysztof Ostaszewski, Charles Barry H. Watson
- Date: Oct 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives; Social Insurance>Social Security
-
Environmental Sustainability 2017 Call for Essays
insurance claims. The overall quality of life aects mortality and morbidity that must be considered in life ... com/ 8 W. W. Tam, T. W. Wong, A. H. Wong, and D. S. Hui, “Eect of Dust Storm Events on Daily Emergency ...- Authors: Society of Actuaries, Max Rudolph, Krzysztof Ostaszewski
- Date: Jul 2018
-
Asset-Liability Integration, Chapter 5: Out of Human Bondage
FIGURE 9 DURATION AS A FUNCTION OF MATURITY FOR AN ANNUITY IMMEDIATE 0 2 4 6 8 10 12 14 1 6 11 16 ... The economic value of the liability is a simple annuity immediate, and its properties are analogous to ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management
-
Using Statistical Analysis and Actuarial Judgment in the Calculation of Medical Liability
will be concerned with claims reserves only. U.S. statutory reserving practices for health insurance ... -20000 -10000 0 0 2 4 6 8 10 12 14 Lag C la im s Amount <0 The graph in Exhibit 2.2 shows negative ...- Authors: Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Best practices; Health & Disability>Health insurance
-
Asset-Liability Integration, Chapter 1: What Are Financial Intermediaries Paid For?
market circumstances. Sim- ilarly, if a deferred annuity provides for the credited rate to follow an interest ... solves the fol- lowing optimization problem max E(u(g (X) e ))i i gi(X ) subject to: I. What are ...- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Asset liability management
-
Actuarial Research Clearing House 1993 VOL. 1 Fussy Sets Methods in Actuarial Science
(Ostaszewski, 1993) for the details of the study. Let U stand for a universe of discourse; i.e., a certain ... fuzzy subset E of U is defined by its membership function #E:U ~ [0, 1]. For an 5, x C U, the value pE(x) ...- Authors: Krzysztof Ostaszewski
- Date: Jan 1993
- Publication Name: Actuarial Research Clearing House
-
Statistical Methods for Health Actuaries - IBNR Estimates: An Introduction
will be concerned with claims reserves only. U.S. statutory reserving practices for health insurance ... -20000 -10000 0 0 2 4 6 8 10 12 14 Lag C la im s Amount <0 The graph in Exhibit 2.2 shows negative ...- Authors: Steven Siegel, Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
- Date: Oct 2007
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Estimation methods
-
The Upside of a Downturn
R I s k M a n a g e M e n T: the current financial crisis, lessons learned and future implications ... unregulated. In response to a systemic crisis, the U.S. government has worked on crafting an integrated ...- Authors: Krzysztof Ostaszewski
- Date: Dec 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Public Policy