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Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, QC. This paper considers ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities Panelists discuss economic capital, capital modeling, and hedge modeling, especially for guaranteed living benefits [GLBs] on variable annuities.- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Complex Liability Modeling Issues
Complex Liability Modeling Issues This presentation is a Teaching Session, number 30TS, from the 2002 Valuation Actuary Symposium, held September 19-20 in Lake Buena Vista, FL. The panelists ...- Authors: Craig D Morrow, Patricia Louise Renzi
- Date: Sep 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Stochastic models
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Stochastic Pricing
Stochastic Pricing This session at the SOA 2001 Toronto Spring Meeting offers an overview of stochastic pricing including stochastic variables, equity market models, interest rate models and ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
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Risk-Based Capital Requirements on Variable Annuities with Guarantees
Risk-Based Capital Requirements on Variable Annuities with Guarantees This session from the 2003 SOA Orlando Meeting discusses the new risk-based capital RBC requirements for variable annuities ...- Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling for Health Actuaries
Stochastic Modeling for Health Actuaries This session presents a summary of actuarial and potential uses of stochastic modeling for health actuaries. Three case studies are presented: rating ...- Authors: Charles S Fuhrer, Darrell Knapp, Doug Fearrington
- Date: May 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
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Modeling: Basic Training
Modeling: Basic Training Provides a how-to session on modeling assets and liabilities in the Valuation Actuary's work to comply with the Standard Valuation Law. Comparisons of the ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Stochastic Analysis of Life Insurance Surplus
Stochastic Analysis of Life Insurance Surplus Presentation from the 41st Actuarial Research Conference with the main topic of analyzing the life insurance industry. Life insurance;Stochastic ...- Authors: NATALIA LYSENKO
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Life Insurance>Capital - Life Insurance; Modeling & Statistical Methods>Stochastic models
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Hedging Equity-Linked Products Under Stochastic Volatility Models
Hedging Equity-Linked Products Under Stochastic Volatility Models Presented at August 2011 Actuarial Research Conference. Summarizes the Heston model, discusses hedging equity indexed ...- Authors: Anne MacKay
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models