31
-
40
of
257
results (0.41 seconds)
Sort By:
-
Long-Term Disability Buyouts
Long-Term Disability Buyouts Panel session exploring a variety of issues connected to long-term disability reserve buyouts, including: · Advantages and risks for buyers and sellers · ...- Authors: Michael Gabon, Stephen Mitchell, Daniel D Skwire
- Date: Oct 2000
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise; Strategic Insight and Integration>Effective decision-making
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Health economics; Health & Disability>Disability insurance; Modeling & Statistical Methods>Stochastic models; Reinsurance>Reserving - Reinsurance
-
Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll and Ross Models of Interest Rates Presented at May 2002 Spring Meeting. Our lecturer presents findings from a research project relating to the Cox, Ingersoll & Ross model ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
-
Stochastic Modeling in the Financial Reporting World
Stochastic Modeling in the Financial Reporting World This session of the SOA 2003 Washington, DC Spring Meeting covers the basics of stochastic modeling with focus on random number and scenario ...- Authors: Robert W Wilson, Ronald Harasym
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
-
Hedging Variable Annuity Guarantees: A Practical Discussion
Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 The panelists discuss ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
-
Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing
Specific Asset Modeling Issues and Applications Beyond Cash-Flow Testing This session from the 1994 Valuation Actuary Symposium covers the collapse of the real estate market in the early ...- Authors: Jeremy Brown, Catherine Ehrlich, Douglas A George
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods
-
General Asset/Asset Specific Modeling
General Asset/Asset Specific Modeling Presented at September 1995 Valuation Actuary Symposium. This session talks about the tools and methods for asset modeling, particularly mortgages and ...- Authors: David N Becker, Peter Tilley
- Date: Sep 1995
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
-
Management Uses of Cash-Flow Testing
Management Uses of Cash-Flow Testing From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September 14-15, 2000 In this session, panelists discussed how they have ...- Authors: Willard Rinehimer, Robert Buckner, Robert Welander
- Date: Sep 2000
- Competency: Communication; External Forces & Industry Knowledge>Actuarial theory in business context; Relationship Management>Relationships and trust; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Influence decisions
- Topics: Finance & Investments>Asset liability management; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods
-
Degree, Depth, and Frequency of Actuarial Reports to Company Management
Degree, Depth, and Frequency of Actuarial Reports to Company Management This discussion focuses on actuarial reports to management. From Record of Society of Actuaries, Vol. 1, No. 1. Budgets; ...- Authors: Barton H Clennon, Wilfred A Kraegel, Robert A Lyle, John A Maurer, John W Paige, Richard S Robertson
- Date: Mar 1975
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Financial Reporting & Accounting; Modeling & Statistical Methods
-
Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution
Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution This is a presentation from 39th Actuarial Research ...- Authors: Enrique de Alba, Jose Gilberto Atondo Siu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods
-
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA
Implementation of Arbitrage-free Discretization of Interest Rate Dynamics and Calibration via Swaptions and Caps in Excel VBA We consider Libor market model and calibration process. We estimate ...- Authors: Ohoe Kim, Swathi D Gaddam
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Economics>Financial economics; Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models