41
-
50
of
87
results (0.66 seconds)
Sort By:
-
A Comparative Analysis of Chronic and Non-Chronic Insured Commercial Member Cost Trends
Medical Expenditure Survey (NMES) in 1987 and the 2000 Medical Expenditure Panel Survey, Household Component ... of our analysis of the Thorpe, et al., data in Table 1 as these results deserve to be better known by ...- Authors: Ian G Duncan, Robert Bachler, Iver Juster
- Date: Jun 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Thought leadership
- Topics: Enterprise Risk Management>Compliance; Experience Studies & Data>Disability; Experience Studies & Data>Morbidity; Health & Disability>Health care; Health & Disability>Health risks
-
Current Pension Actuarial Practice in Light of Financial Economics Symposium: Periodic Cost of Employee Benefits
recognized; the likely liability candidates, using U.S. nomenclature, are the vested benefit obligation ... version of VBO-based recognition, but independent of U.S. accounting standards), which is based on the explicit ...- Authors: Jeremy Gold
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Pension accounting
-
Preliminary Analysis of Pet Insurance Data
Keywords : pricing; loss cost; risk classifications; mortality and morbidity experience 1 Introduction In 2003 ... (1999) and Egenvall et al. (1998),(1999), (1999a), (2000). However, these analytical studies were strictly ...- Authors: Jeffrey S Pai, Kevin Shand, Xikui Wang
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
Survival Analysis with Disinformation
Survival Analysis with Disinformation By disinformation we mean the inclusion of data that should ... certainly which records were extraneous. Mortality rates=Mortality tables=Death rates ; 14334 9/12/2008 ...- Authors: Esther Portnoy
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Technology & Applications>Analytics and informatics
-
Did Enterprise Risk Management Really Work? The Case of Lincoln Financial Corporation
Its external senior debt ratings were Moody’s A3, S&P A+, A.M. Best single A. Its stock price was trading ... five-year average. Its equity market beta (versus the S&P 500) was 1.009, suggesting a stock no more risky ...- Authors: Scott Engle
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Actuarial Profession>Professional development; Enterprise Risk Management>Financial management
-
Interval Estimates for Risk Loads for Insurers
Feldblum. Confidence intervals for the betas in TABLE 4 [Profit Margins and Their Standard Deviations ... generate interval estimates for Betas shown in the TABLE 5. N/A; 608 1/1/1995 12:00:00 AM ...- Authors: William E Bailey
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
-
Credit Portfolio Optimization under Condition of Multiple Credit Transition Metrics
each country and industry segment. Here is a table that clearly compares the differences among these ... which our later work largely depends on. 6 TABLE 2-1 Popular Models of Credit Risk Analysis ...- Authors: Min Jie (Helen) Han
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
Using Trading Costs to Construct Better Replicating Portfolios
the portfolio of liabilities at time in scenario s = 1, 2, …, Srw. 3. Compute sr , the fair market ... assets at time in scenario s = 1, 2, …, Srw. 4. From the Srw sampled losses ( s sv r ), construct ...- Authors: Curt Burmeister, Application Administrator
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Economic capital
-
A Note on Hedging and the Put Option
he has a concave utility function U(x) such that U'(x) • 0 and U"(x) '0 . Now the investor needs to ... hedging plan H(X), the investor's expected utility is E[U(X 6 H(X) -P)], With buying tile put option with ...- Authors: Xiaochuan Wang
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments
-
mono-2012-vol-man-andrews
1. Large Canadian Employers The following table was based on a report by the Financial Post (2011) ... and magnitude of profit and pension fund assets, Table 1 shows the 10 largest companies and the 50th largest ...- Authors: Douglas Andrews
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Pensions & Retirement>Pension investments & asset liability management; Pensions & Retirement>Risk management