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Short-Term Disability Benefits
Short-Term Disability Benefits This session discusses current short-term disability benefits, ... relatively long period to get as much of the risk dynamic as I can. I think this is one mistake that we're ...- Authors: Paul D Hitchcox, Barry Petruzzi, Richard Carlson Leavitt
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance
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Surplus Management for Health Entities
Surplus Management for Health Entities Attendees gain exposure to various approaches for effective ... So on that side of it, you've always got that dynamic going on that is working against the management ...- Authors: Phyllis Doran, Thomas Snook, Richard A Swift, Douglas B Sherlock
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance
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Protecting Participants and Beneficiaries in a Phased Retirement World
Protecting Participants and Beneficiaries in a Phased Retirement World This paper discusses ... Portfolio Structure and Broad Systems Design A Dynamic Social Security System in Unison with Demographic ...- Authors: Patricia Scahill, Jonathan Barry Forman
- Date: Jun 2002
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Pensions & Retirement>Plan design
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Buying and Selling Insurance Companies Internationally
Buying and Selling Insurance Companies Internationally Presented at May 2002 Spring Meeting. Discusses ... that model to do what we call a static and a dynamic validation. Those of you who do cash-flow testing ...- Authors: William R Horbatt, Shu-Yen Liu, Thomas Jaros, Jim Toole, Application Administrator
- Date: May 2002
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Global Perspectives>Multinational companies
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Critical Illness Issues
Critical Illness Issues Panelists address current issues of critical illness products including ... you if you can’t inspire them, or if there’s no dynamic leadership out there. Who’s leading? I know one ...- Authors: Sandra K Meltzer, Susan Kimball, Sean Long, Mike Harper
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Critical illness insurance
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Interaction Between Asset Liability Management and Risk Theory: An Unsegmented and a Multidimensional Study
8.1 The basic model In this section, the dynamic evolution of the (m+n)-dimensional stochastic process ... Session, Firenze, 253-269. 22 Janssen J., 1995, "A dynamic stochastic ALM model for insurance companies", ...- Authors: Jacques Janssen, Griselda Deelstra
- Date: Jan 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Session 3: Mortality Laws and Models Session – Part II
Session 3: Mortality Laws and Models Session – Part II Presented at Living to 100 and Beyond symposium ... the Oldest Old' by Buettner and 'Using Dynamic Reliability in Estimating Mortality at Advanced ...- Authors: Natalia Gavrilova
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Global Perspectives
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Using Dynamic Reliability in Estimating Mortality at Advanced Ages
Using Dynamic Reliability in Estimating Mortality at Advanced Ages Using Taiwan Complete Life Tables ...- Authors: Fanny L F Lin
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Session 1: Theory of Aging Session
Session 1: Theory of Aging Session Discussion of three papers presented at Living to 100 and ... ones. Stallard’s analysis reveals an underlying dynamic about mortality in the United States that could ...- Authors: S Jay Olshansky
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Data Mining Techniques for Mortality at Advanced Age
reliability theory) about the nature of mortality, and dynamic theories of mortality in populations. The ... comparison of the methods. Similar to the dynamic models of mortality developed in last two decades ...- Authors: Lijia Guo, Morgan C Wang
- Date: Jan 2002
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity
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Why More U.S.A. Life Insurance CompaniesAre Considering Economic Value as anAdditional Internal Accounting System
Why More U.S.A. Life Insurance CompaniesAre Considering Economic Value as anAdditional Internal ... earnings of the company, which will be useful in the dynamic management of the company’s statutory surplus.- Authors: Armand de Palo
- Date: Dec 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
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Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates
Measurement of Risk, Solvency Requirements and Allocation of Capital Within Financial Conglomerates ... Lowe, S. and Stanard, J. (1997) “An integrated Dynamic Financial Analysis and Decision Support System ...- Authors: Harry H Panjer
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Capital management - ERM
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Risk Position Reporting
reports are broad in nature. n Reports will be more dynamic, in response to changing market conditions. n Report ... levels of new business n More frequent to reflect dynamic nature of product issuance Participants were asked ...- Authors: Mary M Wilson, Mary Gilkison, Anthony Dardis, Francois R Morin, Stephen Britt
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Risk Management Practices Concerning Variable Annuities with Guaranteed Living Benefits
company's risk using a combination of static and dynamic hedging solutions. Static hedging works, except ... basis. Dynamic hedging may not always be the best solution, but it's one way to have a more dynamic and ...- Authors: Franklin Clapper, Hubert B Mueller, Rodney Clark
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities
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Understanding And Managing The Risks Underlying Guaranteed Benefits In Variable Annuities
talking about. Charles Gilbert will focus on dynamic hedging. David Braun will focus on natural hedging ... of my presentation is dynamic hedging. I’ll provide an overview of the dynamic hedging process, walk ...- Authors: Inger Harrington, Charles L Gilbert, David L Braun
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Income Products: Pricing PART 2
Income Products: Pricing PART 2 This session focuses on the financial issues related to income products. ... we see some companies considering such tools as dynamic Income Products: Pricing (Part 2) 21 ...- Authors: Douglas Doll, Ken McCullum, Steven Habegger
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Payout annuities
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Derivatives in Insurance Products
gone away for a variety of reasons. Then there’s dynamic hedging. I talked a little bit about that. In ... the risk-free rate) There are all kinds of dynamic hedging techniques available. Showing some of the ...- Authors: Michael J Hambro, Larry Rubin
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Embedded Value In Practice
using one discount function that moves along the dynamic interest paths and another that's fixed. We ... duration and convexity tools. The next level up is dynamic financial condition analysis and its cousin, economic ...- Authors: Nancy Bennett, Richard Junker, Max Rudolph
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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Trends In Automated Underwriting
Trends In Automated Underwriting This session 84I of the 2001 SAO Annual Meeting in New ... time, which enables you to assess the risk in a dynamic fashion. Certainly, this is where lots of technology ...- Authors: David Snell, Ernest A Testa, Hank George, John Gallo
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Underwriting - Life Insurance
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle ... from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential utility ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Valuing Guaranteed Minimum Death and Maturity Benefits: U.S. and Canadian Perspectives
capital resiliency testing, dynamic financial analysis (DFA) or dynamic capital adequacy testing (DCAT) ... by scenario. Normally, this means some sort of dynamic behavior, and I’ll give one approach here that ...- Authors: Simon Curtis, Daniel P MacKenzie, Geoffrey Hancock, Charles Dana Tatro
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Reserves - Annuities
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Recognizing Reinsurance Costs in Direct Pricing
reinsurance might impact that. I want to talk about dynamic pricing, which is something that I think we’re ... life insurance, too. I’m going to talk about dynamic pricing in other industries and where it might ...- Authors: W Howell Pugh, Dale Filsinger, Paul Myers
- Date: Jun 2001
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Life Insurance>Pricing - Life Insurance; Reinsurance>Life reinsurance
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Unified Valuation System Project
Unified Valuation System Project This session 112 PD of the Toronto Spring Meeting ... expectation does. Developing a Stochastic Model So for dynamic financial analysis, we need to construct a stochastic ...- Authors: Douglas A Eckley, Mark S Tenney, Thomas Grondin
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Financial Accounting Standard [FAS 133]
asset/liability modeling (ALM), and has developed their dynamic equity hedging program. Mark Walker is a senior ... risk through the use of options or some sort of a dynamic hedging program, they could take advantage of this ...- Authors: Andrew D Chua, Application Administrator, Darin Zimmerman
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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How To Create Efficient Simulation Models for Finance and Insurance Applications
How To Create Efficient Simulation Models for Finance and Insurance Applications At this ... Professor Milevsky is going to give a practical and dynamic presentation on how to create efficient simulation ...- Authors: Charles L Gilbert, Moshe Arye Milevsky
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
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Risk Management Tools
securitization risk management tools. He recently ran the dynamic hedging program for a large U.S. insurer with ... practice, what would happen if you were running a dynamic hedging program and typically, insurance companies ...- Authors: W Steven Prince, Charles L Gilbert, Kannoo Ravindran
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Stochastic Pricing
scenario • survivorship • policyholder behavior (dynamic lapses, GMIB election rates, etc.) Our next ... behavior, but perhaps we may build a case for some dynamic lapse rates depending on the movement of the market ...- 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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Introduction to Derivatives
CATHERINE E. EHRLICH: The investment world is very dynamic, as most of us know. New products are constantly ... spoken on Financial Accounting Standard (FAS) 133, dynamic financial analysis, credit derivatives, and a variety ...- Authors: Catherine Ehrlich, Thomas Struppeck, Raghu Ramachandran
- Date: May 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Chapter 8 - MINT: Modeling Income in the Near Term: U.S. Social Security Administration Near Term Retirement Income Model
with projected future incomes, it is not a true dynamic microsimulation model. MINT uses statistically ... modeling capability without requiring a full-fledged dynamic microsimulation model.” (Citro and Hanushek, 1997 ...- Authors: Society of Actuaries, Joseph M Anderson
- Date: May 2001
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Public Policy; Social Insurance>Social Security
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XML for Actuaries: A Web of Data and Metadata
customize individual experiences, and we wanted dynamic content. The big challenge for us was that we needed ... Cole: Interestingly enough, the XML structure is dynamic, so it sends what it needs to send in the context ...- Authors: Mark Horowitz, Jawwad Farid, Ron Cole, Kevin Kelly
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
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When Is It Right To Use Arbitrage-FreeScenarios?
When Is It Right To Use Arbitrage-FreeScenarios? When Is It Right To Use Arbitrage-Free Scenarios? ... will usually vary over time. That is, there is a dynamic hedging strategy that, given the usual assumptions ...- Authors: Stephen Britt
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
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Blazing the Path for a Unified Valuation System
capital assessment on developing additional dynamic financial analysis tools and methodologies. In ... based, in part, on a platform built for a P&C dynamic financial analysis model. • A viability subcommittee ...- Authors: David Sandberg
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
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Risk Management Behind Variable Annuities
risk management tools, focusing specifically on dynamic hedging and some of the specifics involved. Mr ... also reinsure these or you can try some static or dynamic hedging. We're starting to get into more risky ...- Authors: Lance Berthiaume, Ari Lindner, George Christopher
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Dynamic Financial Models of Life Insurers
Dynamic Financial Models of Life Insurers The Society of Actuaries seeks to provide actuaries of life ... economic factors with insurer-specific data to form dynamic financial models of life insurers. Empirical analysis ...- Authors: James M Carson, Mark J Browne, ROBERT E HOYT
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Financial Models of Life Insurers XLS Charts
Dynamic Financial Models of Life Insurers XLS Charts By identifying specific exogenous and insurer specific ... study provides a basis for actuaries to build dynamic financial models for individual insurers. The Life ...- Authors: Mark J Browne, ROBERT E HOYT, James Michael Carson
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Segregated Funds Seminar Illuminates Equity Guarantees Risks
Segregated Funds Seminar Illuminates Equity Guarantees Risks Segregated Funds Seminar Illuminates ... THE FINANCIAL REPORTERPAGE 20 FEBRUARY 2000 dynamic, Greek-based (derivatives of value with respect ...- Authors: G Mitchell
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Annuities>Variable annuities; Enterprise Risk Management
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Retirement Needs Framework, Chapter 9: Is Your Standard of Living Sustainable during Retirement? Ruin Probabilities, Asian Options, and Life Annuities
hit zero while 2A richer model would allow for dynamic portfolio strategies in which the investor can ... time. Indeed, a full theory of continuous time dynamic programming has been applied to investment-consumption ...- Authors: Moshe Arye Milevsky, Christopher Robinson
- Date: Jan 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Retirement risks
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Unlocking FAS 97's Management Potential
the effect of current-year deviations may be "dynamic amortization." Eckman uses the term "catch-up" ... informed management of the product line. (2) Dynamic Amortization Adjustment -a~ L × (G,*- ~5 This ...- Authors: Bruce Darling
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Canterbury Tales of Fair Value Fair Value ofLife Insurance Seminar—March 1999
Reiskytl brings us up-to-date on develop- ments in Dynamic Financial Condition Analysis in the U.S. and Canada ... Everything Was “Peachy” in Atlanta! ..........13 Dynamic Financial Condition Analysis Update by James ...- Authors: Joan Lamm-Tennant, S Michael McLaughlin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting>Fair value accounting
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The Actuary's Role in Risk Management
Jean-Francois Lemay will talk about market risk, dynamic hedging framework, and the specific product level ... that effective duration means the cash flows are dynamic across a range of interest rate scenarios. I was ...- Authors: Max Rudolph, Randall M O'Connor, Ikwhan Oh, Jean-Francois Lemay
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting; Global Perspectives
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Risks in Investment Accumulation Products: Recent Research
hedge against the guarantees using some sort of dynamic rebalancing strategy, then the computational problem ... it turns out that you can construct, using a dynamic rebalancing strategy, a perfect risk-free hedge ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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An Expanded Financial Structurefor Ordinary Dividends
ordinary lines. 7. The structure should have a dynamic capability of show- ing how changes in the future ... minimum valuation reserve bases incorporating dynamic interest rates on guaranteed interest contracts ...- Authors: Donald D Cody
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Life Insurance
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Chapter 11 PIMS Pension Insurance Modeling System
PIMS Year Zero = 1997 Simulation technique: Dynamic and stochastic microsimulation Solution algorithms ... outside professionals. Simulation Methodology Dynamic and stochastic microsimulation, longitudinal imputation ...- Authors: Society of Actuaries, Joseph M Anderson
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Public Policy
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Market Value of Insurance Liabilities: Reconciling the Actuarial Appraisal and Option Pricing Methods
interest rate plus a fixed risk premium. While a dynamic cost of capital assumption would be an improvement ... over time and by scenario: that is, leverage is dynamic. Modigliani and Miller (1958 and 1963), in their ...- Authors: Luke Girard
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Fair value accounting
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Dynamic Financial Condition Analysis Update
Dynamic Financial Condition Analysis Update Dynamic Financial Condition Analysis Update by James F.- Authors: James Reiskytl
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Financial Reporting & Accounting
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Approaches to Underwriting Disability Insurance
Approaches to Underwriting Disability Insurance 1999 SOA Annual Meeting, San Francisco. This ... is constant improvement. It's just a wonderful dynamic. Every company should be set up that way. Approaches ...- Authors: Robert Beal, Anne Mitchell, Carl Amick, Scott Haglund
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Disability insurance; Public Policy
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Setting the X FactorPercentile— Commentary
works” to be released soon. Handbook Copies of the Dynamic Financial Condition Analysis Handbook published ... chair of the Society of Actuaries Task Force on Dynamic Financial Condition Analysis. He can be reached ...- Authors: G Mitchell
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance
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Validating a Liability Model
Validating a Liability Model This paper reviews validation for the model of a life insurance ... company data. Two methods are reviewed: static and dynamic validation. From Society of Actuaries Financial ...- Authors: Richard D Olswang
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Variable Annuities and Segregated Funds - Guaranteed Benefits Valuation Issues
customized or publicly traded puts. You can even use dynamic hedging by combining puts, calls, and futures and ... kind of taking the delta hedge one step forward: dynamic hedging, or really trying to replicate and match ...- Authors: Stephen Preston, Jonathan Wooley, Craig Fowler
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting
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A Stochastic Investment Model for Actuarial Use
predetermined proportions. This is the least "dynamic" strategy that one might adopt. The next step ... experience of each simulation, can be described as a "dynamic investment strategy". As can be seen from the ...- Authors: A D Wilkie
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Small Company Issues
Small Company Issues 1999 Valuation Actuary Symposium, Los Angeles. This session discussed ... they’re talking about, in which you’re going to do a dynamic financial analysis, you’re probably going to have ...- Authors: Charles K Chacosky, Paul J Sulek, Douglas Knowling, Rodney Keefer, Brett E Morris
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Public Policy
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Equity-Indexed Products - Financial Issues
adjustment to a crediting method, and it changes the dynamic of the pricing on the total return equation in ... challenge that in a minute.” Or you can implement dynamic hedging. That approach is designed to purchase ...- Authors: Barbara Snyder, Francis Sabatini, Douglas A George, Kevin F Leavey
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Life Insurance; Public Policy
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Chapter 10 - Macroeconomic-Demographic Model of the U.S. Retirement Income System
Chapter 10 - Macroeconomic-Demographic Model of the U.S. Retirement Income System Chapter 10 ... recursive equations; lagged variables incorporate dynamic features. Solution algorithms and structure: ...- Authors: Society of Actuaries, Joseph M Anderson
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Public Policy; Social Insurance
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Cash-Flow Testing Issues for Equity-Indexed and Variable Products
by no means an easy thing to replicate. Your dynamic hedging strategy should at least delta match the ... as we described earlier. You want to consider dynamic strategies, although they are more difficult ...- Authors: Application Administrator, Alan Downey, Larry M Gorski
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Financial Reporting & Accounting
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The Report of the Individual Subcommittee of the Task Force to Recommend Statutory Morbidity Standards for Individual and Group Disability Benefits
was felt to be conservative relative to the way dynamic valuation interest rates are established. The ... deviation of company variance by duration. Our more dynamic approach should provide a better fit for companies ...- Authors: Society of Actuaries
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data>Disability
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Performance Management - And Anxiety!
Performance Management - And Anxiety! 1999 SOA Regional Meeting, Atlanta. In this session on ... guarantee. With transfer pricing, we have a more dynamic pricing platform that can examine shifts in the ...- Authors: Mark Milton, Michael J Murphy, John S Tillotson, Alton Cogert
- Date: May 1999
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Table of Contents May 1999 Atlanta Spring Meeting Record Sessions
Table of Contents May 1999 Atlanta Spring Meeting Record Sessions Table of Contents for the May ... Luckner and Virginia Ruth Young Session #38 IF Dynamic Product Development Phillip J. T. Cernanec, Mark ...- Authors: Society of Actuaries
- Date: May 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession
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An Econometric Forecasting for the Social Security Trust Funds
An Econometric Forecasting for the Social Security Trust Funds The financing for Social Security ... notably by Sims (1980) as a way to estimate the dynamic relationships among jointly endogenous variables ...- Authors: H Shawn Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Forecasting
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Portfolio Optimization in Corporate Models
toolbox. One of our next steps will be to employ a dynamic asset strategy through- out the projection period ... some of these methods to determine the optimal dynamic asset strategy to support a line of business.- Authors: William L Babcock, Steven Craighead
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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The Process of Premium Formulation
The Process of Premium Formulation This paper sets the task of pricing insurance products ... balanced. Premium formulation is necessarily a dynamic pro- cess. Experience must be monitored continuously ...- Authors: Robert Shapiro
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance>Pricing - Life Insurance
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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model This paper presents an algorithm ... modeling;Derivatives;Discount rates=Interest rates;Dynamic simulation models;Statistical methods; 8273 1/1/1999 ...- Authors: James A Tilley
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Quasi-Monte Carlo Methods in Numerical Finance
Quasi-Monte Carlo Methods in Numerical Finance This paper introduces and illustrates a ... Management, UCLA, Los Angeles, CA, 1992. DUFFLE, D., Dynamic Asset Pricing Theory. Princeton University Press ...- Authors: Phelim Boyle, Ken Seng Tan, Corwin Joy
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Simulation
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Regulatory Solvency Prediction in Property-Liability Insurance: Risk-Based Capital, Audit Ratios, and Cash Flow Simulation
Regulatory Solvency Prediction in Property-Liability Insurance: Risk-Based Capital, Audit ... whereas the cash flow simulation model implements dynamic financial analysis. Logistic regression analysis ...- Authors: J David Cummins, Richard D Phillips, Martin F Grace
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
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Option Pricing by Esscher Transforms
Computation 32 (1978): 277-79. 32. DUFFIE, D. Dynamic Asset Pricing Theory. Princeton: Princeton, University ... LUSKIN, D.L. ED. PorOColio Insurance: A Guide to Dynamic Hedging. New York: Wiley, 1988. 56. ~VIADAN, ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Actuarial Guideline ZZZ and Option Pricing
it should be identical to, given a particular dynamic strategy of buying stock at the margin. It's just ... handle that. I want to quickly discuss dynamic hedging. In dynamic hedging, if you have a Black-Scholes ...- Authors: Vincent Gallagher, Larry M Gorski, Joseph H Tan, Thomas Ho
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting
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Using Value-Added Information in Practice
those static models don't take into account the dynamic of real value that would be derived from a company ... think, if you ever read Jim Reiskytl's Financial Dynamic Surplus Management, you can be glad you have ...- Authors: Armand de Palo, David M Brown, R Karl Erhardt
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting
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A Sure Way to Increase Efficiency: Make Insurance Systems Speak to Each Other
A Sure Way to Increase Efficiency: Make Insurance Systems Speak to Each Other In session 3PD of the New York ... resources. This framework is intended to be dynamic and to accommodate continual change.- Authors: Steve Rydzewski, Cheryl Krueger, Darin Zimmerman, Michelle Smith, Mark Orlandi
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Technology & Applications
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Equity-Indexed Products: Managing the Beast
contracts, using the "greeks" to measure exposure, dynamic hedging, and managing marketplace volatility ... health companies. My job today is to describe dynamic hedging, define the "greeks," and talk about ...- Authors: Anson Glacy, Stephen Stone, Jeffrey J Lobo, Andrew S Chow
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments
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Management Uses for Cash-Flow Testing
Management Uses for Cash-Flow Testing In this session 94PD of the SOA Annual Meeting in New ... management=ALM;Asset modeling;Cash flow testing;Dynamic simulation models;Investment strategy;Risk-based ...- Authors: Glen Keller, Karen MacDonald, Francis Sabatini, John S Tillotson
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Management Uses of Cash-Flow Testing
forecasting, and, in recent years, I have worked on dynamic financial condition analysis. The session program ... stochastic interest rate generator, coupled with dynamic lapse assumptions, is a great tool for determining ...- Authors: Nancy Bennett, Glen Keller, Craig Reynolds
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Financial Reporting & Accounting
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Chapter 6 - DYNACAN: Canadian Microsimulation Model for Public Pension Analysis
Chapter 6 - DYNACAN: Canadian Microsimulation Model for Public Pension Analysis Chapter 6 of the Models ... Analysis. This chapter describes DYNACAN, a dynamic microsimulation model developed and maintained ...- Authors: Society of Actuaries, Joseph M Anderson
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Public Policy
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Deferred Annuity Modeling Issues
rates stayed level or went down. It's the same dynamic; the question is, how do you define it? Equity ... when it's 50%/50%. The model should also have dynamic lapse and transfer. You must factor in the fact ...- Authors: Meredith Ratajczak, Francis Sabatini
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities; Modeling & Statistical Methods
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Regulatory Topics
1997 issues, which was 5.5%. I looked at the dynamic valuation law, which was 4.5%. I called the actuary ... the valuation date, then perhaps they need to do dynamic solvency testing. If they say that the rates ...- Authors: Larry M Gorski, Mark Greene, Kerry Krantz
- Date: Sep 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting
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Table of Contents
Table of Contents This is the table of contents for the 1998 Valuation Actuary Symposium. N/A; ... Jackson. Moderator Mel Stein Larry, White Dynamic Financial Condition Analysis Update James F. Reiskytl ...- Authors: Society of Actuaries
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting
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Equity-Indexed Modeling
I'll discuss setting assumptions, including dynamic behavior. After that, I'll briefly touch on economic ... interest or equity product is what to do about the dynamic surrender assumption. I think there are some general ...- Authors: Alan Downey, Duc Ho, Scott Houghton
- Date: Sep 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods