41
-
50
of
92
results (0.27 seconds)
Sort By:
-
Another Look at Affordability of U.S. Social Security Cash Benefits OASDI
Another Look at Affordability of U.S. Social Security Cash Benefits OASDI The Annual Reports of the Trustees, for the Social Security Trust Funds, are cornucopia of data. However, the major focus ...- Authors: Howard Young
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Social Insurance>Social Security
-
A Stochastic Model for CCRCs
A Stochastic Model for CCRCs This paper presents a multi-state stochastic model for analyzing continuing care retirement community CCRC populations. The model considers CCRCs with a number of ...- Authors: Bruce Jones
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
-
A Note on Hedging and the Put Option
A Note on Hedging and the Put Option This note develops the optimality of the put option as a hedging strategy. For an investor who owns a stock, he can buy a put option to hedge against the ...- 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
-
Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality for determining annuity values. We discuss a broad class of parametric models using a ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
-
Multiple Currency Option Selection Using Stochastic Constraints
Multiple Currency Option Selection Using Stochastic Constraints This paper examines the problem of hedging foreign exchange risk across multiple countries using currency options. The profit ...- Authors: David C Thurston, Kelly T Au, Joel R Barber
- Date: Jan 1996
- 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
-
Modeling Capital Market with Financial Signal Processing
Modeling Capital Market with Financial Signal Processing This paper discusses the theoretic framework of modeling captial markets: index-based composition methodology and statisical procedure of ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models
-
ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH.
ECONOMIC CAPITAL. AN ALTERNATE COPULA FREE APPROACH. Economic capital models are getting increasingly complex. An alternate copula free approach is presented which uses accounting data and an ...- Authors: Jawwad Farid
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic capital
-
Projecting the Needs and Costs of Long Term Care in Australia
Projecting the Needs and Costs of Long Term Care in Australia Considerable attention has been given in the recent past to the likely economic and social impact of Australia’s ageing population.- Authors: Edward Leung
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Long-term Care>Long-term care insurance
-
Market Forecasting and Trading Rules Based on Soft Computing Technologies
Market Forecasting and Trading Rules Based on Soft Computing Technologies Hybrids of the soft computing SC technologies have been applied to market forecasting and trading rules, and in many ...- Authors: Arnold Shapiro
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Technology & Applications>Analytics and informatics
-
A Claim Reserve System
A Claim Reserve System All claim reserve systems endeavor to derive estimates of the unpaid portion of claims which have been incurred over a given period of time, making use of information on ...- Authors: William A Bailey, Bruce E Nickerson
- Date: Mar 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods