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Portfolio Optimization in Corporate Models
Portfolio Optimization in Corporate Models Design and future maintenance of an asset portfolio backing a new line of business is critical for proper asset and liability management for that ...- 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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Pricing Perpetual Fund Protection With Withdrawal Option
Pricing Perpetual Fund Protection With Withdrawal Option Equity-indexed annuities [EIAs] can be viewed as mutual funds wrapped around with various guarantees. A recent paper derived a closed form ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Factors Affecting Retirement Mortality
Factors Affecting Retirement Mortality This paper is the final report in a project commissioned by the Society of Actuaries Social Security Committee. The paper considers a variety of possible ...- Authors: Robert Brown, Joanne McDaid
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Demography>Gender factors; Global Perspectives
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Between the Individual and Collective Models, Revisited
Between the Individual and Collective Models, Revisited In this paper the author shows that the aggregate claims distribution of a portfolio modeled by a mix of the individual and collective ...- Authors: Francois Dufresne
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods; Pensions & Retirement>Funding
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Population Waves and Fertility Fluctuations: Social Security Implications
Population Waves and Fertility Fluctuations: Social Security Implications The purpose of the present paper is to discuss some of the methods by which fertility variations can be incorporated into ...- Authors: Phelim Boyle, Ruth Freedman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House; Transactions of the SOA
- Topics: Demography
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Actuarial Research Clearing House 1979 VOL. 3 Roster of Participants
Actuarial Research Clearing House 1979 VOL. 3 Roster of Participants Roster of Participants 18976 1/1/1979 12:00:00 AM ...- Authors: Application Administrator
- Date: Jan 1979
- Publication Name: Actuarial Research Clearing House
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Actuarial Research Clearing House 1980 VOL. 1 Contents
Actuarial Research Clearing House 1980 VOL. 1 Contents Actuarial Research Clearing House 1980 VOL. 1 Table of Contents 18977 1/1/1980 12:00:00 AM ...- Authors: Application Administrator
- Date: Jan 1980
- Publication Name: Actuarial Research Clearing House
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Information Technology
Information Technology Research paper describing past and future in Information Technology. Contents based on address given at the 16th Annual Actuarial Research Conference Computer science; 291 ...- Authors: Gordon Thompson
- Date: Jan 1982
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Technology & Applications
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Table of Contents
Table of Contents Table of Contents Analytics and informatics; 18941 1/1/1983 12:00:00 AM ...- Authors: Society of Actuaries
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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Notes on the Dynamics of Pension Funding
Notes on the Dynamics of Pension Funding These notes are a follow-up to the paper 'Introduction to the Dynamics of Pension Funding' by the same authors and published in Transactions ...- Authors: Newton L Bowers, James C Hickman, Cecil J Nesbitt
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Funding