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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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A Bayesian Approach in Calculating Community Mortality Rates
A Bayesian Approach in Calculating Community Mortality Rates Mortality rates for a local community are desired in conjunction with the calculation of health-adjusted life expectancy HALE, an ...- Authors: Marjorie Rosenberg, Dennis G Fryback
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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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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Discussion of Preceding Paper
Discussion of Preceding Paper This paper presents a discussion on the paper titled, 'Work Life Expectancy as a Measure of Damages' by Thomas C. Smith and Frank L. Griffin, Jr.- Authors: Seymore A Fenichel, William D Ward, Frank L Griffin, A Edward Archibald, Thomas C Smith, W Rulon Williamson, Lenard E. Goodfarb
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Disability; Experience Studies & Data>Mortality
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Actuarial Considerations in Cost Analysis
Actuarial Considerations in Cost Analysis Several of the insurance problems discussed are far short of a final definitive solution - the objective is rather to suggest some coherent patterns for ...- Authors: Manuel Gelles
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Expenses - Life Insurance
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Discussion - Actuarial Note: Valuation of the Shares in a Share-and-Share-Alike Last Survivor Annuity
Discussion - Actuarial Note: Valuation of the Shares in a Share-and-Share-Alike Last Survivor Annuity This is a discussion of the title paper by Eugene A. Rasor and Robert J. Myers. Included is ...- Authors: Andrew Delaney, Robert F Link
- Date: Nov 1952
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Annuities>Payout annuities
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Book Reviews and Notices
Book Reviews and Notices This section presents a book review of, "Society of Actuaries' Textbook on Life Contingencies" by Chester Wallace Jordan. Also included are summaries ...- Authors: Society of Actuaries, Harry Gershenson
- Date: Nov 1952
- Publication Name: Transactions of the SOA
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Some Practical Aspects of the Calculation of Employer Contributions under Group Annuities of the Deposit Administration Type
Some Practical Aspects of the Calculation of Employer Contributions under Group Annuities of the Deposit Administration Type The purpose of this paper is to outline some of the points to be ...- Authors: Raymond F Houseman
- Date: Jun 1952
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Group plans - Annuities; Pensions & Retirement>Funding