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Stochastic Pricing
Stochastic Pricing This session at the SOA 2001 Toronto Spring Meeting offers an overview of stochastic pricing including stochastic variables, equity market models, interest rate models and ...- 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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Risk-Based Capital Requirements on Variable Annuities with Guarantees
Risk-Based Capital Requirements on Variable Annuities with Guarantees This session from the 2003 SOA Orlando Meeting discusses the new risk-based capital RBC requirements for variable annuities ...- Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Book Reviews and Notices
Book Reviews and Notices This section contains multiple book reviews and notices concerning the actuarial profession. Reviews: 'Medical Risks: Patterns of Mortality and Survival' by ...- Authors: Society of Actuaries
- Date: Oct 1977
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement; Pensions & Retirement>Funding; Social Insurance>Social Security
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Modeling: Basic Training
Modeling: Basic Training Provides a how-to session on modeling assets and liabilities in the Valuation Actuary's work to comply with the Standard Valuation Law. Comparisons of the ...- Authors: Arnold Dicke, Meredith Ratajczak
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Annuities>Reserves - Annuities; Health & Disability>Health insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models
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Distribution of the Number of IBNR Claims
Distribution of the Number of IBNR Claims This paper proposes a model for the incurred but not reported - IBNR- claims of an insurance company. This model will be fit to third party automobile ...- Authors: Louis G Doray
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Accident insurance; Modeling & Statistical Methods>Stochastic models
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A Stochastic Investment Model for Actuarial Use
A Stochastic Investment Model for Actuarial Use The purpose of this paper is to present to the actuarial profession a stochastic investment model which can be used for simulations extending for ...- 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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A Handful of Economic Capital Model Observations
A Handful of Economic Capital Model Observations Commentary on practical observations resulting from constructing and running Economic Capital models. Possible standardization of assumptions and ...- Authors: David M Walczak
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the first installment of a three-part series that aims to provide an overview of ESGs and will focus on ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries
Modeling of Economic Series Coordinated with Interest Rate Scenarios: A progress report on research sponsored by the Casualty Actuarial Society and the Society of Actuaries This paper represents ...- Authors: Stephen P D'Arcy, Richard Gorvett, Kevin Ahlgrim
- Date: Jan 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods>Stochastic models
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A Stochastic Approach To Long Term Disability Valuation
A Stochastic Approach To Long Term Disability Valuation This paper discusses stochastic treatments for insured Long Term Disability [LTD] benefits under a group insurance policy. Disability ...- Authors: Peter Douglas
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models