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Nonparametric Tests for Heterogeneity of Risk
M;~ in terms of M N we let t=ln(l+s) and find that M~(s) = M~v(ln(1 +s)). (4) We have just proved that ... Now let ~.={bt~} with T and let = bt£b (~s) where D:D(~) . If T--+~ then by a strong law of ...- Authors: Jacques F Carriere
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Actuarial Research Clearing House ARCH 1982 Vol. 1 - Statistical Theory of a Simulation Scheme for Determining the Surplus Needs of a Life Insurance Company
Bivariate Distribution Family with Specified Marg inal s" , JASA Vol. 76 no. 373, March 1981. 2. Tenenbein ... about. There is T and there is p s' Now let me explain what T is, P s is a little more difficult to ...- Authors: Aaron Tenenbein
- Date: Jan 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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A Heuristic Approach To Solving Probability Problems
A Heuristic Approach To Solving Probability Problems This article about the science of characterizing ... conditional probabilities. Thus Pr(AJ= Pr(A,A,A3y &,A,A3 u A,A,A3 ll A,A,A3) = PrM,&LJ + Pd&&) + PrL4,A2A3) ...- Authors: Jonathan Balsam
- Date: May 1993
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods
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Regulatory Expectations from Asset Adequacy Analysis
move the discussion along, I'll throw out on the table a rule to follow as to when the actuary should ... particularly related to the proprietary nature of the mortality assumptions. Not too surprisingly, there were ...- Authors: J Duran, John F Gies, Larry M Gorski, Mark D Peavy
- Date: Jan 1994
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods; Public Policy
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A Black Swan Test
example, looking at the risk of a holding of an S&P 500 index equity position of $100 million. If we ... percent. A 25 percent drop in profit would occur if S&P 500 return was at 11.1 percent positive return ...- Authors: David Ingram
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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Earnings Focused Asset-Liability Management
rates in the present value calculation. See Girard (2000). 4) This can be seen in a simple spreadsheet by ... Annual AFIR Colloquium 1: 249-78. Girard, Luke N. 2000. Market Value of Insurance Liabilities: Reconciling ...- Authors: Barry Freedman
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Standing Room Only! Complexity Grows at Annual Meeting
Standing Room Only! Complexity Grows at Annual Meeting Discusses the three complexity science ... ity science (at the Annual Meeting 2010, Life & Annuity Symposium 2011 and Health Meeting 2011, plus some ...- Authors: David Snell
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Predictive Analytics and Futurism Newsletter
- Topics: Economics>Behavioral economics; Finance & Investments>Asset liability management; Modeling & Statistical Methods
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The Classical Definition of Compound Interest is Adequate
The Classical Definition of Compound Interest is Adequate It is the purpose of this paper to demonstrate ... o(t) for a period of £ years J£o(t)dt where 0 s £ s I, yields a(£) = e0 If this amount is withdrawn ...- Authors: Murray Silver, Bob A Hedges
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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The Investment Models of a Finnish Pension Company
Antero Ranne (continued on page 20, column 1) Editors Note: This article is reprinted by permission of the ... the April 1999 edition of Vector, the associations quarterly publication. It also appeared in the Transactions ...- Authors: Antero Ranne
- Date: Aug 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Global Perspectives; Modeling & Statistical Methods; Pensions & Retirement
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Group Medical Insurance Large Claims Database Collections and Analysis: Appendices
following general information based on the block(s) of business from which the Large Claim individuals ... by subscriber/dependent. Description of the type(s) of plans represented (indemnity, PPO, HMO, etc.) ...- Authors: Society of Actuaries
- Date: Aug 1997
- Competency: Communication>Written communication; External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Professional network leverage; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Actuarial Profession>Academic partnerships; Experience Studies & Data; Modeling & Statistical Methods; Reinsurance>Health reinsurance