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A Guide to Quantifying C-3 Risk
was brought out in a recent study we did. Great care had been taken in setting the initial rates, the ... of loss of asset value must be considered in direct connection with the C-3 interest rate risk. Accordingly ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Salary Scales
more refined which might, for example, give more direct recognition to the length of service of an employee ... equal to 40% of "final" salary, inclusive of the primary Social Security benefit. "Final" salary is taken ...- Authors: Kenneth Altman, Samuel Eckler, Ralph E Edwards, Raymond B Krieger, Robert J Myers, Walter Riese, Conrad Siegel, John B Stearns, Geoffrey N Calvert, William F Marples
- Date: Apr 1962
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data; Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Corporate plans; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Multi-employer plans; Pensions & Retirement>Public sector plans
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An Algorithm for Computing Expected Stop-Loss Claims under a Group Life Contract
encouraging because presumably one of the actuary's primary professional functions is the evaluation of risk ... probability theory and computer science to pro- duce a direct method for calculating stop-loss premiums for group ...- Authors: William A Bailey, Hans U Gerber, L Giles, Richard S Hester, Donald A Jones, John A Mereu, Gerald J Rankin, Courtland C Smith, William J Taylor
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Forecasting
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Report on Mortality Improvement Scales for Canadian Insured Lives
2001 – 2002), which is probably too short for a direct statistical projection, no matter which model is ... age-specific mortality trends, which is in fact the primary problem of some other older approaches of mortality ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality
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Discussion - Insuring the Senior Citizen
further tax charges to help pay for his medical care after retire- •ment. EMPLOYEE BENEFIT PLANS ... that bad. We have several plans in which medical care benefits are subtracted from retired employee group ...- Authors: Richard W Erdenberger, Sam H Huffman, David G Scott, Harry L Sutton, Joseph W Hahn, Thomas M Mott
- Date: Jan 1961
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Pensions & Retirement
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Monetary Values for Ordinary Disability Benefits- Discussion Papers
Monetary Values for Ordinary Disability Benefits- Discussion Papers Submitted discussion ... calculating net premiums for Benefit 5. Since the primary purpose of the paper was to furnish material which ...- Authors: Guy W. Pickering, Manuel R. Cueto
- Date: Oct 1954
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Disability tables
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Employee Termination Study
employees in the financial services sector, health care services sector, and manufacturing organizations ... data for five financial institutions, five health- care providers, and four manufacturing firms. The criteria ...- Authors: Roger L Vaughn
- Date: Aug 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Pension Forum
- Topics: Pensions & Retirement>Assumptions and methods
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Gross Premiums for Term Insurance with Varying Benefits and Premiums
issue age alone was sufficient. Considerable care in the ratio calculation and choice of preference ... the smaller conversion single premiums required. Direct reflection in the premium calculation of this ...- Authors: Richard W Ziock
- Date: Apr 1970
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance
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Experience Rating
form for computation. However, DISCUSSION 261 care must be exercised in the interpretation of this ... applied to smaller groups. In this type of formula a direct charge for losses on unprofitable groups is made ...- Authors: Paul H Jackson, Arthur G Weaver, Herbert J. Stark, Fred H Holsten, Application Administrator
- Date: Oct 1953
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Maximum Likelihood Alternatives to Actuarial Estimators of Mortality Rates
hand, if d = N, ~a L(q) > 0 and ~ = 1. In general, care should be exercised so that these special cases ... upon the mortality process. That is, there is no direct connection between the rate at which one physically ...- Authors: H J Boom, James D Broffitt, Ralph E Edwards, James Robinson
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods