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Trifurcation: An Approach to Analyzing the Impact of Risk Treatment Alternatives (Abstract)
Trifurcation: An Approach to Analyzing the Impact of Risk Treatment Alternatives (Abstract) When companies ... modifying their distributions of future outcomes. Often, this takes the form of trading off a sure cost for ...- Authors: Daniel Bar-Yaacov, David Ingram
- Date: Apr 2012
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The Distribution of Aggregate Life Insurance Claims: The Gamma-Exponential Mix Model
The Distribution of Aggregate Life Insurance Claims: The Gamma-Exponential Mix Model This abstract describes ... describes a paper that demonstrates the calculation of parameters for a Gamma-Exponential Mix distribution ...- Authors: Thomas Edwalds, Ross Hilton
- Date: Feb 2014
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A Nonparametric Test for Comparing the Riskiness of Portfolios
Comparing the Riskiness of Portfolios This paper discusses a natural and convenient statistic, the nested ... considers an example involving the comparison of risk measure values where the risks of interest are those associated ...- Authors: Vytaras Brazauskas
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Focusing In: Part IV of the Actuaries on Boards Series
Focusing In: Part IV of the Actuaries on Boards Series Feature article discussing the due diligence actuaries ... should perform before agreeing to become a member of a board. Corporate governance 4294991799 8/1/2012 ...- Authors: Society of Actuaries
- Date: Aug 2012
- Competency: Leadership>Thought leadership
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional development
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Trajectories of Disability and Mortality Among the U.S. Elderly Population: Evidence from the 1984-1999 NLTCS
Trajectories of Disability and Mortality Among the U.S. Elderly Population: Evidence from the 1984-1999 ... 1984-1999 NLTCS The abstract for the paper Trajectories of Disability and Mortality Among the U.S. Elderly Population: ...- Authors: P J Stallard
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Disability; Experience Studies & Data>Mortality
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On the Application of Esscher Transform to the Regime Switching Model
On the Application of Esscher Transform to the Regime Switching Model This is the abstract for the paper ... paper on the application of Esscher transform to the Regime Switching Model. Abstract;Hedging;RSLN2 Model; ...- Authors: Mary Hardy, Chao Qiu, Joseph Kim
- Date: Jul 2010
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Defaults for Distribution of Retirement Assets: What are the Issues?
Defaults for Distribution of Retirement Assets: What are the Issues? The abstract for a paper that focuses ...- Authors: Anna M Rappaport
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Behavioral economics; Pensions & Retirement>Plan design
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A Second Order SDE for the Force of Interest
for the Force of Interest This is an abstract of the paper A Second Order SDE for the Force of Interest ... Interest. In this paper, the author models the force of interest by a linear second order stochastic differential ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities
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A Personal History of the Defined-Benefit Plan
A Personal History of the Defined-Benefit Plan The author shares the story of his actuarial career and ... provides insight into the development of retirement today and the past and future of the pension actuary.- Authors: Richard Edmund Berger
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: The Actuary Magazine
- Topics: Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Defined contribution and 401k plans; Public Policy
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The Effect of Global Warming on Discounting Methodology
The Effect of Global Warming on Discounting Methodology This is the abstract for the presentation on ... on the effect of global warming on discounting methodology. Abstract; 14491 7/30/2010 12:38:00 PM ...- Authors: James Bridgeman
- Date: Jul 2010