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Interest and Mortality Randomness in Some Annuities
Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used ... loss functions in premium calculations helped direct the plan of this paper. A motivation for this ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
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Theory of Stochastic Mortality and Interest Rates
Theory of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity ... functions. Explicit knowledge of the mgf will allow direct evaluation of such moments. Such moments are ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Aug 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Simplified Cash Flow Testing of Traditional Participating Whole Life Insurance
provision to a provision which allows for the direct recognition of policy loan activity in dividend ... variable policy loan interest rate provisions or direct recognition provisions. Policies issued on this ...- Authors: Dorothy Andrews
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Whole life; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling Is On the Rise
Stochastic Modeling Is On the Rise This article explains why stochastic modeling is becoming more ... (i.e., mortality and lapse). It lays out the primary issues and describes potential modeling solutions ...- Authors: Michael Failor, David Wylde
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Product Matters!
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
model, because paths of interest rates are the primary feature of the model; and (iii) moving between ... scenarios gen- erated are subservient to the primary goal of calculating current market 542 TRANSACTIONS ...- Authors: James A Tilley
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models
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Drawing Appropriate Statistical Inferences
yet, if I'm doing the sort of testing where I only care about the 95th percentile, my odds go from 1/e ... going to work out with my sampling. If you only care about the 90th percentile, it's (1/e)^10, and the ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Deflators - The Solution to a Stochastic Conundrum?
Deflators - The Solution to a Stochastic Conundrum? As stochastic modeling has evolved, it has ... a CTE approach to valuation is used without due care; • Demonstrated that the application of deflators ...- Authors: Don Wilson
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
VACARVM, and principle-based reserves, our primary focus will be on a “fair value” assessment of ... benefits paid less the stipulated premiums, after the primary account value goes to zero, are averaged over ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR ... emerging PBR requirements for annuities, long-term care, and long-term dis- ability have the same exemptions ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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A Multirisk Stochastic Process
" TSA, XXVII (1975), 267. 9. CARLSON, D. L. "Direct Calculation of Contingency Margins for Gross Premiums ... dent of each other for t ~ s. This model is a direct generalization of the model of Beekman and Fuelling ...- Authors: John A Beekman, Harry H Panjer, UNKNOWN David Bellhouse, Clinton P Fuelling
- Date: Oct 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Stochastic models