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Interest Rate Model Risk
because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Practitioners' Forum
no small task. So there are four people whose primary functions are support. They are all actuaries, ... flat. As the chief actuary, I have seven or eight direct reports, and then below that we have mentoring ...- Authors: Errol Cramer, James Hohmann, W. Michael Pressley, Stephen A J Sedlak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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The Modeling Platform, Issue 10, November 2019
Acceleration of benefit (non-zero-cost) 37% Long-term care 34% Acceleration of benefit (zero-cost) 32% ... Increasing the number of scenarios leads to a direct increase in modeling workloads (i.e., two scenarios ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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The Distribution of Prescription Drug Use By The Elderly - The Pace Experience
Pennsylvania Department of Health and the Health Care Financing Administration. 7 "This rather restrictive ... spent only part of an exposure year in a nursing care facility would be included in the nursing home ...- Authors: Arnold Shapiro, JOHN THOMAS MONYAK, Bruce C Stuart, N Edward Coulson
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability; Modeling & Statistical Methods
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Discussions on Concurrent Sessions - 1973 SOA Regional Meetings
well as parts, or just the parts. That takes care of the "how" and the "what" of cost disclosure. ... cost method for all cost comparisons. This is in direct conflict with existing replacement regulations ...- Authors: Society of Actuaries
- Date: Jan 1973
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Health insurance; Life Insurance; Modeling & Statistical Methods
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On the Variance and Mean Squared Error of Decrement Estimators
approximation to his assumed binomial. Now consider a direct analysis when I - q - I. There are two approaches ... the overall sum. In such a case one would expect direct convergence to a Poisson-like variate. This might ...- Authors: Stuart Klugman
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Mortality Mensuration
that the actuarial bodies should consider giving direct financial assistance to support research (WM) ... function of university actuarial programs (NE), WM). Direct recognition of the Master’s degree in salary determination ...- Authors: Richard (Dick) L London
- Date: Oct 1978
- Competency: Communication>Written communication; Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional development; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Session 024: Applying FinTech and IT Principles to Actuarial Modeling
Session 024: Applying FinTech and IT Principles to Actuarial Modeling Most actuaries ... closely follow federal law. The Sherman Act, is the primary U.S. antitrust law pertaining to association activities ...- Authors: Igor Nikitin, Michael Sullivan
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Technology & Applications>Computer science
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Practical Applications Of Statistics And Operational Research For Actuaries
effectively." Basically, these are the goals that direct us in the development of the syl- labus. We think ... sponsors have used dedicated portfolios to take care of projected annu- ity payments for a block of retired ...- Authors: Robert P Clancy, James C Hickman, David Holland, Edward Robbins, James L Sweeney
- Date: Oct 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Professional development; Modeling & Statistical Methods
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A Summary of the UVS Project
A Summary of the UVS Project A Summary of the UVS Project by Dave Sandberg from The Financial ... carry-backs, it would not be expected to have a direct impact on calculated re- quired capital or fair ...- Authors: David Sandberg
- Date: Mar 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods