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Equivalence of Reserve Methodologies
Equivalence of Reserve Methodologies This paper considers policies with annual premiums and discusses ... discusses four types of life insurance reserves calculations: curtate, fully continuous, discounted continuous ...- Authors: Keith Sharp, Elias Shiu, Serena Ee Ik Tiong
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Reserves - Life Insurance
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Aspects of Interest Rate Models
Aspects of Interest Rate Models Interest rate modeling is discussed in this paper with special emphasis ... emphasis on the long and short rate model of Brennan and Schwartz. Comment is made on an unexpected aspect ...- Authors: Keith Sharp
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Costing of Pension Plan Amendments
Costing of Pension Plan Amendments It is common for a pension plan to be amended to improve benefits ... benefits in respects of service after the date of amendment. This will be referred to as a non-retroactive amendment ...- Authors: Keith Sharp
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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Book Reviews and Notices
Book Reviews and Notices Book reviews of 'Final Answers,' 'Life Insurance, a Non-Life Approach ... Social Security for the 21st Century.' From the Transactions of Society of Actuaries 1994, Vol.- Authors: Abdul Sharif, Thomas Livorsi, Steven F McKay, Keith Sharp
- Date: Jan 1994
- Competency: Professional Values
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession
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A Mathematical Analysis of Financial Accounting Standard No. 88
Mathematical Analysis of Financial Accounting Standard No. 88 This paper builds on the analysis of Berin and Lofgren ... Lofgren of 'Financial Accounting Standard No. 87', with regards to pension plans. The relationships ...- Authors: Keith Sharp
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Financial Accounting Standards Board [FASB]; Pensions & Retirement>Pension accounting