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A Black Swan Test
not within the data set used to parameterize their risk models. We suggest the adop¬tion of a terminology ... and communicate a test of the stability of model results.” Risk measurement; 11046 8/1/2009 12:00:00 ...- Authors: David Ingram
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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Frequency Distribution of Mortality Costs
Frequency Distribution of Mortality Costs This paper is from the Transactions of Society of Actuaries 1956 Volume ... presented at the 1956 Spring Meetings of the Society of Actuaries for discussion. The author presents ...- Authors: John M Boermeester
- Date: Apr 1956
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Modeling Assumptions
fundamental modeling assumption — the choice of a benchmark rate or risk-free rate. The author looks at this bond ... bond market assumption as a case study of how one needs to monitor fundamental market changes for their ...- Authors: Catherine Ehrlich
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Economics>Financial markets; Modeling & Statistical Methods
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Actuarial Research Conference
Actuarial Research Conference Report on the topics and speakers at the Actuarial Research Conference and Social ...- Authors: John A Beekman
- Date: Nov 1978
- Competency: Communication; External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional associations; Modeling & Statistical Methods
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New Possibilities in Graduation
paper is from Transactions of Society of Actuaries 1955 Volume 7, Number 17. The author notes that recent ... previously. The paper confines itself to the problem of graduating a single column of rates, such as ...- Authors: Kingsland Camp
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods; Technology & Applications
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Interest Rate Regimes - An Empirical Description
about interest rate models, the author develops an empirical description of the term “interest rate regime ... regime,” and looks at the relationship between changes in yield curves and moving to a new interest rate ...- Authors: Joseph Koltisko
- Date: Jul 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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Canadian Dollar Time Series
Canadian Dollar Time Series What is going on with the exchange rate, anyway? In 2002, $1 U.S. bought $C ...- Authors: Joseph Koltisko
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods
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C-3 Risk
Risk In this paper, chapter III of the 1987 Valuation Actuary Handbook, the authors discuss building a liability ... evaluate the C-3 risk. The article discusses the data and assumptions needed, and the importance of sensitivity ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1987
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Earnings Focused Asset-Liability Management
Earnings Focused Asset-Liability Management There ... are two main techniques for evaluating the financial impact of interest rate movements on insurance companies: ...- Authors: Barry Freedman
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods
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Back Dating Options: How Big A Sin Was It?
Back Dating Options: How Big A Sin Was It? “It’s interesting to ... note that, given the past year’s reversal of fortunes in the stock markets, all the media rap about heated ...- Authors: Cicero Limberea
- Date: Aug 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting; Modeling & Statistical Methods