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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... mortality for determining annuity values. We discuss a broad class of parametric models using a bivariate ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Global Mortality Improvement Experience and Projection Techniques
Global Mortality Improvement Experience and Projection Techniques Examines historical life insurance ... insurance and annuity policyholder mortality improvement trends and/or mortality improvement rates and how they ...- Authors: Emiliano Valdez, Marianne C Purushotham, Huijing Wu
- Date: Jun 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality
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Managing Retirement Assets Symposium: The Simple Analytics of a Pooled Annuity Fund
Assets Symposium: The Simple Analytics of a Pooled Annuity Fund This paper aims to present a systematic procedure ... annuitization GSA payouts in the presence of changing mortality. Presented at Managing Retirement Assets Symposium ...- Authors: Emiliano Valdez, John Piggott, Bettina Detzel
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Group plans - Annuities; Demography>Longevity; Pensions & Retirement; Pensions & Retirement>Retirement risks
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Understanding Relationships Using Copulas
Understanding Relationships Using Copulas This paper introduces actuaries to the concept ... applications, including estimation of joint life mortality and multidecrement models. In addition, the paper ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Session 044: Incorporating Predictive Analytics in the Insurance Value Chain
underwriting • Incorporate more factors into mortality / morbidity prediction • Provide finer segmentation ... public data sources Objective: Manage incremental mortality risk as misrepresentation of smoking behavior ...- Authors: Adnan Haque, Emiliano Valdez
- Date: Jan 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Technology & Applications; Technology & Applications>Analytics and informatics
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A Multilevel Analysis of Intercompany Claim Counts
empirical distribution of the observed claim counts in Table 1 (2nd column) illus- trates that about 88% percent ... claims during one time period have been observed. Table 1 describes the distribution of claim counts per ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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A Hierarchial Model for Micro-level Stochastic Loss Reserving.
property 0 20 40 60 80 100 120 Arrival Year 2000 Months since occurrence own injury property ... 649.9 211.2 74.1 1999 2,209.8 3,718.7 818.4 266.3 2000 2,662.5 3,487.0 762.7 2001 2,457.3 3,650.3 2002 ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving