1
-
10
of
17
results (0.52 seconds)
Sort By:
-
Dynamic Solvency Testing: Boundaries of Risk Definition Phase
Dynamic Solvency Testing: Boundaries of Risk Definition Phase This report identifies the risks that can affect ... behavior;Risk-based capital=RBC;Strategic risks;Mortality risk; 3118 1/1/1995 12:00:00 AM ...- Authors: Donna Claire
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Financial Reporting & Accounting
-
Reverse Mortgages
65 are also one of the most affluent segments of U.S. society. They should become even wealthier in the ... repayment. Another option is a combination of a life annuity and an interest-payment- only mortgage. The homeowner ...- Authors: Stephen Gwin, William A Phillips
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
-
A Stochastic Investment Model
integral-valued, stochastic process, independent of the X?s and with N(O) -- O. This process counts the random ... degree than is true even for insurance claims. Let S(t) --- ~N('~ X~ be a random sum of the random variables ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
-
A New Approach to the Theory of Interest
32 A NEW APPROACH TO THE THEORY OF INTEREST S. DAVID PROMISLOW ABSTRACT This paper arose from ... manner. If S = (co, cl, . . . , cn), T = (do, dl, . . . , d,), and r is any real number, then S+T = (c0+d0 ...- Authors: S. Promislow
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
-
An Expanded Financial Structure for Ordinary Dividends
formula, which explicitly involves interest, mortality, and expenses, I propose a structure in which ... vestment experience and reserve increase, (2) mortality experience, (3) renewal or maintenance expenses ...- Authors: Donald D Cody
- Date: Oct 1981
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
-
Options on Bonds and Applications to Product Pricing
under universal life and single premium deferred annuity contracts. Options are also granted in the investment ... this conclusion are summarized in the following table. Call-Free Bond Prl,c Yield $101.45 12.74% ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
-
Choice and Justification of an Interest Rate
assumptions than to those arrived at by judgment. S. A scientific approach will aid in isolating reasons ... purposes of adjusted earnings. Gross Premiums In Table 1 we detail a series of specimen gross annual premium ...- Authors: Claude Y Paquin, Irwin T Vanderhoof, Dale R Gustafson
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Life Insurance>Pricing - Life Insurance
-
Theory of Surplus in a Mutual Insurance Organization
Theory of Surplus in a Mutual Insurance Organization This paper examines the theory of surplus for a mutual ... risk;Intergenerational equity;Investment risk;Mortality risk; 2015 10/1/1967 12:00:00 AM ...- Authors: Charles L. Trowbridge
- Date: Oct 1967
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
-
Measuring the Interest Rate Risk
increasing volatility of interest rates and, for U.S. actuaries, the introduction of interest rate futures ... leaving a positive amount of extra cash on the table today. I wish to emphasize at this point that ...- Authors: Paul Milgrom
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
-
Some Reflections on Fund Accounts
Some Reflections on Fund Accounts The purpose of this paper is to discuss the fundamentals of fund accounts ... Assumptions;Morbidity rates=Morbidity tables;Mortality assumption; 912 11/1/1949 12:00:00 AM ...- Authors: Leonard H McVity
- Date: Nov 1949
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments