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U.S. Insurance Company Investment Strategies in an Economic Downturn
U.S. Insurance Company Investment Strategies in an Economic Downturn The recent financial crisis created ...- Authors: Max Rudolph
- Date: Dec 2011
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Finance & Investments
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Updating the Canadian Mortality Data through 2021 in the Human Mortality Database and the Canadian Human Mortality Database
Canadian Mortality Data through 2021 in the Human Mortality Database and the Canadian Human Mortality Database ... Canadian Mortality Data through 2021 in the Human Mortality Database and Canadian Human Mortality Database ...- Date: Apr 2024
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Demography; Finance & Investments
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Operational Risk Capital Provisions for Banks and Insurance Companies
Operational Risk Capital Provisions for Banks and Insurance Companies This paper investigates ... for banks and insurance companies with regard to U.S. regulations. The AMA developed in the paper uses ...- Authors: Edoh Afambo
- Date: Jan 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Banking - Finance & Investments; Modeling & Statistical Methods; Public Policy
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Actuarial Utility and Preference Functions
B, and a utility function u, u(𝐴) > u(𝐵), u(𝐴) < u(𝐵) 𝑜𝑟 u(𝐴) = u(𝐵). Transitivity means ... a utility function u, 𝐼𝑓 u(𝐴) > u(𝐵) 𝑎𝑛𝑑 u(𝐵) > u(𝐶), 𝑡ℎ𝑒𝑛 u(𝐴) > u(𝐶). Although Modern ...- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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The Impact of Disaster Events on Investments – Contagion Channels Perspective
and climate catastrophes over 20 years during the 2000 to 2020 period (United Nation 2021)2. The US faced ... a large part of their production capacity. As Table 1 shows, the average number of annual billion-dollar ...- Authors: Society of Actuaries
- Date: Oct 2022
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
Andrews Stephen Bonnar Lori J. Curtis Jaideep S. Oberoi Aniketh Pittea Pradip Tapadar SPONSOR ... ...... 19 Section 7: Results for the Stylized U.S. Plan ..........................................- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
....................................... 85 Mortality and Morbidity ............................... ... GDP Growth Shown by End Year of Decade—World, U.S., China and Rest of the World ..................- Authors: Max Rudolph, Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Liability-Driven Investment
required contributions have increased materially. Mortality improvement is another challenge DB plans face ... third party such as an insurance company by buying annuity products. Some companies make additional contributions ...- Authors: Kailan Shang
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Pensions & Retirement
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Deep Learning for Liability-Driven Investment
that describes the optimal value V given a state s as the sum of current payoff (𝑃(𝑠, 𝑎)) of optimal ... 𝑇(𝑠, 𝑎) is the new state given previous state s and action a: 𝑉(𝑠) = max 𝑎 {𝑃(𝑠, 𝑎) + 𝛾𝑉(𝑇(𝑠 ...- Authors: Kailan Shang
- Date: Jun 2021
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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2003-2015 Credit Risk Loss Experience Study: Private Placement Bonds
the two study periods, 2003-2015 and 1986-2002. Table 1 shows the contributing companies to this study ... supporting the private placement bond study. Table 1 CONTRIBUTING COMPANIES Company 2003- 2012 ...- Authors: Society of Actuaries
- Date: Apr 2019
- Competency: External Forces & Industry Knowledge
- Topics: Actuarial Profession; Finance & Investments