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Author's Correction
Author's Correction This is a correction to the article Six Bridges to Psi's that ... Author's Correction This is a correction to the article Six Bridges to Psi's that appeared in ...- Authors: Application Administrator
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products
Stochastic Pricing for Embedded Options in Life Insurance and Annuity Products The research ... Pricing for Embedded Options in Life Insurance and Annuity Products The research investigates the challenges ...- Authors: Society of Actuaries, Timothy Hill, Dale Visser, Ricardo Trachtman
- Date: Oct 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Dynamic Financial Models of Life Insurers
Dynamic Financial Models of Life Insurers The Society of Actuaries seeks to provide actuaries of life insurance companies with a systematic ... capital;Yield curve=Term structure; 6080 2/20/2000 12:00:00 AM ...- Authors: James M Carson, Mark J Browne, ROBERT E HOYT
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Pricing Perpetual Fund Protection With Withdrawal Option
Perpetual Fund Protection with Withdrawal Option Hans U. Gerber Ecole des hautes études commerciales Université ... provides the amount F(t) = S2(t) max{1, max 0≤ ≤τ t S S 1 2 ( ) ( ) τ τ }, if it is exercised at time ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Financial Models of Life Insurers XLS Charts
Dynamic Financial Models of Life Insurers XLS Charts By identifying specific exogenous and insurer specific factors related to life-insurer ... capital;Yield curve=Term structure; 19916 2/1/2000 12:00:00 AM ...- Authors: Mark J Browne, ROBERT E HOYT, James Michael Carson
- Date: Feb 2000
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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Valuing American Options in a Path Simulation Model
prices is a sequence S(0), S(1), S(2) . . . . , S (N) , in which the arguments of S refer to the epoch ... stock prices emanate from the initial stock price S(0). The simulation procedure involves the random ...- Authors: James A Tilley
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Solvency Handbook
Orlando. This session is about the committee's dynamic solvency handbook and their progress to date ... confidential analysis? 3. What are the actuary's role and responsibilities? Assumptions;Generally ...- Authors: Allan Brender, Shane A Chalke, Frederick W Jackson, Stephen Reddy, James Reiskytl, John D Stiefel
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Sensitivity testing
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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model This paper presents an algorithm for valuing ... models can be useful in valuing a broker-dealer's derivative book and analyzing the asset-liability ...- Authors: James A Tilley
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Risk Modeling
Dynamic Risk Modeling This article discusses the pending book entitled 'Dynamic Risk ... States, we have several mem- bers located outside the U.S. boarders. The concept of this new handbook is to ...- Authors: James Rech
- Date: Mar 2006
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Finance & Investments; Modeling & Statistical Methods>Dynamic simulation models