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Principle-Based Reserve Projection Questions, Answered!
reserves at future dates. Topics covered include mortality improvement, credibility, scenario generation ... PBR, Projection, Life reserves, Assumptions, Mortality, Modeling efficiency, asset modeling 8/27/2020 ...- Authors: Dylan Strother, Kevin Piotrowski, Benjamin Slutsker
- Date: Aug 2020
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods; Modeling & Statistical Methods>Forecasting
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Recent Advances in Prediction Theory
prediction procedures were invented during the 1960's. Box and Jenkins wrote a book in 1970 that is now ... two variables) of X(t) and X(t + s) depends only on the separation s between the two variables and not ...- Authors: Craig F Ansley, Robert J Johansen, Irwin T Vanderhoof, William E. Wecker
- Date: Oct 1979
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Forecasting