1
-
5
of
5
results (0.47 seconds)
Sort By:
-
Simulation Methodology For Actuaries
reserves, solvency considerations, and estimation of mortality and distribution of aggregate losses with the ... program Computer science;Monte Carlo simulation;Mortality modeling;Stochastic models; 15911 10/1/1986 ...- Authors: Edward Frees, Charles S Fuhrer, Farrokh Guiahi, Arnold Shapiro, Aaron Tenenbein
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
-
How To Create Efficient Simulation Models for Finance and Insurance Applications
University in Toronto, ON Canada. Note: The chart(s) referred to in the text can be found at the end of ... yield-curve and term structure models and mortality curves, as well as various option payoffs and ...- Authors: Charles L Gilbert, Moshe Arye Milevsky
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation
-
Uncle Joes Plan to Retire
that I had recently looked at both CPI-U data from the U.S. Department of Labor’s Bureau of Labor Statistics ... take a look at those?" He agreed. Using mortality table data, I came up with 10 representative ages ...- Authors: William Leslie
- Date: Feb 2006
- Competency: External Forces & Industry Knowledge
- Topics: Economics>Financial economics; Finance & Investments; Modeling & Statistical Methods>Simulation; Pensions & Retirement; Technology & Applications>Software
-
Monte Carlo Solution for Actuarial Problems
Monte Carlo Solution ... Amount var Amount st dev Number of Claims S imulat ion o [ Aggregate C la ims , . . . . . ... :4 .2aodl F ~ , i ~4.o9 , l 1 Cumula[iva ~u;T; ......... I Amounts of Claims Claim- . . .- Authors: Andrew F Seila
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
-
Values and Risks of Complex Financial Instruments: Monte Carlo and Low-Discrepancy Points
Carlo simulation of some annuity products, for example, processes the annuity product through a model ... are a number of very refined statistical tests, the s-dimensional Kolmogorov tests are similar to what you ...- Authors: Application Administrator, Graham Lord, Irwin T Vanderhoof, Leonard H Wissner, Anargyros Papageorgiou
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation