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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization ... to forecast mortality rates and analyze mortality securitization. Hedge funds;Mortality modeling;Mortality ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
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Individual Life Experience Committee Mortality Prediction and Presentation Contest
Individual Life Experience Committee Mortality Prediction and Presentation Contest The Individual Life ... other interested parties to predict 2017 industry mortality based on a data set containg 2009 - 2016 data ...- Authors: Society of Actuaries
- Date: Mar 2021
- Competency: Communication; External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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Attention Life Insurance Actuaries! Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model
Standard & Poor’s Needs You and C-3 Phase II for its Insurance Capital Model In it’s insurance capital ... Standard & Poor’s Ratings Services has established criteria to adopt the NAIC’s stochastic approach ...- Authors: Gregory Gaskel, David Ingram
- Date: Feb 2008
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Stochastic Analysis Of Long Term Multiple-Decrement Contracts
Stochastic Analysis Of Long Term Multiple-Decrement Contracts This report is sponsored by the Society ... life insurance industry. Lapse rates=Lapses;Mortality modeling;Policyholder behavior;Term life=Annual ...- Authors: Matthew P Clark, Chad R Runchey
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
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The Effect of Deflation or High Inflation on the Insurance Industry
real and the fear of this scenario has led the U. S. Federal Reserve, and the central banks of other ... basket of representative goods over time. In the U.S., there are approximately 80,000 goods in 200 categories ...- Authors: Stephen P D'Arcy, Kevin Ahlgrim
- Date: Feb 2012
- Competency: External Forces & Industry Knowledge
- Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
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Development of a Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk
Simulation-based Model to Quantify the Degree of a Bank’s Liquidity Risk 2011 Enterprise Risk Management Symposium ... measurement framework using Black-Scholes and Merton’s asset-based models to measure liquidity risk. Banking ...- Authors: Sadi Bin Asad Farooqui
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Global Perspectives; Modeling & Statistical Methods>Stochastic models; Public Policy
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The Modeling Platform, Issue 10, November 2019
Coordinator Vikas Sharan, FSA, FIA, MAAA 2019 Life & Annuity Symposium Coordinator Nicole Kim, FSA, MAAA 2019 ... first looks at upcoming accounting changes for U.S. Generally Accepted Accounting Principles (GAAP) ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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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
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April issue of The Modeling Platform
MODELING PLATFORM MODELING SECTION Some mortality table sets have many demographics, which leads to ... associated with them. Figure 2 Structure of Mortality Table Set With Multiple Demographics Tidy Data ...- Authors: Society of Actuaries
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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A Better Random Number Generator
A Better Random Number Generator With the adoption of the C-3 Phase 2 Project of the American ... Generator RNG to develop the random scenarios. Annuity reserves;Life reserves;Principles-based reserves=PBR; ...- Authors: Christopher Davis
- Date: Jun 2006
- Competency: External Forces & Industry Knowledge
- Publication Name: Small Talk
- Topics: Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models