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Risks in Investment Accumulation Products: Recent Research
_________________________________ *Copyright © 2000, Society of Actuaries Note: The charts referred ... contracts that we have at Great West Life and Annuity. Steve Miller is vice president of derivatives ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Corporate Model for GAAP, et Cetera
now, to GAAP, we started with the problem of mortality variation, thinking this the easiest. We were ... problems were somewhat differ- ent from those of mortality but not drastically so. As mentioned earlier ...- Authors: Alice B Goldstein, John C Wooddy, Barbara G Markowitz, Harry M Markowitz
- Date: Apr 1979
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Topics on Associateship Syllabus/Graduation Methods
Topics on Associateship Syllabus/Graduation Methods 1993 SOA Annual Meeting, New York. This session ... developments in graduation methods. Mortality rates=Mortality tables=Death rates ; 16778 10/1/1993 ...- Authors: James Robinson, Aaron Tenenbein
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Current Activities In Actuarial Research
will demonstrate that problems involving risk mode]s can be solved ancl that useful models can be constructed ... Commissioners Disability Table. It will replace the ]964 Table. The 1980 CSO Table is another good example ...- Authors: James W Dallas, Stuart Klugman, Harry H Panjer, Arnold Shapiro, Mark G. Doherty
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Modeling & Statistical Methods
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Bad Behavior: Policyholder and Interest Rates
Bad Behavior: Policyholder and Interest Rates Panelists at this session at the SOA ... value liabilities and embedded options in life and annuity products. Annuities;Discount rates=Interest rates;Lapse ...- Authors: Klaus Shigley, Kenneth Mungan
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Multimedia Presentation of 32nd Actuarial Research Conference
Multimedia Presentation of 32nd Actuarial Research Conference In session 14 MM of the ... Society of Actuaries, Vol. 23, No. 3. Mortality rates=Mortality tables=Death rates ;Scenario generation=Scenario ...- Authors: Arnold Shapiro
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Modeling & Statistical Methods; Pensions & Retirement
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Tax Cash-Flow Projections
Tax Cash-Flow Projections This session at the SOA 1990 Hartford Spring Meeting is about cash ... versus statutory values in cash flow testing. Annuity reserves;Asset modeling;Cash flow testing;Discount ...- Authors: Arthur V Anderson, Shane A Chalke, Lester A Edelstein, Douglas N Hertz
- Date: Apr 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Financial Reporting & Accounting>Tax accounting; Modeling & Statistical Methods
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The Practical Uses Of Risk Theory
it treats the parameters actuaries deal with (mortality, interest, etc.) as random variables, not deterministic ... New York Ph ad .Iphi_. W_sbint_l,iL San Fr. n - s¢.¢_ 5_,ul Montreal. Tn_nm, and London Reproduced ...- Authors: Nathan H Epstein, James C Hickman, Alastair G Longley-Cook, Harry H Panjer
- Date: Oct 1982
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods
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Classification Models
persisting are based on mortality rates from the 1971 Group Annuity Mortality Table; disability rates used ... 1970 Civil Service Pension valuation; and Turnover Table iii given by McGinn. This data base, which is used ...- Authors: Arnold Shapiro, Oakley E Van Slyke, CHARLES A HACHEMEISTER, Joseph Ferriera
- Date: Apr 1978
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Dynamic Financial Condition Analysis Handbook Task Force
premium deferred annuity persistency report, and that was in the 1991–92 reports. The Annuity Persistency ... A follow-up study of the fixed and variable annuity persistency experience of 26 companies is in the ...- Authors: William J Bugg, Michael Eckman, James Reiskytl, Judy L Strachan
- Date: Oct 1996
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Financial management; Modeling & Statistical Methods