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Analysis of the Divergence Characteristics of Actuarial Solvency Ratios Under the Three Official Deterministic Projection Assumption Sets for the U.S. Social Security System
Assumption Sets for the U.S. Social Security System Annual reports of the U.S. Social Security Trustees ... Demographic research and stochastic model forecasts of U.S. population suggest plausible hypotheses for analysis ...- Authors: Kenneth G Buffin
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Interest and Mortality Randomness in Some Annuities
Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used ... possible adverse interest and mortality experience for collections of life annuity contracts. Certain boundary ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
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Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the person is alive and living ... Society of Actuaries 1991, Vol. 43. Assumptions;Mortality assumption;Mortgages; 2679 10/1/1991 12:00:00 ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; 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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Modeling Home Equity Conversion Mortgages
used to estimate the amount of a level-payment annuity payable as long as the senior is alive and living ... Research Clearing House 1990, VOL. 2. Inflation;Mortality assumption; 370 1/1/1990 12:00:00 AM ...- Authors: Thomas Herzog, THERESA R DVENTI
- Date: Jan 1990
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Payout annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Insurance and Annuity Calculations in the Presents of Stochastic Interest Rates
Insurance and Annuity Calculations in the Presents of Stochastic Interest Rates In computing actuarial ...- Authors: DALE S BOROWIAK
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Book Reviews and Notices
profession. Reviews: 'Medical Risks: Patterns of Mortality and Survival' by Singer and Levinson, 'The ... 'The Graduation of Pensioners and of Annuitants Mortality Experience 1967-70' by the Institute of Actuaries ...- Authors: Society of Actuaries
- Date: Oct 1977
- Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Health & Disability>Disability insurance; Health & Disability>Health risks; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement; Pensions & Retirement>Funding; Social Insurance>Social Security
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On The Moments Of Compound Interest Functions When Interest Varies As An AR[2] Process
Kl:,y'o,J O J '...! ~· : dillo-t~egl~essivc PCOCt; 'S$, moment gent"rating function, stochastic inter~' ... ensures that the force of interest g<'n,'rat('s stochastic interest. rates. Finally we assume that ...- Authors: Colin M Ramsay
- Date: Jan 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Examining Changes in Reserves Using Stochastic Interest Models
Models This paper focuses on the fact that life and annuity reserves that are determined from discounted case ... consequences of changes in the interest environment. Annuity reserves;Discount rates=Interest rates;Life reserves;Interest ...- Authors: Edward Frees, Siu-Wai Lai
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models
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Some Aspects of Statement of Financial Accounting Standards No. 87
assets would be random. Other factors (e.g. mortality) are supposed static. Chapter 1 describes the ... information about rates implicit in current prices of annuity contracts that could be used to effect settlement ...- Authors: Daniel Dufresne
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension accounting