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An Integro-differential Equation for a Sparre Andersen Model with Investments
motion. Sparre Andersen model Ut = u + ct − N(t)∑ k=1 Xk • u -initial surplus • c -premium rate • ... Tu = inf t≥0 {U(t) < 0 | U(0) = u} The probability of ruin with infinite horizon: Ψ(u) = P(Tu <∞).- Authors: CORINA DANA CONSTANTINESCU, Enrique Thomann
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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A Thought on Fermi Problems for Actuaries
A Thought on Fermi Problems for Actuaries In physics and engineering education, Fermi problems ... problems are of particular relevance to today's actuaries, as pricing, reserving, and financial reporting ...- Authors: Runhuan Feng
- Date: Aug 2015
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Academic partnerships; Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform
By Trevor Howes 9 Model Eff iciency in the U.S. Life Insurance Industry By Tony Dardis 17 A ... MODELING PLATFORM | 9 Model Eff iciency in the U.S. Life Insurance Industry By Tony Dardis In a life ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software
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Understanding the Riskiness Of A GLWB Rider For FIAs
Understanding the Riskiness Of A GLWB Rider For FIAs The article explores impact of resetting ... cap choice for the GLWB rider for a Fixed Index Annuity for a Point to Point. Moreover, analysis of a Monthly ...- Authors: Pawel Konieczny, Jae Jung
- Date: Apr 2016
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risk Management
- Topics: Annuities>Equity-indexed annuities; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models
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Cloud Computing For Actuaries - IaaS, PaaS, SaaS—What Do These Mean And Why Do I Care?
about cloud computing. They sound very similar and it’s very easy to assume since they are all related to ... service levels, and overall value implications. Let’s explore the case of actuarial modeling software to ...- Authors: Van Beach
- Date: Oct 2013
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science
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Actuarial Model Component Design
Actuarial Model Component Design The article describes the key components of actuarial ... Component Design By William Cember and Jeffrey Yoon A s managers of risk, most actuaries are tasked with answer-ing ...- Authors: Bill Cember, Jeffrey Yoon
- Date: Nov 2017
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models