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2015 Society of Actuaries Survey on Nested Stochastic Modeling
33% Mutual/Fraternal 8 44% Privately held stock 3 17% Reciprocal exchange 1 6% Total 18 100% 3 ... assets Number Percentage Less than 10 billions 3 17% 10-100 billions 10 55% Greater than 100 billions ...- Authors: Runhuan Feng
- Date: Dec 2016
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Managing Investment Risks of Insurance Contractual Designs
of each year and fee incomes are deducted from 17 the account at the beginning of each year. We only ... 𝑒−𝑟𝑡𝑚𝑒𝐹𝑡 (𝑖) 𝑇 0 𝑛 𝑖=1 𝐼(𝑇𝑥 (𝑖) > 𝑡)𝑑𝑡. (17) While we are interested in the tail risk of the ...- Authors: Runhuan Feng
- Date: May 2021
- Topics: Experience Studies & Data; Finance & Investments; Finance & Investments>Investments
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Application of Epidemiological Models in Actuarial Mathematics
following ODE system: P ′(t) = PAH e−δtS(t) , t > 0 , (17) B′(t) = e−δtI(t) , t > 0 , (18) V ′(t) = PAH eδtS(t) ... function obtained from the insurance quantities system (17) - (19), where the benefit premium is determined ...- Authors: José Garrido, Runhuan Feng
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Critical illness insurance; Health & Disability>Health risks; Life Insurance>Pricing - Life Insurance
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Nested Stochastic Modeling for Insurance Companies Report
under risk-neutral NESTED STOCHASTIC MODELING 17 measure), which is denoted by Lˆij corresponding ... of estimated liability and true liability FIGURE 17. Estimation error for LSMC based on equidistant grid ...- Authors: Runhuan Feng
- Date: Dec 2016