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Stochastic Embedded Value and Its Use in Risk Measurement and Financial Management: Part 2
financial reporting standards (IFRS). She's also a member of the Society's IFRS task force. Mike is a ... fair-value approach proposed at some point for IFRS Phase II, which companies opposed, many of the ...- Authors: Hubert B Mueller, Michael Hughes, Maria Mercedes Torres-Jorda, Penny Coulthard
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Embedded value; Modeling & Statistical Methods>Stochastic models
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Design a Stochastic Valuation/Forecast System
deviation has been as low as 10.50% and as high as 17%. There's a significant difference in the numbers ... correlation between the mark and the yen implies a 17 Designing a Stochastic Valuation/Forecast System ...- Authors: Richard Wendt, Chris K Madsen, John M Mulvey
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension investments & asset liability management
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Measuring Uncertainty in Loss Reserves
_-i_ i = Year of Origin (74... 91) j = Delay (0... 17) Calendar year of payment = i + j =d are scale ... 9 Standard Error 21.1 17.7 10.0 13.4 10.5 Chart 17 is the scatter plot of the paid model. First is the ...- Authors: Spencer M Gluck, Roger M Hayne, Thomas S Wright
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Regression analysis; Modeling & Statistical Methods>Stochastic models
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Risk-Based Capital Requirements on Variable Annuities with Guarantees
Risk-Based Capital Requirements on Variable Annuities... 17 At 100 scenarios and pure random sampling, ... Index (1952.12 - 2002.12) 12% 13% 14% 15% 16% 17% 18% 19% 20% 21% 9.4% 9.6% 9.8% 10.0% 10.2% ...- Authors: Jeffrey A Leitz, Geoffrey Hancock, Dominique Lebel
- Date: Oct 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling in the Financial Reporting World
Stochastic Modeling in the Financial Reporting World 17 Chart 1 11 Is There Really A Starting ...- Authors: Robert W Wilson, Ronald Harasym
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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State-of-the-Art Risk Management System and Application
State-of-the-Art Risk Management System and Application This session from the 1995 SOA Boston Meeting ... strategies. CHART 12 CREDITING STRATEGY CHANGES 17 i ........................... ............... _ ...- Authors: Brian Trust, Douglas A George
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Stochastic models
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Stochastic Pricing
Stochastic Pricing This session at the SOA 2001 Toronto Spring Meeting offers an overview of stochastic ... that we feel comfortable in Stochastic Pricing 17 taking. Today I’m just to going to introduce ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models