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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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Stochastic Immunization Charts 1-4
Stochastic Immunization Charts 1-4 These are Charts 1-4 from a presentation entitled 'Stochastic Immunization' From a session at a ... 17 CHART 4 ACTUAL DISTRIBUTION OF SURPLUS CHANGES ...- Authors: Josephine Marks, Scott E Navin, Steven Craighead
- Date: Jun 2000
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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STOCHASTIC APPROACHES TO CORPORATE PLANNING
STOCHASTIC APPROACHES TO CORPORATE PLANNING This teaching session is about conveying to ... weighted average results, which were 34% (most likely), 17% (lower quartile), and 76% (upper quartile). Note ...- Authors: Frank S Irish
- Date: Apr 1977
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting; 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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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
million loss. And if it’s a 30% crash, then it’s a $17 million loss. And that’s not the day that top management ... Hedging Your Equity-Indexed Products 17 with changes running through the income statement ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Monte Carlo Solution for Actuarial Problems
Monte ... 37; 1804! 15: 98196 521 1871 16: 98129 67i 1~ ? 17 98047 82~ 18 97953 941 19: 97851i 102j 336 ... ~On 0 35 3.35 02826 ,I5 5646 8 2190 43 $4341 17 0 613 18[ 0' 83[ ~ 09 09 19 0 50 Fth Percentile ...- Authors: Andrew F Seila
- Date: Jun 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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Stochastic Modeling in Health Insurance
New Orleans Health/Pension Spring Meeting June 15–17, 2005 Session 76PD Stochastic Modeling in ... where Stochastic Modeling in Health Insurance 17 it is not normal, you can see that our standard ...- Authors: Armand Yambao, Jonathan Hendrickson, Edward McEllin
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Stochastic models
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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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How to Make Guarantees on VAs Worth More than the Paper They're Written On
How to Make Guarantees on VAs Worth More than the Paper They're Written On From a session at the ... a How to Make Guarantees on VAs Worth More … 17 much broader RBC approach in the United States ...- Authors: Ari Lindner, Jason Kehrberg
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models