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Universal Life Valuation and Nonforfeiture: A Generalized Model
model laws. Our only goal is to demonstrate that direct interpretation and application of existing laws ... l imits on plan design; a) We conclude as a direct result of the discussion above that insurers must ...- Authors: Robert J Callahan, Shane A Chalke, Michael F Davlin, Jeffery Dukes, Thomas G Kabele, Lawrence Silkes, Steven Sommer
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Universal life
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Weighted Exposure Formulas
Weighted Exposure Formulas This paper is from Transactions of Society of Actuaries 1955 ... which in the judgment of the actuary will have a direct bearing on the costs. These and other similar factors ...- Authors: Alan A. Groth
- Date: Mar 1955
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Actuarial Calculations Using a Markov Model
income insurance, and certain types of long-term-care insurance. The method is based on convenient matrix ... examining a long-term- care system, we can represent the several levels of care available as states of ...- Authors: Bruce Jones
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Markov Chain
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Option Pricing by Esscher Transforms
Option Pricing by Esscher Transforms This paper shows that the Esscher transform is an efficient ... bottom of page 103. Back and Pliska consider the care for which the state space is infinite. They remark ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions
A One-Factor Interest Rate Model and the Valuation of Loans with Prepayment Provisions This paper ... used to calculate the option value. Once again, care 292 TRANSACTIONS, VOLUME XLVI has to be exercised ...- Authors: Michael Sherris
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Economic value