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  • Required Surplus for the Insurance Risk for Certain Lines of Group Insurance
    is to find the smallest value for initial surplus, U(e), so that the probability that the enterprise ever ... previous section had surplus U. A classic resuli of ruin theory 2 shows that (U), the probability that the ...

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    • Authors: John K Ahrens, Allan Brender, James Ramenda
    • Date: Oct 1984
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Transactions of the SOA
    • Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
  • Solvency Standards in Canada
    Solvency ... resu l t of the concern over the f inancia l s tab i l i ty of f inanc ia l ins t i tu t ions ... ARE SOLVENCY TESTING INVOLVED IN? The f i r s t major quest ion the committee addressed was ...

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    • Authors: Allan Brender, Robert Howard, David R Johnston
    • Date: Jan 1987
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Public Policy
  • Modeling the Participating Whole Life Division
    traditional three-factor formula. The interest and mortality components are calculated using tax-reserve factors; ... policy reserves when calculating the interest and mortality components. In short, the conditions necessary ...

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    • Authors: Allan Brender
    • Date: Jan 1988
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Whole life; Modeling & Statistical Methods; Public Policy
  • Actuarial Modeling
    Actuarial Modeling Panelists ... TGIQKPIVQDGVCNMKPICDQWV #EVWCTKGUJCXGCNYC[UWUGFOCVJGOCVKECNOQFGNUKPVJGKTYQTM9KVJVJGCTTKXCNQH ... UCPFNCTIGUECNGU[UVGOUUWEJCU5QEKCN 4’%14&8QNWOG 5GEWTKV[+V UPQVUWTRTKUKPIVJ ...

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    • Authors: Allan Brender, Edwin Hustead, Zain Mohey-Deen, ROBERT E HOYT
    • Date: Oct 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods
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