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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
jd. Obviously, X = dNt + 2dN2 + 3dNs + . . . . (17) Also, it is well known that Ni has a Poisson distribution ... 8. . 9. . 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. P( F l, a)/ P( F, a) d~2 d-~ ...- Authors: Hans U Gerber, Donald A Jones, Harry H Panjer, Application Administrator
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface Many insurers preparing ... p sbs b bap Local knowledge. Global power. 17 Put the pieces together Implied Volatility - Cost ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Bond Manager's Method for ALM
26.7 17 11.8 8.1 60.9 24.9 5.7 22.2 5.7 14.9 62.6 46 .6 7.0 11.0 18 15 .3 4 .9 11 .9 17 .1 3 ... 10.7 13.3 16.2 20.1 21.9 13.1 16.1 12.8 11.4 16.9 17 20.1 16.0 1,~.0 18.4 10.7 22.7 19.2 18.1 16.9 14 ...- Authors: Application Administrator
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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Experience-Rating Group Life Insurance
Experience-Rating Group ... $1.50 1.11 0 .82 0.61 0 .~ 0 .33 0 .24 0 .17 0 .12 0 .~ 0 .~ 0 .~ 0 .03 0 .02 0.01 0.01 ... , . 9 . . 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 25.. 30.. 35.. 40. 45. 50.- Authors: John C Angle, William A Bailey, Application Administrator, Theodore W Garrison, Hans U Gerber, Donald A Jones, Edward J Porto, William J Schreiner, Myron Henry Margolin, James E Jeffrey
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Aspects of Loan Guarantees Portfolio Diversification
l’Assurance, January 1999, Volume 7, Number 3, p. 16-17. Lonkevich D. 2000. « Joint ventures boost financial ... market », National Underwriter, January 17, Vol. 100, Issue 3, p. 16-17. McEnally R. W. and Boardman C. M ...- Authors: Michel Gendron, Application Administrator
- Date: Jan 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Modeling of Economic Series Coordinated with Interest Rate Scenarios
Modeling of ... $x$16 Value for this variable after 1 year $x$17 Value for this variable after 2 years $x$18 ... $J$10 $J$11 $J$12 $J$13 $J$14 $J$15 $J$16 $J$17 $J$18 $J$19 $J$20 $J$21 $J$22 $J$23 $J$24 ...- Authors: Society of Actuaries, Application Administrator
- Date: Jul 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods
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Cause-of-Death Life Tables: Application of A New Technique to Worldwide Data
Cause-of-Death ... d(i) (i) . . . . -- r f tl~+,u~+tdt nM(i) -= o (17) n ,,L. -- r . f tl.+tdt 0 Let us now define ... +,dt .A~ = o (19) n f l.+,dt o Equation (17) can then be written as d(i) d(i) (1) d( i ) (i) ...- Authors: Hans U Gerber, Cecil J Nesbitt, Robert Schoen, Sam Preston, Thomas N E Greville, Application Administrator
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Demography>Mortality - Demography; Experience Studies & Data>Mortality; Modeling & Statistical Methods
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Some Simple Models of the Investment Risk in Individual Life Insurance
z: 1: i~,J Z. (y-~ AT-oJ.. 3''::1 :r ." ~~' ... (17) Since there are m sources of random fluctuation ... for default free bonds derived earlier. (16) (17) Equations (14,15) can be solved directly using ...- Authors: Application Administrator
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance; Modeling & Statistical Methods
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Experience Rating
Experience ... Exposures Exposures Loss Ratio (~r~ .77) (~ .32) (a~ .17) (a-- .10} (~¢~ •05) 1.0 cr . . . . . . 13 .04 ... (¢ffi.05) Loss Rat io (~ ,77) (~= .32) (a= .17) 0.0 . . . . . . . . .2c r . . . . . .- Authors: Paul H Jackson, Arthur G Weaver, Herbert J. Stark, Fred H Holsten, Application Administrator
- Date: Oct 1953
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Group plans - Life Insurance; Modeling & Statistical Methods
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Financial Market Volatility: Modeling and Management
Financial Market Volatility: Modeling and Management 17 Chart 6 11 All Vols Together: Swaption Surface ... Volatility: Modeling and Management 19 Chart 10 17 Entire Surface Can Be Summarized with a Few Parameters ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods