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Modeling of Economic Series Coordinated with Interest Rate Scenarios
Modeling of Economic Series Coordinated with Interest Rate Scenarios The SOA's Committee on Finance ... please to make available the results of this research project, jointly sponsored by the SOA and CAS, that explores ...- Authors: Society of Actuaries, Application Administrator
- Date: Jul 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods
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Modeling of Economic Series Coordinated with Interest Rate Scenarios
Modeling of Economic Series Coordinated with Interest Rate Scenarios The SOA's Committee on Finance ... please to make available the results of this research project, jointly sponsored by the SOA and CAS, that explores ...- Authors: Society of Actuaries, Application Administrator
- Date: Jul 2004
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Economics; Modeling & Statistical Methods
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Financial Market Volatility: Modeling and Management
and Management From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas ... estimating future volatility of financial markets, how to predict the effect of volatility on insurance company ...- 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
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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 ... market consistent financial statements encounter the issue of developing volatility assumptions for equity ...- Authors: Application Administrator
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
Insurance Risks Using the Principle of Equivalent Utility A presentation on the principle of equivalent utility ... utility from the 2001 ARCH. Contains both the static and dynamic model as well as examples with exponential ...- Authors: Virginia Ruth Young, Application Administrator
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods
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The Minnesota Antiselection Model
The Minnesota Antiselection Model This model arose from a project to evaluate the cost of a health care ... comprehensive medical care to uninsureds in Minnesota, for the Minnesota Health Care Access Commission. The project ...- Authors: Application Administrator
- Date: Jan 1991
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Health care; Modeling & Statistical Methods; Public Policy
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Possible Values vs. Expected Values
exists for the actuary to provide ranges and frequency distributions of possible values instead of providing ... projections of asset experience under various economic scenarios, a practical application of profit analysis ...- Authors: James C Hickman, Application Administrator, R Stephen Radcliffe, Irwin T Vanderhoof, John C Wooddy
- Date: Oct 1981
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods
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Some Practical Considerations in Connection with the Calculation of Stop-Loss Premiums
Practical Considerations in Connection with the Calculation of Stop-Loss Premiums This paper presents a ... also includes a discussion of the paper. From Transactions of Society of Actuaries 1976, Vol. 28. Premiums;Stop-loss ...- 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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Some Simple Models of the Investment Risk in Individual Life Insurance
Models of the Investment Risk in Individual Life Insurance This paper develops a theory for the valuation ... valuation of some kinds of interest sensitive cash flows. A process is derived which takes as input, assumptions ...- 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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On the Determination of Capital Charges in a Discounted Cash Flow Model
On the Determination of Capital Charges in a Discounted Cash Flow Model We derive formulas for calculating ... calculating the premiums that should be charged on policies in a discounted cash flow model with tax reserves ...- Authors: Application Administrator
- Date: Jan 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods