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A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance
of twenty years and the premium-paying period, care must be taken not to overstate the GAAP profit ... reinsurer, and the costs are the expenses of the direct writer. Since the business is coinsured, insurance ...- Authors: David N Becker, Michael Eckman
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Reinsurance>Coinsurance
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Interest Rate Model Risk
because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
skewness and kurtosis tests are supplemented by direct tests of skewness and kurtosis that are valid at ... An "S" or "K'" also represents a failure of the direct tests of the skewness or kurtosis. The skewness ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation