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Technology and the Actuarial Pricing Model - What Comes Next?
and the Actuarial Pricing Model—What Comes Next? 17 the delta-normal valuation method for linear risk ... CHART 15 1024 LOW DISCREPANCY POINTS (BASE 3) Chart 17 compares results using antithetic variables versus ...- Authors: Shane A Chalke, Thomas W Reese, Irwin T Vanderhoof, Douglas A George, Mark C Abbott
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods; Technology & Applications>Software
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Interest Rate Model Risk
recommendation is that risk-neutral paths be used. Chart 17 displays the cumulative distribution functions for ... 133 1996 VALUATION ACTUARY SYMPOSIUM CHART 17 Interest Rate Model Results Millions $ 8 Present ...- 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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Value-At-Risk, Risk-Based Surplus, and C-3 Risk-Based Capital
Value-At-Risk, Risk-Based Surplus, ... Totals Synergy Correlated Total VAR 83 38 17 3 92 -3 89 Then, finally, applying a risk ... Correlated Total Risk-Adjusted Value = 83 38 17 3 92 -3 89 47 l0 2 0 59 -4 ...- Authors: Michael J Hambro, Alastair G Longley-Cook, David Sandberg, Douglas A George
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Public Policy