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  • Technology and the Actuarial Pricing Model - What Comes Next?
    FH1747:Q CASHFLOWS PER $100 AT 6 SCENARIOS The primary decomposition in ABCD (Chart 10) clearly shows ... portfolio. We’ve found, for annuities, that the best primary decomposition is not zero-coupon bonds but a synthetic ...

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    • 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
  • Choice and Justification of an Interest Rate
    Choice and Justification of an Interest Rate This paper develops a new method of determining ... assumption and the disciplining of that choice are the primary responsibilities of the actuarial profession." ...

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    • Authors: Claude Y Paquin, Irwin T Vanderhoof, Dale R Gustafson
    • Date: Oct 1973
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments; Life Insurance>Pricing - Life Insurance