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Practitioner's Forum
Practitioner's Forum From an interactive forum session at the 2001 Valuation ... strategy;Lapse rates=Lapses;Life reserves;Long-term care insurance=LTCI;Mortality assumption;Mortality rates=Mortality ...- Authors: James Bridgeman, Norman E Hill, Joseph A Sikora
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Actuarial Profession>Standards of practice; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Financial Reporting & Accounting>Statutory accounting; Public Policy
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Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios ... volatility parameter = obs (1 F )dt (2.1.4) This direct calculation eliminates the need to incorporate ...- Authors: James Bridgeman
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models