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Credit Risk Modeling Techniques For Life Insurers Report
and Jarrow and Turnbull (1997) focus on the dynamic nature of credit risk through credit spreads. Duffie ... Jarrow and Turnbull develop a model that allows for dynamic credit spreads and calculate the associated impacts ...- Authors: Society of Actuaries
- Date: Sep 2012
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Life Insurance
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Report On Pricing Using Market Consistent Embedded Value (MCEV)
given to discretionary management actions and dynamic policyholder behavior. Frictional costs of ... important that the TVOG calculation reflect any dynamic behavior favorable to the policyholder, as well ...- Authors: Zohair Motiwalla, David Wang, Novian Junus, Society of Actuaries
- Date: Jul 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Life Insurance
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Digest of Discussion at Concurrent Sessions
Digest of Discussion at Concurrent Sessions The following topics were discussed at concurrent ... people's unsatisfied desires. This feature of a dynamic form of adaptation to change is much more pronounced ...- Authors: Society of Actuaries, Daniel M Arnold, Thomas P Bowles, Paul A Campbell, David R Carpenter, Daniel Case, Gary Corbett, J Dickson Crawford, Kiran Desai, Ralph E Edwards, Abraham Hazelcorn, Charles C Hewitt, Donald A Jones, Wilfred A Kraegel, Meno T Lake, J Alan Lauer, James Lee Lewis, Walter B Lowrie, John Mahder, J Clunas McKibbon, H Morris, Robert J Myers, Stewart G Nagler, Carl R Ohman, Franklin D Pendleton, Anna M Rappaport, Stuart A Robertson, D'Alton S Bill Rudd, Walter Rugland, Douglas O Sanders, Jesse M Schwartz, Frederic Seltzer, Barry L Shemin, Walter W Steffen, Frederick S Townsend, Howard Young, John E Hanson, RICHARD L MAURER, Charles Barry H. Watson, Charles L. Trowbridge, Richard W Ziock, Dale R Gustafson, John C Fraser, Wendell Milliman, Eugene F Porter, Schuyler W Tompson
- Date: Jun 1970
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Economics>Financial economics; Life Insurance; Modeling & Statistical Methods; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension legislation and regulation