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Consistent Pricing for Equity-Linked Products
insurances, and equity-linked products. Annuities;Annuity valuation;Discount rates=Interest rates;Equity-indexed ... renewable term=YRT;Universal life;Variable annuities;Mortality risk; 14358 9/18/2008 12:00:00 AM ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Pennsylvania Funeral Directors Association. Actuarial Study Pre-Need Trusting Legislation
burial vault which also may have a price range of s imi lar magni tude. The specificity may be so ... agreements are often funded with life insurance and annuity policies. The insurance policy would be either ...- Authors: Conrad Siegel
- Date: Jan 1995
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Actuarial Research Clearing House
- Topics: Demography>Mortality - Demography; Finance & Investments>Risk measurement - Finance & Investments; Public Policy
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A Time-homogeneous Di§usion Model with Tax
= (Xt) dt+ (Xt) dBt; t 0; (1.1) where X0 = u > a is the initial wealth, fBt; t 0g is a standard ... time of default. Throughout the paper, let 0 a < u < b: (1.3) The two-sided exit problem for the di¤usion ...- Authors: BIN LI, Application Administrator
- Date: Oct 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective
Andrews Stephen Bonnar Lori J. Curtis Jaideep S. Oberoi Aniketh Pittea Pradip Tapadar SPONSOR ... ...... 19 Section 7: Results for the Stylized U.S. Plan ..........................................- Authors: Stephen Bonnar, Lori Curtis, Jaideep Oberoi, Aniketh Pittea, Pradip Tapadar
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset allocation; Finance & Investments>Economic capital; Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement; Pensions & Retirement>Defined benefit plans; Pensions & Retirement>Plan design; Pensions & Retirement>Risk management; Finance & Investments>Economic Scenario Generators
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A Low-Growth World: Implications for the Insurance Industry and Pension Plans
....................................... 85 Mortality and Morbidity ............................... ... GDP Growth Shown by End Year of Decade—World, U.S., China and Rest of the World ..................- Authors: Max Rudolph, Mark E Alberts
- Date: Jun 2019
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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2009 Emerging Risks Survey
2009 Emerging Risks Survey This survey of emerging risks attempts to track the risk manager ... risks attempts to track the risk manager population‘s thoughts about emerging risks across time. The top ...- Authors: Max Rudolph
- Date: Mar 2010
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Global Perspectives>Geopolitical risks
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1986-1989 Credit Risk Event Loss Experience: Commercial Mortgage Loans and Private Placement Bonds
TSA REPORTS The specific goais o17 the !986 89 s'~udy were: o To assess ~he readiness oi" companies ... amount of credit risk event exposure is given in Table 2. TAttLE i TOIAL OU IS]%.\ND[NG PlQ[NCIPAL ...- Authors: Society of Actuaries
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business
fluctuations in experience rates, such as the mortality rate. 437 438 TSA 1991-92 REPORTS Typically ... when rates rise. On the other hand, deferred- annuity cash flows typically fluctuate with interest rate ...- Authors: Peter B Deakins
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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C-3 Task Force Report - Modeling The C-3 Risk
se- lecting model cells, followed by age or mortality characteristics. Depending on the modeling method ... judg- ment and the distribution of expected mortality gains across ages, it is pos- sible that no distinction ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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A Practical C-1
A Practical ... actually E. We will demand a yield Y at a total spread S to the risk-free rate R such that: E = (1-ot).Y ... for Y: Y=R+S= R + "tr + ak l - i x Solving for S: 246 A PRACTICAL C-1 S=Y-R=rr+ a.(h ...- Authors: Richard L Sega
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments