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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... mortality for determining annuity values. We discuss a broad class of parametric models using a bivariate ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance
Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance ... Insurance This paper presents the modeling of mortality risk from exposure to a potential future extreme ...- Authors: Samuel Cox, Yungui Hu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance
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An Investment Actuary's Approach to ALM
An Investment Actuary's Approach to ALM This paper is to some extent a sequel to my previous paper ... paper A Bond Manager's Method for ALM published in Actuarial Research Clearing House Volume 1993.3 ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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Risk-Based Capital - ValAct01
Risk-Based ... testing • Proposed C-3 testing for Variable Annuity Guaranteed Living Benefits VAGLB • Liquidity ... ble annuities;Credit risk;Interest rate risk;Mortality risk; 14740 11/29/2001 12:00:00 AM ...- Authors: Larry J Bruning, Alastair G Longley-Cook, James Reiskytl, David L Braun, Lori L Helge, Robert A Brown
- Date: Nov 2001
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting
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The SEC’s Form PF: ORSA for Hedge Funds
The SEC’s Form PF: ORSA for Hedge Funds Description of new regulatory risk disclosure for private fund ...- Authors: James Ramenda
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Compliance; Finance & Investments>Risk measurement - Finance & Investments; Finance & Investments>Value at risk - Finance & Investments
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Managing Risk Concentration in the Post 9/11 Environment
September 11, 2001 have focused the reinsurance community’s attention on the subject of managing concentration ... reinsurance;Life insurance;Life reinsurance;Underwriting;Mortality risk;Retention; 18477 5/1/2003 12:00:00 AM ...- Authors: George E Davis, Patrick Shannon, Tim McGrath
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Reinsurance>Catastrophe reinsurance
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The Uniform Distribution of Deaths Assumption and Probability Theory
OF DEATHS ASSUMPTION AND PROBABILITY THEORY Hans U. Gerber and Donald A. Jones The purpose of th ... and K is the cur ta te durat ion at death. Then U = T - K is the f rac t iona l par t of a year ...- Authors: Hans U Gerber, Donald A Jones
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Recurrence Relations in Life Contingencies
contingencies for 2 reasons - the aggregate law of mortality, which relates the distribution of the future ... Annuities;Assumptions;Contingencies;Life insurance;Mortality rates=Mortality tables=Death rates ;Premiums;Whole life; ...- Authors: Nariankadu Shyamalkumar
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Loss Reserving with Random Selection
Bornheutter and Ferguson (1972), Finger (1976), Taylor (2000), Founda- tions of Casualty Actuarial Science (2001) ... n xn;1 Table 1: Incremental Loss Payments by Development Year Table 1 shows a typical data ...- Authors: Wu-Chyuan Gau
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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Certain Limits in the Theory of Annuities
present value and accumulated value of an ordinary annuity with m payments per interest conversion period ... paying ordinary annuity and a method for approximating the present value of an ordinary annuity, or an increasing ...- Authors: Constantine Georgakis
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Risk measurement - Finance & Investments