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Stochastic Analysis of Long-Term Multiple-Decrement Contracts
.................................................17 Introduction to Stochastic Lapse .............. ... ................................................ 17 Stochastic Lapse Generator ....................- Authors: Chad R Runchey, MATTHEW F CLARK
- Date: Aug 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Stochastic models
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A Multi-Stakeholder Approach to Capital Adequacy
of policyholder obligations, also concentrate 17 on the additional ability of insurers to repay debt ... transition matrices in Appendix A, is approximately 17%. 8.1.4 Step 4: Adjust Current Capital Such ...- Authors: Robert Painter, Dan Isaac
- Date: May 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Practice Forum
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Long-Term Forecasting for Interest Rates
Nonparametric Approach to Forecasting Interest Rates 17 2. For each maturity M ∈ M and for every pair ... 256 256 8.57E-10 8.46E-08 2.39E-13 2.45E-19 9.65E-17 3.41E-40 512 256 2.09E-16 1.58E-19 9.06E-21 4.79E-33 ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
million loss. And if it’s a 30% crash, then it’s a $17 million loss. And that’s not the day that top management ... Hedging Your Equity-Indexed Products 17 with changes running through the income statement ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models