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Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries Appendix
Actuaries. The Development of a Simulation Model of Primary Prevention Strategies for Coronary Heart Disease ... management;Chronic obstructive pulmonary disease=COPD ;Health care quality;Health policy;Health risks; 6062 9/1/2007 ...- Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
- Date: Sep 2007
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Stochastic models
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Stochastic Simulation for C3 Risk:A Statistical Review
Stochastic Simulation for C3 Risk:A Statistical Review In 2003, the American Academy of ... with Guarantees Excluding Index Guarantees.” The primary purpose of this article is to illustrate statistical ...- Authors: Richard Wendt
- Date: Feb 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models
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How to Prevent the Big Mistake
financial hiccups in the life industry in both the primary and reinsurance markets. The cyclical nature of ... a similar risk in another product category, to direct resources to the former and away from the latter ...- Authors: Edward Betteto
- Date: Mar 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Reinsurance News
- Topics: Enterprise Risk Management; Finance & Investments>Asset liability management; Finance & Investments>Portfolio management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
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Are Your Scenarios on Target?
theoretical approach—chosen for tractability. The primary theo- retical approach uses the lognormal distribution ... accept- able, direct simulation of the hedging strategy becomes necessary. The primary simplifying assumption ...- Authors: Application Administrator
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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CIA Task Force on Segregated Fund Investment Guarantees excerpt from the Canadian Institute of Actuaries
sufficient asset reserve? Should product managers care if returns fall short of pricing assumptions? Are ... the projection period in the liability model. Care must be taken in simulating the fee income as a ...- Authors: 107929_firstname Canadian Institute of Actuaries
- Date: Jul 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
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A Practical Concept of Tail Correlation
of estimation are described, which we call the direct and indirect methods, respectively. Using these ... of the first order diversification factors. By direct calculation we find: ⎩⎨ ⎧ ≠ ==−−−= − − ...- Authors: Application Administrator
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Economic capital; Finance & Investments>Value at risk - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Principle-Based Reserves and LTC Insurance Innovation
Long-Term Care News May 2009 – Issue 23 20 | MAY 2009 | Long-Term Care News Al Schmitz ... Items such as investment income strategy, shared care (first-to-die life), and combination products that ...- Authors: Allen J Schmitz
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Leadership>Professional network leverage; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Long-Term Care News
- Topics: Enterprise Risk Management>Capital management - ERM; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Statutory accounting; Long-term Care>Long-term care insurance; Modeling & Statistical Methods>Stochastic models
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Stochastic Model: A Telescope or Kaleidoscope?
Stochastic ... a t i o n also knows that they are not taking care o f t h e i r e l d e r l y v e r y w e l l ... t h ro u g h t h e t a x system but the direct care of the elderly is less and less of their ...- Authors: Vivek Gupta
- Date: Feb 2004
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Global Perspectives>Global markets; Modeling & Statistical Methods>Stochastic models
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An Alternative Option Pricing Model
An Alternative Option Pricing Model A European call option pricing model similar to the Black-Scholes ... different values of S T rather than due to any direct bias related to variance, or 2 (26) B(mo T)=0 ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman
The Actuary Vol. 11, No. 2 Book Review - Two Stochastic Processes by John A. Beekman This article ... such l as energy, population and food, health care, health sciences, and “futures” or- ganizations ...- Authors: Richard W Ziock
- Date: Feb 1977
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: The Actuary Magazine
- Topics: Modeling & Statistical Methods>Stochastic models