1
-
10
of
11
results (0.48 seconds)
Sort By:
-
Horses for Courses
Horses for Courses Explores the open vs. closed systems debate with regards to actuarial ... 97 GAAP, Principle- Based Reserves, Solvency II, IFRS, and other model- based regulations. Hedging analysis ...- Authors: Van Beach
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
-
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation
Multivariate Modeling of Asset Returns for Investment Guarantees Valuation Presentation at the 41st ... sed: RS2LN w/ 1 corr. matrix and CCORR GARCH 17 of 20 Monte Carlo Monte Carlo experimentexperiment ...- Authors: Christian-Marc Panneton, Mathieu Boudreault
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
-
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
-
Fuzzy Volatility Forecasts and Fuzzy Option Values
Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference ... yn(l)]2 = ω¯ 1− Φ1 − Φ2 − . . .Φr l−1∑ j=0 ψ 2 j . 17 / 35 Introduction Fuzzy Coefficient Class of ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
-
Loaded Participation Rates For Equity-Indexed Annuities
Contingencies 2002 (January-February): 34-38. [17] Lee, Hangsuck. 2003. Pricing equity-indexed annuities ... Insurance: Mathematics and Economics 25 (3): 337347. 17 −4 −2 0 2 4 0. 00 0. 02 0. 04 0. 06 0. 08 ...- Authors: PATRICE GAILLARDETZ, Youssef Joe Lakhmiri
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Equity-indexed annuities; Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models
-
Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
< 1, then ctf ,2 tends to a constant as t f →∞. 17 Proof. See Appendix D. Our estimated GARCH(1 ... tf2 )− G(Q)1 (xf2 , tf2 )G(Q)2 (xf1 , tf1 ) . (17) It is clear that u(G1,G2)(xf1 , t f 1 ) and u ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management
-
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method
June Webinar Topic: Sensitivity Testing and Setting Margins, Plus a Fully Stochastic PBR Method Describes ... original purposes. SEPTEMBER 2017 SMALL TALK | 17 considered to be approximately the same level of ...- Authors: Mark Birdsall
- Date: Sep 2017
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Small Talk
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models
-
STOCHASTIC APPROACHES TO CORPORATE PLANNING
STOCHASTIC APPROACHES TO CORPORATE PLANNING This teaching session is about conveying to ... weighted average results, which were 34% (most likely), 17% (lower quartile), and 76% (upper quartile). Note ...- Authors: Frank S Irish
- Date: Apr 1977
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Stochastic models
-
An Alternative Approach To Calculation of IBNR Reserve in Health Insurance
An Alternative Approach To Calculation of IBNR Reserve in Health Insurance This work investigates ... 25 29632.9 4555.18 6203.3 3872.11 1115.66 665.74 17 49725.3 1119099 533444 80181.9 32202.9 23204.7 18806 ...- Authors: Jed Linfield, Krzysztof Ostaszewski, Jinadasa Gamage
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Stochastic models
-
The Modeling Platform
U.S. Life Insurance Industry By Tony Dardis 17 A Practical Approach to an Enhanced Premium Persistency ... Policy Movement APRIL 2016 THE MODELING PLATFORM | 17 ALTERNATIVES TO KEY PARAMETERS Upon review of ...- Authors: Society of Actuaries
- Date: Apr 2016
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Modeling Platform
- Topics: Actuarial Profession>Best practices; Actuarial Profession>Competencies; Enterprise Risk Management>Governance; Enterprise Risk Management>Operational risks; Life Insurance>Policyholder behavior - Life Insurance; Life Insurance>Universal life; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Software