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A Practical Concept of Tail Correlation
-7% 1% 1% 2% 1% -8% -6% -7% 101% 1% 1% 1% 3% 17 We now briefly indicate what has to be done in ... 0% 0% ρ ij 37% 100% 0% 17% +- 4% 0% 0% 2% 21% 0% 100% 0% 0% 0% 0% 0% 19% 17% 0% 100% 0% 2% 0% 0% ...- 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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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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A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails
A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Sub exponential Tails This ... A note on cumulative sums. Ann. Math. Statistics 17 (1946), 498–499. [12] Tang, Q. The finite-time ruin ...- Authors: Xuemiao Hao, Application Administrator
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Stochastic models
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Modeling Home Equity Conversion Mortgages
Modeling Home Equity Conversion Mortgages This report describes a stochastic simulation approach ... Albany, NY 102.1 17.36 4.71 1.32 8.45 2.00 846,400 17. Raleigh-Durham, NC 102.0 16.31 13.80 -- - 2.40 ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Capital and Hedge Modeling for Variable Annuities
Capital and Hedge Modeling for Variable Annuities 17 manufacturing an option in the basement rather ...- Authors: Hubert B Mueller, Application Administrator, Ulrich Stengele
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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Hedging Variable Annuity Guarantees: A Practical Discussion
Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San ... Guarantees 17 example, if your data system still isn't updated ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models