1
-
10
of
13
results (0.42 seconds)
Sort By:
-
Maximizing Personal Surplus: Liability-Driven Investment for Individuals
Maximizing ... 100 100 80 57 37 20 7 0 0 0 30 Years 100 95 76 51 17 5 0 0 0 0 15 Years 100 100 100 89 70 50 32 18 13 ... 14 12 10 2 0 0 25 Years 100 46 17 15 11 2 0 0 0 0 30 Years 80 20 17 12 0 0 0 0 0 0 ...- Authors: Michael Ashton
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Risk management
-
A Stochastic Model for CCRCs
1//z84, from Little's Result [see Kleinrock (1973, p.17)] the hmg-r,m ext,ect{M number of permanent transfers ... (0 ] = h(0 + h(t - ~)am(~). From (1) and (3), (17) becomes i' h(t) = #12 -- /q2e-(" '2+u2)0-=)e- ...- Authors: Bruce Jones
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
-
Revisiting Pension Actuarial Science: A Five-Part Series – Part 4, Fair Value of the Liability – The Residual Benefit Liability
Revisiting Pension Actuarial Science: A Five-Part Series – Part 4, Fair Value ... 2089 - 17 - - 17 5.03% 0 ... Discount Curve observed at Dec. 31, 2008. Figure 17 $0 $50,000 $100,000 $150,000 $200,000 $250 ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
-
Current Pension Actuarial Practice In Light of Financial Economics Symposium: Desirable Funding Level of Defined Benefit Pension Plans
employer's contributions (ANQ 2002, art. 14 par. 17). An amendment to the pension plan confirming the ... are not paid as lump sums or in settlements. 17 inherent conservatism in determining the surplus ...- Authors: Carole Turcotte, ANNIE FORTIN
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Risk management
-
Revisiting Retirement Withdrawal Plans and their Historical Rates of Return
100% 20 10.8% 1% 10.5% 8% Stocks 25 10.6% 2% 10.1% 17% 0% 30 10.3% 4% 9.6% 24% Bonds 35 10.0% 8% 9.2% ... percentile to 6.2% at the 90th percentile. 17 Chart 15 Distribution of Compound Annual Inflation ...- Authors: Felix Schirripa, Chris O'Flinn
- Date: Mar 2011
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Risk management
-
Current Pension Actuarial Practice in Light of Financial Economics Symposium: Pension Funds - A Capital Adequacy Test with a Soft Mismatch Cushion
follows: The funding index φ(t) increased by 17 percent. The historical maximum funding index ... index ρ(t) = φ(t) / µ(t) increased by approximately 17% – 4% = 13%. However, the floor θ5%(t) increased ...- Authors: Roland P van Gaalen
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Pensions & Retirement>Pension finance; Pensions & Retirement>Risk management
-
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
-
Managing Retirement Assets Symposium: Managing Longevity Risk in U.S. Retirement Plans
higher premium to counter this adverse selection.17 Thus, providing flexibility in the annuitization ... 15 Valdes-Prieto, p. 39. 16 Smalhout, p. 51. 17 Mamta Murthi, J. Michael Orszag, and Peter R. Orszag ...- Authors: Beverly Orth
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
-
Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The Contractual Benefit Obligation
Revisiting Pension Actuarial Science: A Five-Part Series – Part 1, Fair Value of the Liability – The ... Financial Accounting Standards No. 87, Paragraphs 17 and 42b, and Footnote 10. 4 3. ABO and PBO ...- Authors: James Rizzo, Krzysztof Ostaszewski, Piotr Krekora
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Public sector plans; Pensions & Retirement>Risk management
-
2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement Select Birth Cohorts and Their Effect on Pricing of Survivor Bonds
2006 Re-Envisioning Retirement in the 21st Century Symposium: Mortality Improvement ... Center for Retirement Research at Boston College, 17 Working Paper 2005‐13, October. Gajek, L., Ostaszewski ...- Authors: Krzysztof Ostaszewski, Richard MacMinn, Ranee Thiagarajah, Frederik Weber
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Pensions & Retirement>Risk management