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Annuity Valuation with Dependent Mortality
Annuity Valuation with Dependent Mortality This paper investigates the use of models of dependent mortality ... mortality for determining annuity values. We discuss a broad class of parametric models using a bivariate ...- Authors: Jacques F Carriere, Edward Frees, Emiliano Valdez
- Date: May 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Pricing - Annuities; Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments
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Another Look at Affordability of U.S. Social Security Cash Benefits OASDI
Another Look at Affordability of U.S. Social Security Cash Benefits OASDI The Annual Reports of the ...- Authors: Howard Young
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Social Insurance>Social Security
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Discrete Multivariate Analysis of Some Actuarial Data
multivariate analysis or multidimensional contingency table methods may be applied to data arising in actuarial ... rate-making procedure. This work was performed for the U.S. Department of Housing and Urban Development. C ...- Authors: Thomas Herzog
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Technology & Applications>Analytics and informatics
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Valuation Of Equity-Indexed Annuities
market performance. Equity-indexed annuities [EIA's] are one of the products of this kind. This paper ... stock=Stock=Preferred stock;Equity-indexed annuities;Mortality risk; 802 1/1/2000 12:00:00 AM ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Equity-indexed annuities; Finance & Investments>Investments
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Robust Mortality Estimation
Robust Mortality Estimation There are three commonly used methods for compiling exposure and death data ... data for use in obtaining crude mortality rates. They are lives, policies and amounts of insurance. This ...- Authors: Stuart Klugman
- Date: Sep 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Modeling & Statistical Methods>Estimation methods
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Theory of Stochastic Mortality and Interest Rates
of Stochastic Mortality and Interest Rates Statistical properties of interest, annuity and insurance ... insurance functions are examined when mortality and interest are treated as having a random component. Several ...- Authors: Harry H Panjer, UNKNOWN David Bellhouse
- Date: Aug 1978
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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More On A Classic Inequality
method for achieving this inequality uses Jensen's inequality. This is the method used by Bowers, et ... attempt to learn about it. Contingencies;Mortality rates=Mortality tables=Death rates ; 15041 1/1/1984 ...- Authors: Barnet N Berin, James C Hickman
- Date: Jan 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Experience Studies & Data>Mortality
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An Investment Actuary's Approach to ALM
An Investment Actuary's Approach to ALM This paper is to some extent a sequel to my previous paper ... paper A Bond Manager's Method for ALM published in Actuarial Research Clearing House Volume 1993.3 ...- Authors: Application Administrator
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Risk measurement - Finance & Investments
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The Risk-Adjusted Premiums for Life Insurance and Annuities
The Risk-Adjusted Premiums for Life Insurance and Annuities In the context of insurance economics, ... rates=Interest rates;Life insurance;Mortality rates=Mortality tables=Death rates ;Premiums;Withdrawals; ...- Authors: Shaun Wang
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Economics>Financial economics; Finance & Investments>Risk measurement - Finance & Investments
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Stochastic Analysis of the Interaction Between Investment and Insurance Risks. Fellowship Credit Research Paper
insurance policies is studied in a stochastic mortality and interest environment. The first two moments ... strategy;Lapse rates=Lapses;Life insurance;Mortality rates=Mortality tables=Death rates ;Yield curve=Term structure; ...- Authors: Gary Parker
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Investment strategy - Life Insurance