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E&R Sessions at 2008 Life Spring Meeting
Research Section. ; <!-- InstanceBeginEditable name="Table" --> E&R Sessions at 2008 Life Spring Meeting By ... Education and Research Section. The "Estimating Mortality Risk Using Predictive Modeling" session is jointly ...- Authors: Steven Craighead
- Date: Feb 2008
- Publication Name: Expanding Horizons
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Estimating Mortality Risk Using Predictive Modeling
Estimating Mortality Risk Using Predictive Modeling Abstract for the 2008 ERM Monograph paper, “Estimating ... “Estimating Mortality Risk Using Predictive Modeling” Mortality;Predictive Modeling; 8281 4/1/2008 11:43:00 ...- Authors: Thomas Edwalds, Steven Craighead, Philip Lance Adams
- Date: Apr 2008
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Estimating Mortality Risk Using Predictive Modeling
Estimating Mortality Risk Using Predictive Modeling As a life reinsurer, understanding mortality risk is ... is mission critical. Superior models of mortality risk lead to more competitive pricing in profitable ...- Authors: Thomas Edwalds, Steven Craighead, Philip Lance Adams
- Date: May 2009
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Experience Studies & Data>Mortality; Reinsurance>Life reinsurance
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Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
derivatives and the asso- ciated insurance on the U.S. subprime mortgage market lead to the interna- ∗All ... business to a small change in an assumption, such as mortality or lapse. As the use of market guarantees have ...- Authors: Steven Craighead
- Date: Mar 2011
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management
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ERM Stochastic Analysis Tools: Risk Drivers Revealed
(quantiles) and that the model calibration is not in u- enced by extreme outliers of EC. See Appendix A ... of quantile regression. Graphs of the density and S-curve of the capital are in gures 2 and 3. The basic ...- Authors: Steven Craighead
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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The Technical Corner
Language;Technology; <!-- InstanceBeginEditable name="Table" --> by Steve Craighead This is an inaugural column ... is the outgrowth of the original S language and its commercial cousin S–Plus. R is maintained by a cadre ...- Authors: Steven Craighead
- Date: Apr 2007
- Publication Name: Expanding Horizons
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Extreme Value Statistics, Resampling, and Insolvency Testing
*c J ~ or*c2 u OL+UJ Figure I Figure 2 Figure 3 Seelion 3. S e m i p ~ ~ s r3zagTechniqu_e ... visual and statistical tests on each distribution. Table 1 lists the distribution, the parameters and the ...- Authors: Steven Craighead
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Estimation methods
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The Case for Distributable Earnings
acknowledging that they yield different outcomes. Girard (2000) also acknowledges these competing valuation methods ... has considerable significance to fixed- index annuity contracts (FIAs), which have embedded call options ...- Authors: Steven Craighead, Christopher Foote
- Date: Aug 2019
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Finance & Investments>Economic value
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E&R Sessions at 2008 Health Spring Meeting
E&R Sessions at 2008 Health Spring Meeting Description of the scheduled sessions that are either ... E&R Section. ; <!-- InstanceBeginEditable name="Table" --> E&R Sessions at 2008 Health Spring Meeting ...- Authors: Steven Craighead
- Date: Feb 2008
- Publication Name: Expanding Horizons