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  • Variability of Pension Contributions and Fund Levels with Random and Autoregressive Rates of Return
    order I (AR(1)): [(t) : @ + @ [~(t-1) -@ ] + e(t) (17) where e(t) for t=1,2, ... are independent and ... each with mean 0 and var iance 12. Equat ion (17) replaces assumpt ion 5. in t roduced ear l ier ...

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    • Authors: Steven Haberman
    • Date: Jan 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Pensions & Retirement>Assumptions and methods
  • Mortality Experience of Fellows of the Actuarial Society of America and the American Institute of Actuaries
    . . . . . . 26 30.0 87% 1905-1915 . . . . . . 17 32.2 53 1915-1925 . . . . . . 32 35.1 91 1925-1937 ... Dcatl~ Deaths Ratio U.S. and Canadian Men 23.39 17 72.7% 29.22 15 51.3 38.34 37 96.5 56.00 36 64 ...

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    • Authors: John M Bragg, John H Cook, Steven Haberman, Sheila I Kelley, Ernest J Moorhead, Harry A Woodman, Edward A. Lew, Charles G. Groeschell
    • Date: Oct 1990
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Transactions of the SOA
    • Topics: Actuarial Profession; Experience Studies & Data>Mortality
  • Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction
    Many other transformations are possible ([9], [17], [18]), but their rela- tive merits are beyond ... choose l,~ = (e Jey , for i, j = 1 . . . . . n. (17) The sensitivity parameter is still necessary to ...

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    • Authors: Steven Haberman, Richard Verrall, JOHN EMMETT GAVIN
    • Date: Oct 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Life Insurance; Modeling & Statistical Methods