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Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes This paper identifies ... underlying the use of the lognormal distribution for modeling the periodic change in the interest rate of a given ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation
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1995-1996 Individual Life Mortality Study
1995-1996 Individual Life Mortality Study A discussion of the Society of Actuaries ... Mortality Study A discussion of the Society of Actuaries study of Mortality Under Standard Individually Underwritten ...- Authors: Douglas Doll
- Date: Nov 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Experience Studies & Data>Mortality
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C-3 Risk and Liability Hedging
Symposium. The speakers in this session addressed the relative volatility of participating whole ... whole life versus universal life and the annual-premium versus single- premium basis. Assumptions;Cash ...- Authors: William Britton, Douglas Doll
- Date: Jan 1988
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Life Insurance>Universal life; Life Insurance>Whole life; Public Policy
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Mortality Table Slope—The Discussion Goes On
Mortality Table Slope—The Discussion Goes On This article discusses the proper slope of mortality tables ... tables, especially at the high attained ages. Lapse rates=Lapses;Mortality assumption;Mortality rates=Mortality ...- Authors: Douglas Doll
- Date: Jul 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Annuities; Life Insurance
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2011 Living To 100 Symposium—A Product Development Attendee’s Notes
Attendee’s Notes This article discusses the author’s reactions to the Living To 100 Symposium. He summarizes ... from the symposium is that the debate continues as to whether there is a significant chance of finding ...- Authors: Douglas Doll
- Date: Jun 2011
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Demography>Longevity
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Income Products: Pricing PART 2
This session focuses on the financial issues related to income products. A panel of experts discusses pricing ... annuities. From the Record of the Society of Actuaries, Volume 27, No. 3, Session 80PD of the New Orleans ...- Authors: Douglas Doll, Ken McCullum, Steven Habegger
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Payout annuities
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Valuation Actuary Overview - The New Statutory Valuation Opinion
Valuation Actuary Overview - The New Statutory Valuation Opinion 1992 SOA Annual Meeting, Washington ... This 1992 session on the Statutory Valuation Opinion covered the following topics: 1. Regulatory ...- Authors: Douglas Doll, Deborah A Gero, Abraham Gootzeit, Marc Pitoniak
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession>Standards of practice; Life Insurance>Reserves - Life Insurance; Public Policy
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A Brief History of Universal Life
A Brief History of Universal Life This article is an extract from a revision to the Universal Life Study ...- Authors: Douglas Doll
- Date: Jan 1999
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance>Universal life
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U.S. Population Mortality Improvement
U.S. Population Mortality Improvement ... A review/highlights of the report on US population mortality improvements for the 4 years up to 2001 ...- Authors: Douglas Doll
- Date: Jul 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Product Matters!
- Topics: Experience Studies & Data>Mortality
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Mortality Comparisons
Mortality Comparisons This is an excel spreadsheet with some data pertaining to an article ... with some data pertaining to an article of the same name from the Product Development News Mortality assumption; ...- Authors: Douglas Doll
- Date: Apr 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Product Matters!
- Topics: Annuities>Pricing - Annuities; Life Insurance>Pricing - Life Insurance