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A Stochastic Investment Model
written on the subject in his presidential address [17] as well as in [18]. During the annual meeting ... I t is assumed A STOCHASTIC INVESTMENT MODEL 17 that the negative binomial constants b and c are ...- Authors: John A Beekman
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Reverse Mortgages
Reverse ... $275 $375 $500 $650 $825 14 12 10 9 7 27 21 17 13 11 Compound interest and continuing loan payments ... . . . . . 15 . . . . . . 16 . . . . . . . 17 . . . . . . . 18 . . . . . . . 19 . . . . .- Authors: Stephen Gwin, William A Phillips
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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The Merger of Mutual Life Insurance Companies
The Merger ... 410 5,933 6,510 7,145 7,841 Deaths 15.064 17,~28 20,174 23,330 26.898 30,898 35,336 40,210 ... ment= (12) +(14) +(15) . . . . . . . . . . . i 17. Company share= 1 --[(16)+(4)1 . . . . . ;I 18 ...- Authors: Louis Garfin, L Giles, Howard H Kayton, Robert Merritt, Robert C Tookey, Charles F B Richardson
- Date: Oct 1972
- Competency: Results-Oriented Solutions; Strategic Insight and Integration
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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A New Approach to the Theory of Interest
satisfies i f (v) >__ 0 , v > (1 -4- io ) - ' . (17) Example 11. Let T = ( -3 , 4, -18 , 24). The ... transaction for strong L-normality is by using criterion (17). vii. DECOMPOSITION OF TRANSACTIONS Theorem ...- Authors: S. Promislow
- Date: Jan 1980
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Dynamic Solvency Testing: Boundaries of Risk Definition Phase
Dynamic Solvency Testing: Boundaries of Risk Definition Phase This report identifies the risks ... Analysis Handbook. Schaum- burg, Ill.: April 1995. 17. TILLEY, JAMES A. "An Actuarial Laymen's Guide to ...- Authors: Donna Claire
- Date: Jan 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Financial Reporting & Accounting
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Insurance Company Growth
Insurance Company Growth This paper defines a concept of equivalence for profit standards. ... ventures to be sold in the following year (or years). 17 RSA, III, 222-23,231; V, 34---41. See also Beekman ...- Authors: Dale Hagstrom
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics; Finance & Investments
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Choice and Justification of an Interest Rate
Choice and Justification of an Interest Rate This paper develops a new method of determining long-range interest rate ... 105 124 142 161 11. 12. 13. 14. 15. 16 17. 18 19. 20. Year Mortality 6.06 6 .76 ...- Authors: Claude Y Paquin, Irwin T Vanderhoof, Dale R Gustafson
- Date: Oct 1973
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Life Insurance>Pricing - Life Insurance
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An Analysis of the Rule of 78 - Actuarial Note
An Analysis of the Rule of 78 - Actuarial Note This paper describes a typical consumer credit transaction, shows ... 4.42 15 . . . . . 4.73 16 . . . . . 5.04 17 . . . . . 5.35 18 . . . . . 5.66 19 . . . .- Authors: James L Bergin, David L Creswell, William C Cutlip, Ralph E Edwards, James Hunt, Howard H Kayton, Donald R Sondergeld
- Date: Oct 1974
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Corporate Diversification: Experience in the United States and Canada
Corporate Diversification: Experience in the United States and Canada Discussion of the ... Study (LOMA Financial Planning and Control Report No. 17 [July, 1970}) (film also available) and Introduction ...- Authors: Society of Actuaries, Robert Paul Brady, Howard T Cohn, Howard H Kayton, Sanford W Scott, Robert C Tookey, Frederick S Townsend, David A Wright, J Craig Davidson
- Date: Jan 1972
- Competency: Strategic Insight and Integration
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments; Global Perspectives; Modeling & Statistical Methods; Public Policy
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An Expanded Financial Structure for Ordinary Dividends
An Expanded Financial Structure for Ordinary Dividends This paper develops a dividend financial ... policies (see Lawrence M. Cathles, RAIA, H [1913], 17-19). Equation (1) forms a system of rn + 2 unknowns ...- Authors: Donald D Cody
- Date: Oct 1981
- Competency: Results-Oriented Solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments