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The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
from which the duration and convexity follow as direct calculations. It is also possible to calculate ... cash flow occurs at each time) ~ '* Particular care must be taken with the error term and its relationships ...- Authors: Matthew Clayton Modisett
- Date: Jan 1992
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
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The Modeling Platform, Issue 10, November 2019
Acceleration of benefit (non-zero-cost) 37% Long-term care 34% Acceleration of benefit (zero-cost) 32% ... Increasing the number of scenarios leads to a direct increase in modeling workloads (i.e., two scenarios ...- Authors: Society of Actuaries
- Date: Nov 2019
- Competency: External Forces & Industry Knowledge; Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Economic Scenario Generators, Part I: Motivation for Stochastic Modeling
Economic Scenario Generators, Part I: Motivation for Stochastic Modeling This article is the ... Increasing the number of scenarios leads to a direct increase in modeling workloads (i.e., two scenarios ...- Authors: Dean Kerr, Matthew Zhang, Rahat Jain
- Date: Nov 2019
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: The Modeling Platform
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Drawing Appropriate Statistical Inferences
yet, if I'm doing the sort of testing where I only care about the 95th percentile, my odds go from 1/e ... going to work out with my sampling. If you only care about the 90th percentile, it's (1/e)^10, and the ...- Authors: Douglas Robbins
- Date: Sep 2003
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Stochastic models
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PBR Simplified Methods Project
PBR Simplified Methods Project Summary of the SOA research project on PBR Simplified Methods. ... future projects. Rate increase filings for long-term care and state examinations of PBR are two areas that ...- Authors: Mark Birdsall
- Date: Apr 2019
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: The Financial Reporter
- Topics: Life Insurance>Reserves - Life Insurance; Life Insurance>Secondary guarantees; Life Insurance>Term life; Life Insurance>Universal life; Life Insurance>Whole life; Modeling & Statistical Methods>Conditional Tail Expectation; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Estimation methods; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Sensitivity testing; Modeling & Statistical Methods>Stochastic models