1 - 6 of 6 results (0.48 seconds)
Sort By:
  • Stochastic Analysis Of Long Term Multiple-Decrement Contracts
    investment returns are not a primary driver of financial performance. The primary risk drivers for this product ... illustrative in nature. Practitioners will have to use care in the selection and parameterization of stochastic ...

    View Description

    • Authors: Matthew P Clark, Chad R Runchey
    • Date: Jan 2008
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods>Stochastic models
  • The Effect of Deflation or High Inflation on the Insurance Industry
    quality. Insurance reimbursements for medical care are especially prone to advancing technology. Increasing ... the cost of the Owners Equivalent Rent of the primary residence (OER), which measures the value of renting ...

    View Description

    • Authors: Stephen P D'Arcy, Kevin Ahlgrim
    • Date: Feb 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Economics; Global Perspectives; Life Insurance; Modeling & Statistical Methods>Stochastic models
  • 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 ...

    View Description

    • 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
  • Model Efficiency Study Results Report
    of Actuaries, All Rights Reserved 12 The primary measure used to gauge success is the percentage ... valuation process, requiring multiple runs in the primary modeling platform in order to obtain a single ...

    View Description

    • Authors: Mark E Alberts, Mary J Bahna-Nolan, Susan Deakins, Trevor Howes
    • Date: Nov 2011
    • Competency: External Forces & Industry Knowledge
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
    Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality ... groups and over time; they are indices rather than direct measures. The age-specific death rates are tabulated ...

    View Description

    • Authors: Samuel Cox, Hua Chen
    • Date: Jan 2008
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
  • Monte Carlo Solution for Actuarial Problems
    Monte Carlo Solution for Actuarial Problems This session from the 1995 Vancouver Meeting ... estimation and confidence interval computations. The primary advantage of this approach is that there is less ...

    View Description

    • Authors: Andrew F Seila
    • Date: Jun 1995
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models