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Asset Modeling Concepts
Asset Modeling Concepts From a teaching session at the 2001 Valuation Actuary Symposium, held in Lake Buena Vista, Florida, November 29-30, 2001 Panelists analyze the modeling considerations ...- Authors: Michael J Hambro, Scott Houghton
- Date: Nov 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling; Public Policy
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The Interrelationship Among Inflation Rates, Salary Rates, Interest Rates, and Pension Costs
The Interrelationship Among Inflation Rates, Salary Rates, Interest Rates, and Pension Costs This paper examines tandem levels of salary and interest rates and finds that the absolute level of ...- Authors: Glenn D Allison, Barnet N Berin, Donald P Harrington, Brian Arthur Jones, Richard Kischuk, Robert F Link, Howard E Winklevoss, Charles L. Trowbridge, Miguel A Ramirez
- Date: Oct 1975
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Sensitivity testing; Pensions & Retirement>Assumptions and methods
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EXPOSED! Variable Annuity Stochastic Requirements
EXPOSED! Variable Annuity Stochastic Requirements discussion of the ongoing developments in reserving and risk-based capital RBC requirements for variable annuities including stochastic scenario ...- Authors: James W Lamson
- Date: May 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Annuities>Reserves - Annuities; Annuities>Variable annuities; Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Stochastic models; Public Policy
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PBA Reserves and Capital Modeling Efficiency: Representative Scenarios and Predictive Modeling
PBA Reserves and Capital Modeling Efficiency: Representative Scenarios and Predictive Modeling Technical paper on how to efficiently perform scenario testing for principle-based approaches.- Authors: Steven Craighead
- Date: Jun 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Abstract: Analysis of Costs for a Chronic Disease with Acute High Cost Episodes
Abstract: Analysis of Costs for a Chronic Disease with Acute High Cost Episodes This is an abstract for the paper, Analysis of Costs for a Chronic Disease with Acute High Cost Episodes by ...- Authors: Marjorie Rosenberg, Philip M Farrell
- Date: Jun 2005
- Competency: Technical Skills & Analytical Problem Solving; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Health & Disability; Health & Disability>Chronic health management - Health & Disability; Health & Disability>Health risks; Modeling & Statistical Methods>Bayesian methods
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Simple and Effective Reserve Practices
Simple and Effective Reserve Practices When setting reserves, multiple methods are often used in the creation of the reserve estimate. Judgment is warranted to combine these different estimates ...- Authors: Christopher Coulter, Dale Cap, Kevin McCoy
- Date: Dec 2015
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Health Watch
- Topics: Health & Disability>Health insurance; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Regression analysis; Technology & Applications>Computer science
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Fuzzy Volatility Forecasts and Fuzzy Option Values
Fuzzy Volatility Forecasts and Fuzzy Option Values Presentation from the 41st Actuarial Research Conference held on August 10-12, 2006 in Montreal, Canada. Fuzzy set theory is incorporated into ...- Authors: Ranee Thiagarajah
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models
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Inforce Data Compression Methods for Actuarial Modeling
Inforce Data Compression Methods for Actuarial Modeling Presented at August 2011 46th Actuarial Research Conference. Compression methods improve model run time. This talk discusses compression ...- Authors: Matthew Wininger
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Modeling efficiency
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Comments on ‘The Case for Stochastic Present Values,” by Dimitry Mindlin
Comments on ‘The Case for Stochastic Present Values,” by Dimitry Mindlin Eric Friedman’s comments on ‘The Case for Stochastic Present Values,” by Dimitry Mindlin Asset allocation;Discount rates= ...- Authors: Eric S Friedman
- Date: Jun 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Forecasting; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension finance; Pensions & Retirement>Public sector plans
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Liability Modeling I – Annuity Products
Liability Modeling I – Annuity Products Panelists of this teaching session discuss: [1] policyholder and company behavior and its impact on model and assumptions, [2] model purpose and ...- Authors: Greg Mateja, Michael J Murphy, Meredith Ratajczak
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods