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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series ... data; Annuity valuation;Annuities 6442477432 8/17/2017 12:00:00 AM ...- Authors: Han Lin Shang, Steven Haberman
- Date: Aug 2017
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Session 107: Mortality Improvement Series Part 2: What is the Latest Research?
Reserved. Stroke Population Trend from SOA Study 17 Annual Improvement All Ages 1999- 2017 2012- 2017 ... system diseases 24 20 16 CHRONIC LIVER DISEASE 18 17 15 ULCERS (GASTRIC AND DUODENAL ) 13 3 1 External ...- Authors: James Filmore, Jean-Marc Fix, Steven Haberman, Larry Stern
- Date: Feb 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography; Demography>Population data; Demography>Mortality improvement
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Modelling mortality by cause of death and socio-economic stratification: an analysis of mortality differentials in England
Modelling mortality by cause of death and socio-economic stratification: an analysis of mortality differentials ... Longevity risk management 11 12 13 14 15 16 17 18 19 I-Professionals II-Managerial and Technical ...- Authors: Andres Mauricio Villegas Ramirez, Steven Haberman, Madhavi Bajekal
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Modeling & Statistical Methods
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Variability of Pension Contributions and Fund Levels with Random and Autoregressive Rates of Return
order I (AR(1)): [(t) : @ + @ [~(t-1) -@ ] + e(t) (17) where e(t) for t=1,2, ... are independent and ... each with mean 0 and var iance 12. Equat ion (17) replaces assumpt ion 5. in t roduced ear l ier ...- Authors: Steven Haberman
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Pensions & Retirement>Assumptions and methods
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The Pension Forum, August 2001, Volume 13, Issue No. 1
plans. Smoothed value methods account for a total 17% of plans in the United States and a total 25% of ... (without more than phase-in) five years 98-10 17 Average Average All except < 5 years N/A Starts ...- Authors: Society of Actuaries, Steven Haberman, Richard Joss, Robert North, Jonathan Spain, Christopher E Clark, MUHAMMAD IQBAL OWADALLY
- Date: Aug 2001
- Publication Name: The Pension Forum
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Mortality Experience of Fellows of the Actuarial Society of America and the American Institute of Actuaries
. . . . . . 26 30.0 87% 1905-1915 . . . . . . 17 32.2 53 1915-1925 . . . . . . 32 35.1 91 1925-1937 ... Dcatl~ Deaths Ratio U.S. and Canadian Men 23.39 17 72.7% 29.22 15 51.3 38.34 37 96.5 56.00 36 64 ...- Authors: John M Bragg, John H Cook, Steven Haberman, Sheila I Kelley, Ernest J Moorhead, Harry A Woodman, Edward A. Lew, Charles G. Groeschell
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession; Experience Studies & Data>Mortality
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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
corresponds to the Kobe (Great Hanshin) earthquake of Jan. 17, 1995. In prefecture Okinawa, the residents enjoyed ... multiplied by 100, in order to keep 2 decimal places. 17 risks. When one reaches retirement, an optimal ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities
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Pension Plan Asset Valuation Methods
Pension Plan Asset Valuation Methods A discussion of the various Pension Plan Asset Valuation Methods. ... Funding. Richard D. Irwin, Homewood, Illinois. 17) Winklevoss, H.E. (1993). Pension Mathematics with ...- Authors: Steven Haberman, MUHAMMAD IQBAL OWADALLY
- Date: Aug 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Pension Forum
- Topics: Pensions & Retirement>Assumptions and methods
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Graduation by Kernel and Adaptive Kernel Methods with a Boundary Correction
Many other transformations are possible ([9], [17], [18]), but their rela- tive merits are beyond ... choose l,~ = (e Jey , for i, j = 1 . . . . . n. (17) The sensitivity parameter is still necessary to ...- Authors: Steven Haberman, Richard Verrall, JOHN EMMETT GAVIN
- Date: Oct 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance; Modeling & Statistical Methods
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On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial Lee-Carter Modeling
On Simulation-Based Approaches to Risk Measurement in Mortality with Specific Reference to Binomial ... (e.g., Benjamin and Pollard (1980), Chapter 17). The scales in adjacent frames are set consistently ...- Authors: Steven Haberman, Arthur Renshaw
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Experience Studies & Data>Mortality; Pensions & Retirement>Retirement risks