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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 ...

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    • 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
  • Interest and Mortality Randomness in Some Annuities
    Interest and Mortality Randomness in Some Annuities This paper presents a model is which can be used ... loss functions in premium calculations helped direct the plan of this paper. A motivation for this ...

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    • Authors: John A Beekman, Clinton P Fuelling
    • Date: Jan 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Annuities>Fixed annuities; Annuities>Individual annuities; Modeling & Statistical Methods>Stochastic models
  • Higher Interest Earnings
    Higher Interest Earnings This discussion looks at the changes that have taken place for insurance ... substantially decreased and it is evident that the primary reason for the decrease was the improvement in ...

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    • Authors: James F MacLean, Archie R McCracken, William White, William M Stewart, Charles M Sternhell, Charles W. Southern
    • Date: Mar 1959
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Transactions of the SOA
    • Topics: Annuities>Fixed annuities; Life Insurance
  • Source of Earnings Analysis for Flexible Premium and Interest-Sensitive Life and Annuity Products
    Source of Earnings Analysis for Flexible Premium and Interest-Sensitive Life and Annuity Products ... UL and other interest-sensitive products. The primary difficulty lies in the variability of the account ...

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    • Authors: Robert Stein, Joseph H Tan
    • Date: Oct 1988
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Annuities>Fixed annuities; Enterprise Risk Management>Financial management; Life Insurance>Universal life