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Investors' Perspective Risk Analysis of Catastrophe Bonds
Investors' Perspective Risk Analysis of Catastrophe Bonds This abstract describes a paper that summarizes and analyzes the risks catastrophe bond investors are exposed to and have to be aware ...- Authors: Thomas Nowak
- Date: Feb 2014
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Ratemaking Using the Tweedie Model
Ratemaking Using the Tweedie Model This abstract describes a paper that proposes a copula-based multivariate Tweedie regression for modeling the semi-continuous claims while accommodating the ...- Authors: Peng Shi
- Date: Feb 2014
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Risk Adjustment and the Patient Protection and Affordable Care Act
Risk Adjustment and the Patient Protection and Affordable Care Act This abstract describes a paper that details the fundamental assumptions of the risk adjustment tool proposed for use in the ...- Authors: Marjorie Rosenberg, Michael James Wurm
- Date: Feb 2014
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Fixed Index Annuity Return and Risk Analysis with an Enhanced Model
Fixed Index Annuity Return and Risk Analysis with an Enhanced Model This abstract describes a paper that examines the risk and return of fixed index annuity (FIA) with an enhanced model ...- Authors: Zhixin Wu, Huong Dao, Linh Nguyen
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Fixed annuities
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A Bivariate Extension of the Beta-Generated Distribution Der
A Bivariate Extension of the Beta-Generated Distribution Der This abstract describes a presentation that introduces a new class of bivariate distributions whose marginals can be beta-generated.- Authors: Ranadeera Samanthi, JUNGSYWAN H SEPANSKI
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
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A Comparison: Some Approximations for the Aggregate Claims D
A Comparison: Some Approximations for the Aggregate Claims D This abstract describes a paper that develops a saddlepoint approximation for the aggregate claims distribution and compares with some ...- Authors: Ranee Thiagarajah
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
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Simulation of Correlated Levy Negative Binomial Processes for Quantitative Risk Modelling
Simulation of Correlated Levy Negative Binomial Processes for Quantitative Risk Modelling 03/13/2019 05:00:00 ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Reinsurance
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Pooling Functional Disability and Mortality in Long-Term Care Insurance and Care Annuities: A Matrix Approach for Multi-State Pools Abstract
Pooling Functional Disability and Mortality in Long-Term Care Insurance and Care Annuities: A Matrix Approach for Multi-State Pools Abstract 10/31/2024 05:00:00 ...- Date: Oct 2024
- Publication Name: Actuarial Research Clearing House
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Retirement Planning Software and Post-retirement Risks: Executive Summary
Retirement Planning Software and Post-retirement Risks: Executive Summary This is the Executive Summary of the results of a study, sponsored by the Society of Actuaries and the Actuarial ...- Authors: Hazel Witte, John A Turner
- Date: Dec 2009
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Retirement risks; Technology & Applications>Software
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Defaults for Distribution of Retirement Assets: What are the Issues?
Defaults for Distribution of Retirement Assets: What are the Issues? The abstract for a paper that focuses on default distributions and why they are important. Longevity;Pension ...- Authors: Anna M Rappaport
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Economics>Behavioral economics; Pensions & Retirement>Plan design