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Micro-Level Loss Reserving Models for P&C Insurance
Micro-Level Loss Reserving Models for P&C Insurance This abstract describes study that simulated claims data under different environmental changes and applied a chain-ladder and a ...- Authors: Xiaoli Jin
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Reserves - Annuities
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Pricing of Debt and Loan Guarantees using Stochastic Delay Differential Equations
Pricing of Debt and Loan Guarantees using Stochastic Delay Differential Equations This abstract describes a paper that uses delay equations to derive a formula for the price of an option used for ...- Authors: Elisabeth Kemajou-Brown
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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Loss Given Default in the Presence of Multivariate Regular Variation. Part 2: Main Results
Loss Given Default in the Presence of Multivariate Regular Variation. Part 2: Main Results This abstract describes a paper that proposes a new model for the loss given default (LGD), which takes ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments
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TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans
TIPS, the Triple Duration, and the OPEB Liability: Hedging Medical Care Inflation in OPEB Plans This abstract describes a paper that illustrates that the true exposure to an OPEB plan is to the ...- Authors: Michael Ashton
- Date: Feb 2014
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Re-fitting Phase-Type Mortality Model
Re-fitting Phase-Type Mortality Model This abstract describes a paper that considers a Bayesian approach for parameter estimation under a specific PH aging model framework. 6442453294 02/01/2014 ...- Authors: Matt Bartley, Xin Huang
- Date: Feb 2014
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The Distribution of Aggregate Life Insurance Claims: The Gamma-Exponential Mix Model
The Distribution of Aggregate Life Insurance Claims: The Gamma-Exponential Mix Model This abstract describes a paper that demonstrates the calculation of parameters for a Gamma-Exponential Mix ...- Authors: Thomas Edwalds, Ross Hilton
- Date: Feb 2014
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Risk Assessment in Group Health Claims
Risk Assessment in Group Health Claims This abstract describes a paper that, using data from a major insurer, compares and contrasts several different models for risk assessment, including GLMs, ...- Authors: Brian Hartman, Shujuan Huang
- Date: Feb 2014
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On Negative Option Values in Personal Savings Products
On Negative Option Values in Personal Savings Products This abstract describes a paper that demonstrates that option values generally considered to be strictly positive as they provide the holder ...- Authors: Thorsten Moenig, Daniel Bauer
- Date: Feb 2014
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Pension Plan Life-Cycle Funding Approach
Pension Plan Life-Cycle Funding Approach The abstract for the paper Pension Plan Life-Cycle Funding Approach. Asset liability management=ALM;Funding policy;Risk modeling;Stochastic models; 8781 ...- Authors: Application Administrator
- Date: Jul 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Pensions & Retirement>Assumptions and methods
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Requirements to Make the Housing Asset a Viable Retirement Asset
Requirements to Make the Housing Asset a Viable Retirement Asset Abstract for “Requirements to Make the Housing Asset a Viable Retirement Asset.” This paper examines the characteristics of an ...- Authors: Application Administrator
- Date: Sep 2009
- Competency: External Forces & Industry Knowledge
- Publication Name: Risk Management
- Topics: Pensions & Retirement>Pension investments & asset liability management