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On the Application of Esscher Transform to the Regime Switching Model
On the Application of Esscher Transform to the Regime Switching Model This is the abstract for the paper on the application of Esscher transform to the Regime Switching Model.- Authors: Mary Hardy, Chao Qiu, Joseph Kim
- Date: Jul 2010
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Queueing Analysis of a Priority-Based Claim Processing System
Queueing Analysis of a Priority-Based Claim Processing System This is the abstract for the paper on queueing analysis of a priority based claim processing system. Abstract; 14510 07/30/2010 ...- Authors: Basil Singer, Steve Drekic
- Date: Jul 2010
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Stochastic Annuities: An Exploration of Black-Scholes Model From an Actuarial Perspective
Stochastic Annuities: An Exploration of Black-Scholes Model From an Actuarial Perspective This is the abstract for the presentation on stochastic annuities: an exploration of Black-Scholes model ...- Authors: Runhuan Feng
- Date: Jul 2010
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Household's Life Insurance Demand - a Multivariate Two Parts Model
Household's Life Insurance Demand - a Multivariate Two Parts Model This is the abstract for the paper on a household's life insurance demand - a multivariate two parts model. Abstract; ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2010
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Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface
Applying the Cost of Capital Approach to Extrapolating an Implied Volatility Surface This is the abstract for the paper on applying the cost of capital method to extrapolate an implied volitility ...- Authors: Application Administrator
- Date: Nov 2011
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Regime-Switching Portfolio Replication
Regime-Switching Portfolio Replication This is the abstract on the paper on regime-switching portfolio replication. Abstract; 14528 07/30/2010 17:39:00 ...- Authors: R Keith Freeland, Mary Hardy, Matthew Charles Till
- Date: Jul 2010
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The Canadian pensioners mortality table: some results on mortality level and trends
The Canadian pensioners mortality table: some results on mortality level and trends This is the abstract of the presentation that shows results obtained from a mortality study based on Canadian ...- Authors: Louis Adam
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge
- Topics: Pensions & Retirement>Assumptions and methods
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Spatio-temporal models for rates and survival analysis
Spatio-temporal models for rates and survival analysis This abstract describes a paper that introduces spatio-temporal models and methods for analysis with specific emphasis on quantities of ...- Authors: Charmaine Dean
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Demography>Longevity; Modeling & Statistical Methods>Regression analysis
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Society of Actuaries education update
Society of Actuaries education update This abstract describes a talk that presents recent and planned SOA Education activities. Education; 14590 07/01/2010 17:39:00 ...- Authors: Stuart Klugman
- Date: Jul 2010
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Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions and dividend payments in an insurance risk model driven by a spectrally negative Levy process ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods