Advanced Search
Enter the criteria below to perform an advanced search. Entering more criteria narrows your search; entering less criteria broadens your search. To browse SOA content, visit Browse by Topic or Publication Browse.
341
-
350
of
442
results (0.27 seconds)
Sort By:
-
VaR and Ruin Probabilities for the Geometric Brownian Motion with Jump Model
VaR and Ruin Probabilities for the Geometric Brownian Motion with Jump Model This abstract describes a paper that models an insurer’s surplus as a Geometric Brownian motion with Poisson jumps.- Authors: JIANDONG REN, Yu Zhao
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments>Value at risk - Finance & Investments
-
Canadian Pensioners Mortality Improvement Rates by Data Source and Income: Impact on Life Expectancy and Present Value of an Annuity
Canadian Pensioners Mortality Improvement Rates by Data Source and Income: Impact on Life Expectancy and Present Value of an Annuity This abstract describes a presentation that shows the impact ...- Authors: Louis Adam
- Date: Feb 2014
-
Assessment of a University-Based Actuarial Program: A Case Study of UW-Madison
Assessment of a University-Based Actuarial Program: A Case Study of UW-Madison This abstract describes a paper that introduces KDBINTMTM (Knowing, Doing, Being, Inspiring, and Networking), the ...- Authors: Edward Frees, Marjorie Rosenberg
- Date: Feb 2014
-
Pricing Weather Derivatives Using Maximum Entropy Principle
Pricing Weather Derivatives Using Maximum Entropy Principle This abstract describes a paper that implements maximum entropy principle in pricing weather derivatives. 6442453326 2/1/2014 12:00:00 ...- Authors: Siu-Hang Li, Rui Zhou, Jeffrey S Pai
- Date: Feb 2014
-
Asymptotic Confidence Intervals for the Haezendonck Risk Measure
Asymptotic Confidence Intervals for the Haezendonck Risk Measure This abstract describes a presentation that studies the performance of asymptotic confidence intervals for the risk measure ...- Authors: Nariankadu Shyamalkumar
- Date: Feb 2014
-
HI Trust Fund: Actuarial Methodology and Principal Assumptions
HI Trust Fund: Actuarial Methodology and Principal Assumptions This excerpt from the 2001 Annual Report of the Board of Trustees of the Federal Hospital Insurance Trust Fund describes the basic ...- Authors: Society of Actuaries
- Date: Sep 2001
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Pension Section News
- Topics: Pensions & Retirement>Retiree medical; Social Insurance>Medicare
-
Increased Longevity and the Challenge of Determining qx at Extreme Ages, Part 1 - Bending and Ending the Mortality Table
Increased Longevity and the Challenge of Determining qx at Extreme Ages, Part 1 - Bending and Ending the Mortality Table The abstract for the paper Increased Longevity and the Challenge of ...- Authors: Edwin Hustead
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Demography>Longevity
-
Makeham-Type Mortality Models
Makeham-Type Mortality Models The abstract for the paper Makeham-Type Mortality Models. Mortality modeling; 8307 1/1/2005 12:00:00 AM ...- Authors: Marie Redina Mumpar-Victoria
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
-
Interpretive Structural Modeling of Interactive Risks
Interpretive Structural Modeling of Interactive Risks The abstract for the paper Interpretive Structural Modeling of Interactive Risks. Abstract; 5533 4/23/2006 12:00:00 AM ...- Authors: Richard Gorvett, Ningwei Liu
- Date: Apr 2006
-
A Business Model Approach to Measure Risks
A Business Model Approach to Measure Risks Enterprise risk managers should explicitly relate the firm’s business model to the risk supported by the economic capital. The economic capital, risk ...- Authors: Thomas S.Y. Ho
- Date: Mar 2007